# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-009289
**Filing Date:** 2026-4
**Character Count:** 498289
**Document Hash:** 6edadd8e8b356aa9993627317229f28d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009289.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009289

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 26912529

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1804475670.57

**Total Liabilities:** $18072506.62

**Net Assets:** $1786403163.95

**Cash Not Reported:** $339760.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10223.96253000 | **1-Year:** 17327.17361000 | **5-Year:** 159461.51846000 | **10-Year:** 196751.37408000 | **30-Year:** 58922.91574000

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

- **3-Month:** 1148.67225000 | **1-Year:** 29282.36212000 | **5-Year:** 95815.66569000 | **10-Year:** 25507.34487000 | **30-Year:** 15517.66395000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172241 | 0.35%                | 0.72%                | 0.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $817236.90               | $5933108.47                                |
| Month 2  | $-1320253.48             | $17934959.78                               |
| Month 3  | $-610755.24              | $6361674.56                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES Corp. (The)                                                           | AES Corp. (The)                                                                 | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |        42000 | PA      | $41272.97     | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                | ANZ New Zealand Int'l Ltd.                                                      | CUSIP: 00182EBM0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |       490000 | PA      | $465393.68    | 0.03%             | 2030-02-13      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       130000 | PA      | $88681.85     | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                      | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        99000 | PA      | $67025.04     | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                      | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       690000 | PA      | $702316.49    | 0.04%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                      | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1252453.30   | 0.07%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       897000 | PA      | $754712.68    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1494967.23   | 0.08%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                                                    | Accelerated Assets LLC, Series 2018-1, Class C                                  | CUSIP: 00436MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        21525 | PA      | $20523.42     | 0.00%             | 2033-12-02      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      8188000 | PA      | $7651690.26   | 0.43%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       342000 | PA      | $354180.21    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       635000 | PA      | $645772.13    | 0.04%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       150000 | PA      | $152098.81    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                  | AI Candelaria -spain- SA                                                        | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |       250000 | PA      | $223028.13    | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                       | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |       334723 | PA      | $271231.27    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE                                                                      | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $409003.60    | 0.02%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                  | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       990000 | PA      | $998726.81    | 0.06%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                  | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1758415.75   | 0.10%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                  | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       490000 | PA      | $501396.36    | 0.03%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                                     | Altice France Lux 3                                                             | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       350449 | PA      | $329321.55    | 0.02%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-2CB, Class 1A6                              | CUSIP: 02149HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       105357 | PA      | $52988.86     | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                            | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       104000 | PA      | $103346.69    | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                            | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       250000 | PA      | $264754.71    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                   | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      2528000 | PA      | $2355788.17   | 0.13%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                   | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        86000 | PA      | $86603.72     | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                     | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       250000 | PA      | $223430.51    | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                     | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       549000 | PA      | $551969.63    | 0.03%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      6145000 | PA      | $6427178.40   | 0.36%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                      | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1592340.00   | 0.09%             | 2034-04-05      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       530000 | PA      | $573946.11    | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      6663970 | PA      | $5012138.44   | 0.28%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization LLC                       | Credit-Based Asset Servicing and Securitization LLC, Series 2004-CB5, Class M1  | CUSIP: 04542BHY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        54770 | PA      | $59760.15     | 0.00%             | 2034-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      3990000 | PA      | $3481809.78   | 0.19%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                   | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1285569.08   | 0.07%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       285000 | PA      | $296932.95    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      3030000 | PA      | $3152018.10   | 0.18%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       567000 | PA      | $592004.70    | 0.03%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      1840000 | PA      | $1883681.60   | 0.11%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      7654000 | PA      | $7909681.87   | 0.44%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       995000 | PA      | $997180.74    | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2505000 | PA      | $2847621.73   | 0.16%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1290000 | PA      | $1283743.50   | 0.07%             | 2033-01-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1068979.00   | 0.06%             | 2028-08-14      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1020000 | PA      | $1085694.12   | 0.06%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3182000 | PA      | $3427501.29   | 0.19%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $227031.44    | 0.01%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      7286000 | PA      | $6561437.39   | 0.37%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class B                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       283345 | PA      | $283434.00    | 0.02%             | 2039-02-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                               | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       589000 | PA      | $659167.57    | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1336786.80   | 0.07%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $790429.72    | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $666370.20    | 0.04%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $482322.00    | 0.03%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      6400000 | PA      | $6440249.66   | 0.36%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2011720 | PA      | $2095884.85   | 0.12%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3870000 | PA      | $3925818.33   | 0.22%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series N                                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $519213.07    | 0.03%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       249000 | PA      | $230554.47    | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       470000 | PA      | $424030.10    | 0.02%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       175000 | PA      | $172727.93    | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       812000 | PA      | $768465.88    | 0.04%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       500000 | PA      | $512273.12    | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1126347.52   | 0.06%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       312000 | PA      | $326974.83    | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       795000 | PA      | $814409.55    | 0.05%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       196000 | PA      | $205720.02    | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       317000 | PA      | $331870.15    | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       970000 | PA      | $998093.28    | 0.06%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                       | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1420000 | PA      | $1286351.87   | 0.07%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                       | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       570000 | PA      | $560879.75    | 0.03%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2018-BN13, Class C                                                 | CUSIP: 06539LBG4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |       118000 | PA      | $104583.98    | 0.01%             | 2061-08-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5240000 | PA      | $5534080.90   | 0.31%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       735000 | PA      | $734306.28    | 0.04%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B11, Class C                              | CUSIP: 08162BBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       315000 | PA      | $253796.73    | 0.01%             | 2052-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                           | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       962000 | PA      | $1008666.24   | 0.06%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                              | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       760000 | PA      | $809323.34    | 0.05%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       377000 | PA      | $270189.20    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16062000 | PA      | $11773815.15  | 0.66%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                          | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       881000 | PA      | $814861.64    | 0.05%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                          | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2459997.31   | 0.14%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1838000 | PA      | $1607063.44   | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       180000 | PA      | $182431.01    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        42000 | PA      | $41990.60     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       660000 | PA      | $615186.22    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust                                           | CCUBS Commercial Mortgage Trust, Series 2017-C1, Class C                        | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        28000 | PA      | $26559.16     | 0.00%             | 2050-11-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2016-CD2, Class C                                     | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21000 | PA      | $12317.47     | 0.00%             | 2049-11-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                       | CF Industries, Inc.                                                             | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       224000 | PA      | $205716.73    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-16, Class A1                       | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        40115 | PA      | $16392.05     | 0.00%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-6CB, Class 1A6                              | CUSIP: 12667F5H4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        40206 | PA      | $34471.00     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2004-25CB, Class A1                              | CUSIP: 12667FWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        57452 | PA      | $50419.41     | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                            | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      2228000 | PA      | $2297591.54   | 0.13%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2175000 | PA      | $2441634.79   | 0.14%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                    | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |        90000 | PA      | $66535.48     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      1148000 | PA      | $1145015.20   | 0.06%             | 2026-06-08      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       146000 | PA      | $115876.22    | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1116000 | PA      | $803959.68    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       282000 | PA      | $185565.06    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       165000 | PA      | $133083.95    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust                                                       | Chase Funding Trust, Series 2003-6, Class 1A7                                   | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        39967 | PA      | $40011.01     | 0.00%             | 2034-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                              | Chase Mortgage Finance Trust, Series 2007-A1, Class 1A5                         | CUSIP: 161630AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         3528 | PA      | $3540.81      | 0.00%             | 2037-02-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       540000 | PA      | $579248.25    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1812279.64   | 0.10%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $2199987.56   | 0.12%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                             | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       382000 | PA      | $400007.60    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       320000 | PA      | $292908.20    | 0.02%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       140000 | PA      | $126646.27    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       250000 | PA      | $274335.50    | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       410000 | PA      | $426589.92    | 0.02%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series CC                                                      | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       670000 | PA      | $692509.32    | 0.04%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                      | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       290000 | PA      | $296654.05    | 0.02%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       718000 | PA      | $723480.93    | 0.04%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       240000 | PA      | $244189.64    | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       755000 | PA      | $763908.94    | 0.04%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                      | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       413000 | PA      | $424599.52    | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2865000 | PA      | $2953292.65   | 0.17%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                      | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       490000 | PA      | $502406.80    | 0.03%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       805000 | PA      | $835992.50    | 0.05%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       709000 | PA      | $707227.50    | 0.04%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $83044.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2192057.44   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4133743.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $216411.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $220918.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17961.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27588.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19795.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20335.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $60971.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10661.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $676.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7517.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11939.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $68613.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $30472.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16465.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $25807.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $53749.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37533.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15911.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-119861.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $116159.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $88422.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8774.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18796.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-35436.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-106266.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-36354.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11878.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-53389.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $41464.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17957.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1310.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $108332.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6227.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-63572.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18738.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16443.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-54207.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $37987.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-107325.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-99325.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $300725.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3664.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46152.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13690.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $190719.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $110969.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-103701.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19088.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16232.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-500625.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $526838.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-272990.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-91275.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5237.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8929.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $51701.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3079.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8702.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-85356.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $854585.66    | 0.05%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $216691.80    | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29499.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-107086.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18791.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-44294.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-87925.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31275.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $313062.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $630.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25098.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-26633.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1704.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37526.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7817.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5596.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $74253.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-44229.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2791.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       130000 | PA      | $77703.13     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       290000 | PA      | $169119.75    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1257294.42   | 0.07%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      1250000 | PA      | $1155933.43   | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       201574 | PA      | $206621.68    | 0.01%             | 2043-01-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       179000 | PA      | $179053.34    | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1091000 | PA      | $1246239.04   | 0.07%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      2788000 | PA      | $3005854.32   | 0.17%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1545000 | PA      | $1626171.47   | 0.09%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1898000 | PA      | $1902814.45   | 0.11%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       974000 | PA      | $971220.11    | 0.05%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       561000 | PA      | $524965.54    | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                              | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       190000 | PA      | $193152.38    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $422116.86    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1035000 | PA      | $1043844.18   | 0.06%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                        | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       277000 | PA      | $262786.39    | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                        | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       580000 | PA      | $566073.48    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1222901.81   | 0.07%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series A                                                 | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104710.50    | 0.01%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                 | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        60000 | PA      | $65134.86     | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                           | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       630000 | PA      | $653969.61    | 0.04%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       804000 | PA      | $815861.41    | 0.05%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                        | Dryden CLO Ltd., Series 2019-68A, Class ARR                                     | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |       330000 | PA      | $330304.92    | 0.02%             | 2035-07-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                          | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |        45000 | PA      | $47137.27     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                          | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15077.69     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14959.05     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                   | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33875.89     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                             | Duquesne Light Holdings, Inc.                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |       140000 | PA      | $126951.67    | 0.01%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $251658.49    | 0.01%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       860000 | PA      | $882267.08    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      6680000 | PA      | $7101022.97   | 0.40%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                  | Eagle Funding Luxco SARL                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      2888000 | PA      | $2945760.00   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       280000 | PA      | $297332.00    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1148000 | PA      | $1158332.00   | 0.06%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1297000 | PA      | $1319049.00   | 0.07%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       125000 | PA      | $129935.63    | 0.01%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      4250000 | PA      | $4664328.80   | 0.26%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                       | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6772000 | PA      | $6213632.28   | 0.35%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series NC5                                                      | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1253000 | PA      | $1349721.58   | 0.08%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2023000 | PA      | $2334782.74   | 0.13%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                  | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      6820000 | PA      | $7151207.57   | 0.40%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       490000 | PA      | $525678.86    | 0.03%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1556071.44   | 0.09%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $197991.93    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1010000 | PA      | $1000688.40   | 0.06%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       425000 | PA      | $406754.28    | 0.02%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3036000 | PA      | $2766284.61   | 0.15%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6177403.38   | 0.35%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      1344000 | PA      | $1406099.52   | 0.08%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                   | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       267000 | PA      | $268284.00    | 0.02%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                       | Entergy Texas, Inc.                                                             | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       115000 | PA      | $102767.49    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                       | EUSHI Finance, Inc.                                                             | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1046000 | PA      | $1053755.04   | 0.06%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |        78000 | PA      | $79220.90     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2024-3A, Class D                    | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $309222.18    | 0.02%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FREMF                                                                     | FREMF, Series 2018-KF46, Class B                                                | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        16397 | PA      | $15903.33     | 0.00%             | 2028-03-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       148000 | PA      | $121483.54    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       495000 | PA      | $467346.76    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       865000 | PA      | $854585.75    | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       366000 | PA      | $369644.35    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       330000 | PA      | $323012.33    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-KF38, Class B                                 | CUSIP: 30305MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        18665 | PA      | $18643.14     | 0.00%             | 2024-09-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-93, Class SE                                           | CUSIP: 3136A8EX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        54730 | PA      | $6693.71      | 0.00%             | 2042-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-124, Class UI                                          | CUSIP: 3136A9X60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        56974 | PA      | $9953.67      | 0.00%             | 2042-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-146, Class AI                                          | CUSIP: 3136ABFU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89715 | PA      | $1272.43      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2015-40, Class LS                                           | CUSIP: 3136AN4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       146926 | PA      | $17665.65     | 0.00%             | 2045-06-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2016-68, Class BI                                           | CUSIP: 3136ATQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       199004 | PA      | $9403.03      | 0.00%             | 2031-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2017-39, Class ST                                           | CUSIP: 3136AWHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       140724 | PA      | $18054.20     | 0.00%             | 2047-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2017-31, Class SG                                           | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       505106 | PA      | $63647.30     | 0.00%             | 2047-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, STRIPS, Series 409, Class 27                                              | CUSIP: 3136FLBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2577 | PA      | $25.47        | 0.00%             | 2027-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4305, Class SK                                             | CUSIP: 3137B8A72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       281684 | PA      | $44672.01     | 0.00%             | 2044-02-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4689, Class SD                                             | CUSIP: 3137F1DW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       192897 | PA      | $25093.30     | 0.00%             | 2047-06-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1 | CUSIP: 3137F64R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1952323 | PA      | $22729.53     | 0.00%             | 2027-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3 | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       400000 | PA      | $14969.68     | 0.00%             | 2045-12-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X3 | CUSIP: 3137FGR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1820000 | PA      | $82217.59     | 0.00%             | 2046-06-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 4839, Class WS                                             | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1448441 | PA      | $216090.18    | 0.01%             | 2056-08-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3 | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       880000 | PA      | $55782.14     | 0.00%             | 2047-02-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3 | CUSIP: 3137FL6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       850000 | PA      | $53602.79     | 0.00%             | 2046-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5023, Class MI                                             | CUSIP: 3137FWV80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       534878 | PA      | $87744.82     | 0.00%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5022                                                       | CUSIP: 3137FXDW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       304280 | PA      | $50840.41     | 0.00%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                                 | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       274000 | PA      | $271532.42    | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $275548.96    | 0.02%             | 2027-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | United Kingdom of Great Britain and Northern Ireland                            | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     15681938 | PA      | $20991110.24  | 1.18%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       705000 | PA      | $685736.58    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                | Flagship Credit Auto Trust, Series 2023-1, Class B                              | CUSIP: 337955AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        28177 | PA      | $28194.12     | 0.00%             | 2028-01-18      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2215000 | PA      | $2108337.96   | 0.12%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       704000 | PA      | $717389.43    | 0.04%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1561192.63   | 0.09%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       260000 | PA      | $271317.40    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       119000 | PA      | $119005.99    | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       159000 | PA      | $159220.99    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       203000 | PA      | $205362.00    | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2015-GC30, Class C                         | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |        36000 | PA      | $31145.40     | 0.00%             | 2050-05-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       465000 | PA      | $423193.72    | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       334000 | PA      | $350942.97    | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                              | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1165000 | PA      | $1224515.49   | 0.07%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       450000 | PA      | $419937.39    | 0.02%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       398000 | PA      | $363010.60    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       450000 | PA      | $462603.46    | 0.03%             | 2028-05-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        29000 | PA      | $31389.53     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2433000 | PA      | $2573167.05   | 0.14%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2070000 | PA      | $2186988.55   | 0.12%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                           | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       935000 | PA      | $930053.92    | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series X                                       | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       815000 | PA      | $867608.25    | 0.05%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       380000 | PA      | $392249.83    | 0.02%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       690000 | PA      | $701233.25    | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       205000 | PA      | $214673.54    | 0.01%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       320000 | PA      | $331588.87    | 0.02%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       390000 | PA      | $403731.41    | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       168000 | PA      | $167402.49    | 0.01%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       290000 | PA      | $266333.10    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       190000 | PA      | $171371.20    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       355000 | PA      | $350221.49    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       300000 | PA      | $273203.38    | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series T                                       | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       465000 | PA      | $463261.64    | 0.03%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2424000 | PA      | $2441049.35   | 0.14%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2015-H13, Class GI                                                 | CUSIP: 38376RCK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18262 | PA      | $572.38       | 0.00%             | 2065-04-20      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                     | Greenko Power II Ltd.                                                           | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      1379400 | PA      | $1329914.03   | 0.07%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                          | Guara Norte SARL                                                                | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |       972378 | PA      | $952816.96    | 0.05%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2155000 | PA      | $2264905.00   | 0.13%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        91000 | PA      | $86756.47     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       760000 | PA      | $696750.76    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       150000 | PA      | $103542.88    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       370000 | PA      | $334160.51    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       614000 | PA      | $508542.72    | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       170000 | PA      | $174257.09    | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       790000 | PA      | $836272.28    | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       630000 | PA      | $631024.83    | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       924000 | PA      | $919662.11    | 0.05%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       374000 | PA      | $371978.31    | 0.02%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3260000 | PA      | $3162362.84   | 0.18%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       695000 | PA      | $662448.84    | 0.04%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      7940000 | PA      | $7304583.32   | 0.41%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       380000 | PA      | $385979.58    | 0.02%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       367000 | PA      | $379446.65    | 0.02%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2826000 | PA      | $2862738.00   | 0.16%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       555000 | PA      | $552917.31    | 0.03%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       190000 | PA      | $198657.25    | 0.01%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                    | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       495000 | PA      | $495227.21    | 0.03%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       680000 | PA      | $602802.11    | 0.03%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1220000 | PA      | $1360364.43   | 0.08%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                                         | Italian Republic Government Bond                                                | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1135000 | PA      | $1099939.85   | 0.06%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       120000 | PA      | $94872.18     | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C            | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        62000 | PA      | $50608.74     | 0.00%             | 2048-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C            | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        23000 | PA      | $17946.44     | 0.00%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class C   | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        28000 | PA      | $25111.14     | 0.00%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2565000 | PA      | $2719596.35   | 0.15%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1420000 | PA      | $1457189.23   | 0.08%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1043000 | PA      | $1162804.20   | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       290000 | PA      | $331583.68    | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                | JetBlue Pass-Through Trust, Series 2019-1, Class A                              | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35978 | PA      | $34042.16     | 0.00%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                                | JPMorgan U.S. Government Money Market Fund, Class IM                            | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |     90168741 | NS      | $90168741.27  | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $206530.94    | 0.01%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1503000 | PA      | $1579277.25   | 0.09%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       599000 | PA      | $592710.50    | 0.03%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       939000 | PA      | $916547.76    | 0.05%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      2747000 | PA      | $2995740.71   | 0.17%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                             | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       230000 | PA      | $240008.51    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       410000 | PA      | $413478.93    | 0.02%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10465000 | PA      | $5404.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       425000 | PA      | $454701.31    | 0.03%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       523000 | PA      | $537743.84    | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                           | MV24 Capital BV                                                                 | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       697500 | PA      | $709962.18    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       620000 | PA      | $641986.73    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc.                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       220000 | PA      | $228542.28    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      8925000 | PA      | $214035.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      8550000 | PA      | $133543.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    151877000 | PA      | $186314.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25987000 | PA      | $31129.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     25987000 | PA      | $31129.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                        | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |       320000 | PA      | $299094.89    | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                        | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |       348000 | PA      | $362280.13    | 0.02%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     19623000 | PA      | $-337364.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    413390000 | PA      | $1875062.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                               | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       220000 | PA      | $220610.01    | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                    | Merrill Lynch Mortgage Investors Trust, Series 2004-C, Class A1                 | CUSIP: 59020UDN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4465 | PA      | $4442.23      | 0.00%             | 2029-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                   | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       310000 | PA      | $410658.86    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                   | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       491000 | PA      | $487535.85    | 0.03%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       185000 | PA      | $180853.58    | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    354970000 | PA      | $423677.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     38828452 | PA      | $-11886.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087P81<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     18245000 | PA      | $13384571.06  | 0.75%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     57945102 | PA      | $81586.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       707000 | PA      | $697307.51    | 0.04%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    123370000 | PA      | $454329.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     10320024 | PA      | $6944.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       140000 | PA      | $123948.67    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2388000 | PA      | $2164198.65   | 0.12%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       315000 | PA      | $315603.45    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       455000 | PA      | $464433.10    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1531000 | PA      | $1613268.70   | 0.09%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       575000 | PA      | $588052.83    | 0.03%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       870000 | PA      | $897120.70    | 0.05%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       180000 | PA      | $187997.15    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       460000 | PA      | $476307.11    | 0.03%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       760000 | PA      | $772405.54    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       497000 | PA      | $514849.20    | 0.03%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       600000 | PA      | $621349.69    | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       695000 | PA      | $691468.43    | 0.04%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2532000 | PA      | $2553583.30   | 0.14%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2015-MS1, Class B                        | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15284 | PA      | $14701.81     | 0.00%             | 2048-05-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       690000 | PA      | $687093.16    | 0.04%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |       700000 | PA      | $704308.40    | 0.04%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     55230000 | PA      | $30208.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       634000 | PA      | $640761.61    | 0.04%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1885000 | PA      | $1930035.80   | 0.11%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $225556.40    | 0.01%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      6435000 | PA      | $6636544.07   | 0.37%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                   | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       357000 | PA      | $372454.53    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       240000 | PA      | $249201.84    | 0.01%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       220000 | PA      | $234060.61    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       115000 | PA      | $119448.89    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |        85000 | PA      | $90110.71     | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      3400000 | PA      | $3699200.00   | 0.21%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       862000 | PA      | $900643.46    | 0.05%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                           | CUSIP: 654744AJ0<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       505000 | PA      | $618002.87    | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       175000 | PA      | $122080.50    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       330000 | PA      | $218445.16    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       356000 | PA      | $288220.22    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       295000 | PA      | $259867.98    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       867000 | PA      | $867485.60    | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1120619.26   | 0.06%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3265000 | PA      | $3166267.02   | 0.18%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1055000 | PA      | $1010704.06   | 0.06%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       867000 | PA      | $896914.10    | 0.05%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                      | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       630000 | PA      | $628980.09    | 0.04%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The), Series W                              | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       573000 | PA      | $594241.68    | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       110000 | PA      | $116748.70    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       260000 | PA      | $265837.88    | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       165000 | PA      | $171068.63    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       490000 | PA      | $495370.50    | 0.03%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                            | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |       400000 | PA      | $390000.00    | 0.02%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       366000 | PA      | $363403.34    | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1460000 | PA      | $1568858.84   | 0.09%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       360000 | PA      | $392232.68    | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1118000 | PA      | $1191239.29   | 0.07%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1550654.30   | 0.09%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      5000000 | PA      | $3473750.00   | 0.19%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1020000 | PA      | $1024360.50   | 0.06%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    190000000 | PA      | $33755009.36  | 1.89%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3415000 | PA      | $3101503.00   | 0.17%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2695000 | PA      | $2638405.00   | 0.15%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1273745 | PA      | $1370396.77   | 0.08%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1050000 | PA      | $1230028.59   | 0.07%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1846000 | PA      | $1276072.05   | 0.07%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                            | Piedmont Natural Gas Co., Inc.                                                  | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |        66000 | PA      | $45995.39     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3520000 | PA      | $3444812.80   | 0.19%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                      | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       295000 | PA      | $310878.67    | 0.02%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                             | Indonesia Asahan Aluminium PT                                                   | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      1740000 | PA      | $1791781.01   | 0.10%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       890000 | PA      | $887350.14    | 0.05%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Finance SA                                                 | Telecom Italia Finance SA                                                       | CUSIP: N/A<br>LEI: 549300O482B6CBF38D50       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $1035138.71   | 0.06%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |        95000 | PA      | $91862.34     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1328000 | PA      | $1504371.68   | 0.08%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                  | Roper Technologies, Inc.                                                        | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       160000 | PA      | $153391.64    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia SARL                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      1185000 | PA      | $1301739.09   | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Iceland Bondco plc                                                        | Iceland Bondco plc                                                              | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |       120000 | PA      | $171051.84    | 0.01%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $893756.37    | 0.05%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      6875000 | PA      | $7172781.28   | 0.40%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                             | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B                        | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       378000 | PA      | $378003.29    | 0.02%             | 2039-05-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       252000 | PA      | $258028.34    | 0.01%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3277000 | PA      | $3496900.56   | 0.20%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       525000 | PA      | $508369.52    | 0.03%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       372000 | PA      | $396247.70    | 0.02%             | 2027-11-22      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1050000 | PA      | $1118069.40   | 0.06%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       440000 | PA      | $485673.77    | 0.03%             | 2028-11-14      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       841000 | PA      | $709804.00    | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      4400000 | PA      | $4441800.00   | 0.25%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1491000 | PA      | $1491000.00   | 0.08%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                  | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |        81000 | PA      | $83343.00     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       855000 | PA      | $867981.36    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                          | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      2850000 | PA      | $2881093.50   | 0.16%             | 2031-04-01      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      2170000 | PA      | $2296402.50   | 0.13%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                          | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      2510000 | PA      | $2524231.70   | 0.14%             | 2037-01-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp., Series I                                                    | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |        42000 | PA      | $43971.82     | 0.00%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp., Series J                                                    | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       270000 | PA      | $284060.79    | 0.02%             | 2029-09-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                               | Stellantis Finance US, Inc.                                                     | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |       700000 | PA      | $717127.89    | 0.04%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                               | Stellantis Finance US, Inc.                                                     | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      2466000 | PA      | $2548933.08   | 0.14%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A         | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6806 | PA      | $6646.11      | 0.00%             | 2034-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                          | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       444000 | PA      | $457182.36    | 0.03%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      1219000 | PA      | $1301892.00   | 0.07%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                            | Swiss Re Finance Luxembourg SA                                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $202052.27    | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                  | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       220000 | PA      | $219872.83    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        34000 | PA      | $32719.77     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                          | TSMC Global Ltd.                                                                | CUSIP: 872882AH8<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       700000 | PA      | $697224.50    | 0.04%             | 2026-04-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                          | TSMC Global Ltd.                                                                | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       700000 | PA      | $644931.00    | 0.04%             | 2031-04-23      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                        | TSMC Arizona Corp.                                                              | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       380000 | PA      | $384955.20    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       210000 | PA      | $209438.27    | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |        43000 | PA      | $44569.03     | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       172000 | PA      | $179228.53    | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      1110000 | PA      | $1137340.64   | 0.06%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      2842000 | PA      | $2963423.94   | 0.17%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       150000 | PA      | $139457.53    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                    | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      1240000 | PA      | $849309.98    | 0.05%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      4208000 | PA      | $4041793.30   | 0.23%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                | TransCanada PipeLines Ltd.                                                      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1491475.82   | 0.08%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust, Series 16-A                                                  | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |       757000 | PA      | $758651.02    | 0.04%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                 | Trinidad Generation UnLtd                                                       | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      1091000 | PA      | $1147993.84   | 0.06%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |        95000 | PA      | $103099.28    | 0.01%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       410000 | PA      | $420539.04    | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       336000 | PA      | $359468.84    | 0.02%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |        75000 | PA      | $79578.27     | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      2735000 | PA      | $2731092.81   | 0.15%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3175000 | PA      | $3334734.25   | 0.19%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2403000 | PA      | $2373563.25   | 0.13%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                               | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      1257000 | PA      | $1263285.00   | 0.07%             | 2030-10-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                               | CUSIP: 90015LAM9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |       862000 | PA      | $863724.00    | 0.05%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4590000 | PA      | $4126626.33   | 0.23%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       430000 | PA      | $389043.67    | 0.02%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1122000 | PA      | $1124949.92   | 0.06%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       800000 | PA      | $935594.40    | 0.05%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       585000 | PA      | $637691.44    | 0.04%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2017-C7, Class B                          | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       106000 | PA      | $103358.75    | 0.01%             | 2050-12-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        70000 | PA      | $66752.25     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                         | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      1465000 | PA      | $1458306.33   | 0.08%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Auto Funding                                                           | US Auto Funding, Series 2021-1A, Class C                                        | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       219020 | PA      | $173221.48    | 0.01%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $198914.85    | 0.01%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       410000 | PA      | $384132.51    | 0.02%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                                        | Union Electric Co.                                                              | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |        80000 | PA      | $62234.77     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2397000 | PA      | $1500522.00   | 0.08%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       110000 | PA      | $116773.93    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      1785000 | PA      | $1925010.94   | 0.11%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       515000 | PA      | $537057.45    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       690000 | PA      | $703497.30    | 0.04%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M1                 | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        52286 | PA      | $49780.41     | 0.00%             | 2049-03-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                  | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        33855 | PA      | $33296.25     | 0.00%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       325000 | PA      | $328122.38    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       720000 | PA      | $763284.96    | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       150000 | PA      | $155449.20    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       187000 | PA      | $188183.34    | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       450000 | PA      | $450952.20    | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1110000 | PA      | $1117684.53   | 0.06%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       429000 | PA      | $454216.62    | 0.03%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      3595000 | PA      | $3546202.22   | 0.20%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       200000 | PA      | $209776.48    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       780000 | PA      | $806950.74    | 0.05%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       610000 | PA      | $641885.93    | 0.04%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3905000 | PA      | $4090511.95   | 0.23%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       475000 | PA      | $492797.87    | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1078022.99   | 0.06%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1420380.55   | 0.08%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       645000 | PA      | $680247.96    | 0.04%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       220000 | PA      | $205890.58    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                       | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $7598392.67   | 0.43%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      1386314 | PA      | $1474864.27   | 0.08%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France Sa                                                          | Altice France Sa                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        32241 | NS      | $628926.30    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | AU        |           -1 | OU      | $-0.44        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                            | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       100000 | PA      | $124849.29    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       300000 | PA      | $404619.73    | 0.02%             | 2041-05-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       300000 | PA      | $411418.96    | 0.02%             | 2026-12-03      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| South Eastern Power Networks plc                                          | South Eastern Power Networks plc                                                | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $569404.28    | 0.03%             | 2030-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    118020000 | PA      | $6766953.08   | 0.38%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                    | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $271345.15    | 0.02%             | 2029-03-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       931000 | PA      | $904643.39    | 0.05%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                             | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |       505000 | PA      | $562448.80    | 0.03%             | 2047-03-16      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                                              | Peru LNG Srl                                                                    | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |       939125 | PA      | $912587.12    | 0.05%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       227000 | PA      | $66170.50     | 0.00%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Zurich Insurance Co. Ltd.                                                 | Zurich Insurance Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 50ZCTKCMUDIABGHX3R52       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $830640.83    | 0.05%             | 2046-10-01      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                    | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      1620000 | PA      | $1549692.00   | 0.09%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                         | New Zealand Government Bond                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      3201000 | PA      | $1635231.67   | 0.09%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                         | Autoroutes du Sud de la France SA                                               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $943806.31    | 0.05%             | 2026-04-20      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1088809.85   | 0.06%             | 2078-10-03      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA, Series 63.5                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       800000 | PA      | $946959.40    | 0.05%             | 2026-08-24      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $361156.17    | 0.02%             | 2028-06-27      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                      | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |       284000 | PA      | $332570.52    | 0.02%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                        | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112925.00    | 0.01%             | 2030-09-26      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EDP Finance BV                                                            | EDP Finance BV                                                                  | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |       750000 | PA      | $874187.55    | 0.05%             | 2027-11-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Pro-Gest SpA                                                              | Pro-Gest SpA                                                                    | CUSIP: N/A<br>LEI: 815600EDD04F9C60D660       | Long             | DBT              | CORP              | IT        |       477000 | PA      | $252221.38    | 0.01%             | 2024-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      1190000 | PA      | $1199044.00   | 0.07%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                           | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |       800000 | PA      | $942410.60    | 0.05%             | 2028-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                        | CFAMC III Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |       200000 | PA      | $199850.00    | 0.01%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1059945.84   | 0.06%             | 2026-09-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                    | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      1705000 | PA      | $1748613.90   | 0.10%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                    | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |       885000 | PA      | $902753.10    | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       600000 | PA      | $712626.91    | 0.04%             | 2030-11-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                       | Klabin Austria GmbH                                                             | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |       965000 | PA      | $1007406.93   | 0.06%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115200.25    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       400000 | PA      | $477800.28    | 0.03%             | 2026-06-03      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       250000 | PA      | $259173.25    | 0.01%             | 2034-03-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1180772.88   | 0.07%             | 2026-03-27      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Elis SA                                                                   | Elis SA                                                                         | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1386795.44   | 0.08%             | 2028-04-03      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                          | Deutsche Bahn AG, Series CB                                                     | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $332963.06    | 0.02%             | 2029-07-18      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                            | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1761739.92   | 0.10%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      2055000 | PA      | $2445452.42   | 0.14%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $235973.08    | 0.01%             | 2032-01-15      | Variable      | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229856.29    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                    | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      1575000 | PA      | $1848871.75   | 0.10%             | 2027-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1291422.87   | 0.07%             | 2026-06-01      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                           | MV24 Capital BV                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       556612 | PA      | $566556.88    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $157615.08    | 0.01%             | 2041-10-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2419205.25   | 0.14%             | 2027-10-04      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891CBD4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149437.11    | 0.01%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RELX Finance BV                                                           | RELX Finance BV                                                                 | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $725902.34    | 0.04%             | 2032-03-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       130000 | PA      | $148328.48    | 0.01%             | 2027-11-04      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     28288000 | PA      | $16718924.40  | 0.94%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                          | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2574452.98   | 0.14%             | 2028-04-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                               | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      4100000 | PA      | $4290714.93   | 0.24%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                      | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       765000 | PA      | $899449.91    | 0.05%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105431.34    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NGG Finance plc                                                           | NGG Finance plc                                                                 | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      1930000 | PA      | $2248563.01   | 0.13%             | 2082-09-05      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      1900000 | PA      | $2359253.42   | 0.13%             | 2083-04-23      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2377398.77   | 0.13%             | 2028-10-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                     | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1829485.08   | 0.10%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       117000 | PA      | $137531.26    | 0.01%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                             | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $470109.46    | 0.03%             | 2027-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance plc                                                        | Cadent Finance plc                                                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1807854.37   | 0.10%             | 2033-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                                       | INEOS Styrolution Ludwigshafen GmbH                                             | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $580271.66    | 0.03%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                             | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |       950000 | PA      | $788382.26    | 0.04%             | 2028-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1603650000 | PA      | $9502985.60   | 0.53%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                          | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      1350000 | PA      | $1595160.00   | 0.09%             | 2026-03-22      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                          | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $237498.33    | 0.01%             | 2029-03-22      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                             | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1416160.79   | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                                | Birkenstock Financing SARL                                                      | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      1800000 | PA      | $2140478.42   | 0.12%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                               | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      1113000 | PA      | $562495.00    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       300000 | PA      | $348214.57    | 0.02%             | 2030-02-27      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $714546.53    | 0.04%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       923000 | PA      | $1091443.01   | 0.06%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $728515.48    | 0.04%             | 2027-06-14      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                      | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3441866.52   | 0.19%             | 2032-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       500000 | PA      | $587984.98    | 0.03%             | 2081-08-02      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                               | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |       450000 | PA      | $539205.63    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       900000 | PA      | $1114978.89   | 0.06%             | 2028-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       150000 | PA      | $177374.27    | 0.01%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Guala Closures SpA                                                        | Guala Closures SpA                                                              | CUSIP: N/A<br>LEI: 81560014151D1C625F49       | Long             | DBT              | CORP              | IT        |      1559000 | PA      | $1804702.34   | 0.10%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                                  | ORLEN SA                                                                        | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       280000 | PA      | $297463.60    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                              | Glencore Capital Finance DAC                                                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      4900000 | PA      | $5926512.25   | 0.33%             | 2032-02-04      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | Svenska Handelsbanken AB                                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $959489.61    | 0.05%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Eversholt Funding plc                                                     | Eversholt Funding plc                                                           | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |       594872 | PA      | $704365.78    | 0.04%             | 2040-06-30      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $893693.64    | 0.05%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       400000 | PA      | $521108.74    | 0.03%             | 2031-08-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2804882.79   | 0.16%             | 2029-09-14      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                          | Guara Norte SARL                                                                | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |       577534 | PA      | $565915.53    | 0.03%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3235398.90   | 0.18%             | 2032-02-17      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                      | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      1400000 | PA      | $1624552.76   | 0.09%             | 2028-02-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                 | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1654958.06   | 0.09%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                  | CUSIP: 874060BB1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       363000 | PA      | $404663.40    | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1257461.35   | 0.07%             | 2028-07-15      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Nomad Foods Bondco plc                                                    | Nomad Foods Bondco plc                                                          | CUSIP: N/A<br>LEI: 213800BPK5X4TY4RZ619       | Long             | DBT              | CORP              | GB        |       425000 | PA      | $488904.71    | 0.03%             | 2028-06-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    338000000 | PA      | $18730893.52  | 1.05%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       945000 | PA      | $995652.00    | 0.06%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Waga Bondco Ltd.                                                          | Waga Bondco Ltd.                                                                | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | JE        |      1200000 | PA      | $1421334.54   | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                        | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1762710.24   | 0.10%             | 2029-01-19      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1176815.67   | 0.07%             | 2033-01-18      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                              | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      2798000 | PA      | $3193119.05   | 0.18%             | 2029-01-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1222703.94   | 0.07%             | 2028-05-15      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |        48000 | PA      | $45756.34     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                             | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |       300000 | PA      | $344850.20    | 0.02%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1247575.64   | 0.07%             | 2029-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                            | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       800000 | PA      | $923711.46    | 0.05%             | 2028-10-21      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                      | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $780220.20    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                      | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2429534.27   | 0.14%             | 2031-01-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Agrifarma SpA                                                             | Agrifarma SpA                                                                   | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |      2150000 | PA      | $2550796.18   | 0.14%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1091871.07   | 0.06%             | 2043-03-10      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                       | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1245176.08   | 0.07%             | 2030-06-09      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $2066480.39   | 0.12%             | 2031-10-30      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Alpek SAB de CV                                                           | Alpek SAB de CV                                                                 | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |       675000 | PA      | $547502.63    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                                   | Grupo Antolin Irausa SA                                                         | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |       950000 | PA      | $831696.81    | 0.05%             | 2028-04-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                       | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       388000 | PA      | $458765.00    | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Phoenix PIB Dutch Finance BV                                              | Phoenix PIB Dutch Finance BV                                                    | CUSIP: N/A<br>LEI: 529900UUYBCBB7HMVI56       | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2725920.23   | 0.15%             | 2029-07-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       394000 | PA      | $386946.28    | 0.02%             | 2031-02-26      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                           | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      2050000 | PA      | $2345995.99   | 0.13%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $621617.25    | 0.03%             | 2032-09-26      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                      | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      1600000 | PA      | $1877808.87   | 0.11%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| House of HR Group BV                                                      | House of HR Group BV                                                            | CUSIP: N/A<br>LEI: 724500AWBTX8I880X774       | Long             | DBT              | CORP              | NL        |       800000 | PA      | $816480.86    | 0.05%             | 2029-11-03      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $435939.72    | 0.02%             | 2030-05-16      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nomad Foods Bondco plc                                                    | Nomad Foods Bondco plc                                                          | CUSIP: N/A<br>LEI: 213800BPK5X4TY4RZ619       | Long             | DBT              | CORP              | GB        |      1375000 | PA      | $1581750.54   | 0.09%             | 2028-06-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Volvo Car AB                                                              | Volvo Car AB                                                                    | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | DBT              | CORP              | SE        |       740000 | PA      | $870503.01    | 0.05%             | 2027-10-07      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG, Series NC5                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1257901.51   | 0.07%             | 2083-09-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                    | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $3180297.17   | 0.18%             | 2031-04-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA, Series NC5.                                                             | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       400000 | PA      | $466469.09    | 0.03%             | 2082-03-14      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3600000 | PA      | $4131317.91   | 0.23%             | 2080-08-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GmbH                                                              | CTEC II GmbH                                                                    | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1343041.58   | 0.08%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cadent Finance plc                                                        | Cadent Finance plc                                                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $865252.71    | 0.05%             | 2030-03-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $941894.42    | 0.05%             | 2027-06-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $216173.48    | 0.01%             | 2030-06-17      | Variable      | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 110609000000 | PA      | $6870774.43   | 0.38%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                            | EC Finance plc                                                                  | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      1349000 | PA      | $1574857.41   | 0.09%             | 2026-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                       | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      2700000 | PA      | $3048400.47   | 0.17%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2791635 | PA      | $2532983.04   | 0.14%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                         | New Zealand Government Bond                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       952000 | PA      | $582495.48    | 0.03%             | 2027-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       250000 | PA      | $304080.33    | 0.02%             | 2028-03-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      2825000 | PA      | $3296732.40   | 0.18%             | 2027-04-22      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Rexel SA                                                                  | Rexel SA                                                                        | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2452010.92   | 0.14%             | 2030-09-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                              | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1535000 | PA      | $1126782.10   | 0.06%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                            | SNF Group SACA                                                                  | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1588767.79   | 0.09%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                          | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1300924.57   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                  | Virgin Media Finance plc                                                        | CUSIP: N/A<br>LEI: 2138001LVYC87DDHT482       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1270122.83   | 0.07%             | 2030-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1425000 | PA      | $1460981.25   | 0.08%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                              | Holcim Finance Luxembourg SA                                                    | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       500000 | PA      | $494019.88    | 0.03%             | 2033-01-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd.                                                      | Gatwick Funding Ltd.                                                            | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       700000 | PA      | $876187.98    | 0.05%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       900000 | PA      | $1118667.25   | 0.06%             | 2029-07-19      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                             | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117567.43    | 0.01%             | 2027-01-26      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       200000 | PA      | $255037.08    | 0.01%             | 2034-05-30      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA, Series 9.5Y                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       500000 | PA      | $543613.70    | 0.03%             | 2030-06-08      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                             | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1698982.35   | 0.10%             | 2030-11-23      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $489949.94    | 0.03%             | 2032-03-17      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $489216.83    | 0.03%             | 2031-03-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Generali                                                                  | Generali                                                                        | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $227259.22    | 0.01%             | 2031-07-14      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2524240.03   | 0.14%             | 2031-11-21      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |       593000 | PA      | $592152.01    | 0.03%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1197149.86   | 0.07%             | 2027-06-29      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                           | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       500000 | PA      | $524693.44    | 0.03%             | 2031-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |       743000 | PA      | $851305.62    | 0.05%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     27460000 | PA      | $1043263.62   | 0.06%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $223423.40    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                            | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       300000 | PA      | $361483.17    | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $851906.12    | 0.05%             | 2031-04-03      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                            | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       380000 | PA      | $459131.13    | 0.03%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $3028869.92   | 0.17%             | 2028-02-24      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      4800000 | PA      | $5493010.74   | 0.31%             | 2030-06-15      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                 | Gaci First Investment Co.                                                       | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |      1770000 | PA      | $1767805.20   | 0.10%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3688532.79   | 0.21%             | 2030-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                    | Logicor Financing SARL                                                          | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2236582.41   | 0.13%             | 2030-01-17      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Iberdrola International BV                                                | Iberdrola International BV, Series NC5                                          | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $353745.52    | 0.02%             | 2026-03-19      | Variable      | 1.87%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                             | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2789625.00   | 0.16%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                          | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      1650000 | PA      | $1943067.98   | 0.11%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $4508418.25   | 0.25%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       150000 | PA      | $169799.19    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |       350000 | PA      | $144375.00    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                   | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2207070.44   | 0.12%             | 2030-02-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2134117.06   | 0.12%             | 2030-11-19      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SELP Finance SARL                                                         | SELP Finance SARL                                                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1556621.90   | 0.09%             | 2029-05-27      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                 | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2836698.37   | 0.16%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $931110.25    | 0.05%             | 2027-12-01      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                 | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $991155.70    | 0.06%             | 2029-06-03      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      2300000 | PA      | $2318699.00   | 0.13%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                     | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      1480000 | PA      | $1547538.28   | 0.09%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                   | EnfraGen Energia Sur SA                                                         | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |      1143000 | PA      | $1074420.00   | 0.06%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                 | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1727096.61   | 0.10%             | 2028-05-03      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1428571 | PA      | $1688696.18   | 0.09%             | 2028-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    262450000 | PA      | $13459325.46  | 0.75%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chrome Holdco SAS                                                         | Chrome Holdco SAS                                                               | CUSIP: N/A<br>LEI: 9845000E49865VT3N679       | Long             | DBT              | CORP              | FR        |       175000 | PA      | $33150.00     | 0.00%             | 2029-05-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cerba Healthcare SACA                                                     | Cerba Healthcare SACA                                                           | CUSIP: N/A<br>LEI: 9845000C1FYE89DC8677       | Long             | DBT              | CORP              | FR        |       419000 | PA      | $366694.70    | 0.02%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       920000 | PA      | $1004640.00   | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $467930.14    | 0.03%             | 2027-09-15      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                         | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |       248128 | PA      | $293462.65    | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                            | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      1400000 | PA      | $1755483.25   | 0.10%             | 2029-12-04      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2380924.00   | 0.13%             | 2027-12-03      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                         | Azelis Finance NV                                                               | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      1300000 | PA      | $1559489.61   | 0.09%             | 2028-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                              | Holcim Finance Luxembourg SA                                                    | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1454102.48   | 0.08%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       400000 | PA      | $395000.00    | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1000000 | PA      | $1084883.19   | 0.06%             | 2030-10-08      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       493000 | PA      | $528160.69    | 0.03%             | 2031-01-17      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                       | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       450000 | PA      | $542233.49    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1417193.25   | 0.08%             | 2030-02-12      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                | Heidelberg Materials Finance Luxembourg SA                                      | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      4650000 | PA      | $5993813.23   | 0.34%             | 2033-11-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                             | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      1900000 | PA      | $2294285.65   | 0.13%             | 2032-07-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                        | Istanbul Metropolitan Municipality                                              | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |      1280000 | PA      | $1408563.20   | 0.08%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                                    | Neopharmed Gentili SpA                                                          | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |      1808000 | PA      | $2220621.79   | 0.12%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                              | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      2300000 | PA      | $2770820.70   | 0.16%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                        | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1160032.01   | 0.06%             | 2028-02-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                          | Cirsa Finance International Sarl                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       149000 | PA      | $182200.31    | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $520767.99    | 0.03%             | 2030-06-11      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $2387975.79   | 0.13%             | 2028-07-18      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                           | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       420000 | PA      | $473326.70    | 0.03%             | 2028-07-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2300000 | PA      | $2981265.07   | 0.17%             | 2032-05-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                   | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      1650000 | PA      | $2112922.35   | 0.12%             | 2029-10-30      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                 | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1234511.62   | 0.07%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       700000 | PA      | $792798.40    | 0.04%             | 2029-06-09      | Variable      | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                         | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      1142000 | PA      | $1363342.33   | 0.08%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                  | AI Candelaria -spain- SA                                                        | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |       646000 | PA      | $576304.68    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                   | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       500000 | PA      | $603794.82    | 0.03%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      2900000 | PA      | $3672183.95   | 0.21%             | 2032-03-17      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Iceland Bondco plc                                                        | Iceland Bondco plc                                                              | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |       696000 | PA      | $992100.67    | 0.06%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      2007000 | PA      | $2399644.28   | 0.13%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                      | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1364000.59   | 0.08%             | 2030-05-14      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                           | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       400000 | PA      | $499295.31    | 0.03%             | 2030-05-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| NJJ Continental SA                                                        | NJJ Continental SA                                                              | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |       800000 | PA      | $973751.70    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                  | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $965965.36    | 0.05%             | 2030-05-21      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |       800000 | PA      | $840800.00    | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Rexel SA                                                                  | Rexel SA                                                                        | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1164648.32   | 0.07%             | 2028-06-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                    | Holcim Sterling Finance Netherlands BV                                          | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $334004.85    | 0.02%             | 2034-04-04      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Rekeep SpA                                                                | Rekeep SpA                                                                      | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |       850000 | PA      | $881060.38    | 0.05%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $699989.61    | 0.04%             | 2028-01-18      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg SARL                                              | Acu Petroleo Luxembourg SARL                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      1138910 | PA      | $1168221.95   | 0.07%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1062980.39   | 0.06%             | 2026-06-30      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      1850000 | PA      | $2262492.88   | 0.13%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    132600000 | PA      | $7367114.95   | 0.41%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                        | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1453624.80   | 0.08%             | 2027-05-28      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Congolese International Bond                                              | Republic of Congo (The)                                                         | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |      1800000 | PA      | $1665000.00   | 0.09%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co. plc                                                          | RAC Bond Co. plc                                                                | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      2419000 | PA      | $3251421.50   | 0.18%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3889916.85   | 0.22%             | 2032-07-24      | Variable      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                    | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      4200000 | PA      | $5016179.46   | 0.28%             | 2033-02-04      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $681457.24    | 0.04%             | 2027-11-29      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Synthomer plc                                                             | Synthomer plc                                                                   | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      1270000 | PA      | $1117192.52   | 0.06%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       146000 | PA      | $177234.07    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                             | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2209839.89   | 0.12%             | 2028-04-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2330079.57   | 0.13%             | 2029-08-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     52454543 | PA      | $13795084.58  | 0.77%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                      | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |      2150000 | PA      | $2625668.74   | 0.15%             | 3022-12-08      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1599103.72   | 0.09%             | 2035-05-08      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                    | Cellnex Finance Co. SA                                                          | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $590713.35    | 0.03%             | 2026-04-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                    | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $2203711.41   | 0.12%             | 2030-05-08      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UGI International LLC                                                     | UGI International LLC                                                           | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |       350000 | PA      | $395421.87    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1300000 | PA      | $1584289.40   | 0.09%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  65489000000 | PA      | $4060458.24   | 0.23%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                      | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      2800000 | PA      | $3454063.97   | 0.19%             | 2029-01-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesobligation                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2500000 | PA      | $2956481.36   | 0.17%             | 2029-04-12      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                     | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      1600000 | PA      | $2032445.83   | 0.11%             | 2034-04-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      2400000 | PA      | $3097956.43   | 0.17%             | 2028-09-06      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2150000 | PA      | $2612923.83   | 0.15%             | 2032-09-16      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1710000 | PA      | $2096251.24   | 0.12%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       200000 | PA      | $240066.85    | 0.01%             | 2027-05-19      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $813815.37    | 0.05%             | 2054-09-12      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                  | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | DBT              | CORP              | NL        |       190000 | PA      | $234257.69    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget I Norden Holding AB                               | Samhallsbyggnadsbolaget I Norden Holding AB                                     | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |       750000 | PA      | $847143.52    | 0.05%             | 2027-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget I Norden Holding AB                               | Samhallsbyggnadsbolaget I Norden Holding AB                                     | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |      1150000 | PA      | $1124821.41   | 0.06%             | 2029-09-26      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                        | American Medical Systems Europe BV                                              | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $110699.72    | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $716503.54    | 0.04%             | 2029-11-06      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      5500000 | PA      | $6973132.28   | 0.39%             | 2030-02-03      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       800000 | PA      | $810400.00    | 0.05%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                              | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      1296000 | PA      | $1635148.19   | 0.09%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  48214900000 | PA      | $12450032.97  | 0.70%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                                           | Piraeus Bank SA                                                                 | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      1400000 | PA      | $1822916.89   | 0.10%             | 2034-04-17      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                                   | Aroundtown Finance SARL                                                         | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1632655.05   | 0.09%             | 2029-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $610451.30    | 0.03%             | 2031-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2960577.94   | 0.17%             | 2032-02-09      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      1800000 | PA      | $1935000.00   | 0.11%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       773000 | PA      | $989429.48    | 0.06%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                   | Volkswagen Leasing GmbH                                                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      5050000 | PA      | $6203545.36   | 0.35%             | 2031-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    230000000 | PA      | $10598311.89  | 0.59%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       263169 | PA      | $321777.78    | 0.02%             | 2028-05-15      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesrepublik Deutschland                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2370000 | PA      | $2692761.73   | 0.15%             | 2032-08-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1103072.35   | 0.06%             | 2028-07-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       800000 | PA      | $1001158.17   | 0.06%             | 2032-01-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                    | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      2432000 | PA      | $2999428.53   | 0.17%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Celsa Opco SA                                                             | Celsa Opco SA                                                                   | CUSIP: N/A<br>LEI: 95980020140005024777       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1487871.52   | 0.08%             | 2030-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                                        | Telecom Italia SpA                                                              | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      2160000 | PA      | $2821796.31   | 0.16%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1239669.01   | 0.07%             | 2035-01-16      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      1300000 | PA      | $1717754.98   | 0.10%             | 2031-04-16      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                            | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2724470.01   | 0.15%             | 2029-03-13      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1300000 | PA      | $1598135.13   | 0.09%             | 2029-01-17      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3623849.37   | 0.20%             | 2034-10-09      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $3326893.04   | 0.19%             | 2034-04-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesrepublik Deutschland                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1090000 | PA      | $1278696.56   | 0.07%             | 2033-02-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1418363.10   | 0.08%             | 2029-01-18      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |       293252 | PA      | $303222.05    | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                            | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $608146.51    | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3497260.92   | 0.20%             | 2031-10-09      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                    | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       500000 | PA      | $619439.79    | 0.03%             | 2035-04-17      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                         | Autoroutes du Sud de la France SA                                               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $710607.97    | 0.04%             | 2033-01-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                             | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1682544.28   | 0.09%             | 2030-09-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1595000 | PA      | $2052524.48   | 0.11%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                      | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      2150000 | PA      | $2625953.68   | 0.15%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1578995.71   | 0.09%             | 2030-01-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $378850.50    | 0.02%             | 2029-09-23      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                             | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      1479000 | PA      | $1802029.19   | 0.10%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                               | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1509574.30   | 0.08%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $640030.93    | 0.04%             | 2031-10-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                             | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       450000 | PA      | $548284.74    | 0.03%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                        | CT Investment GmbH                                                              | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |      1650000 | PA      | $2008305.98   | 0.11%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                      | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      2350000 | PA      | $2991788.16   | 0.17%             | 2035-06-28      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                     | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $486107.04    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      4000000 | PA      | $4877358.43   | 0.27%             | 2054-09-16      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                     | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1577599.99   | 0.09%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1270808.44   | 0.07%             | 2031-12-03      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                        | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3521787.10   | 0.20%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                         | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      1150000 | PA      | $1400808.35   | 0.08%             | 2029-04-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    165870000 | PA      | $9194127.29   | 0.51%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                              | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1975000 | PA      | $2154725.00   | 0.12%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Playtech plc                                                              | Playtech plc                                                                    | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | DBT              | CORP              | IM        |       500000 | PA      | $598529.55    | 0.03%             | 2028-06-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets BV                                                     | BP Capital Markets BV                                                           | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1440001.60   | 0.08%             | 2031-09-12      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1193033.16   | 0.07%             | 2032-10-24      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      3700000 | PA      | $4845905.77   | 0.27%             | 2083-09-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1350488.73   | 0.08%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Picard Groupe SAS                                                         | Picard Groupe SAS                                                               | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1229839.51   | 0.07%             | 2029-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2707145.92   | 0.15%             | 2084-08-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      3340000 | PA      | $3636592.00   | 0.20%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG, Series 1061                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $3006421.45   | 0.17%             | 2032-01-14      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    310700000 | PA      | $18462534.76  | 1.03%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                      | Republic of Honduras                                                            | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      1300000 | PA      | $1510028.00   | 0.08%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1390763 | PA      | $1590686.00   | 0.09%             | 2031-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                                               | Assemblin Caverion Group AB                                                     | CUSIP: N/A<br>LEI: 636700ULD38LN63RC248       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1226471.59   | 0.07%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                   | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       400000 | PA      | $473791.78    | 0.03%             | 2036-12-02      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                    | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1297984.06   | 0.07%             | 2028-09-05      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $3133736.46   | 0.18%             | 2031-06-07      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       500000 | PA      | $627724.52    | 0.04%             | 2033-07-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Piraeus Bank SA                                                           | Piraeus Bank SA                                                                 | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |       600000 | PA      | $749366.30    | 0.04%             | 2035-09-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10800000 | PA      | $12999450.28  | 0.73%             | 2032-09-19      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                           | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      3481000 | PA      | $3649861.92   | 0.20%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                                   | Grupo Antolin Irausa SA                                                         | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |       448000 | PA      | $390191.41    | 0.02%             | 2030-01-30      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2454984.16   | 0.14%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                 | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      2109000 | PA      | $2616773.82   | 0.15%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Alpha Bank SA                                                             | Alpha Bank SA                                                                   | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      2200000 | PA      | $2798421.97   | 0.16%             | 2034-09-13      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      2600000 | PA      | $3187046.92   | 0.18%             | 2034-06-11      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                             | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1193000 | PA      | $1451524.49   | 0.08%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      2150000 | PA      | $2609953.71   | 0.15%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                  | Shurgard Luxembourg SARL                                                        | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2508063.40   | 0.14%             | 2035-05-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                              | Glencore Capital Finance DAC                                                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      1600000 | PA      | $1979171.59   | 0.11%             | 2031-04-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      1750000 | PA      | $2153562.56   | 0.12%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |            0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery Holdings BV                                            | Brightstar Lottery Holdings BV                                                  | CUSIP: N/A<br>LEI: 984500911D9B7B4D7533       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $483067.87    | 0.03%             | 2030-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                         | Azelis Finance NV                                                               | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      1100000 | PA      | $1339073.19   | 0.07%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                            | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1396543.12   | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Flora Food Management BV                                                  | Flora Food Management BV                                                        | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |       525000 | PA      | $607726.18    | 0.03%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                    | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3038282.76   | 0.17%             | 2031-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1442063.16   | 0.08%             | 2031-05-27      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                            | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       940000 | PA      | $1156304.39   | 0.06%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2215818 | PA      | $1808128.76   | 0.10%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                               | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       900000 | PA      | $979135.96    | 0.05%             | 2032-11-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                            | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       500000 | PA      | $615055.53    | 0.03%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      1800000 | PA      | $2252499.22   | 0.13%             | 2030-06-21      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                              | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      1187000 | PA      | $1465081.18   | 0.08%             | 2028-10-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       700000 | PA      | $853667.57    | 0.05%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1345103.00   | 0.08%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                            | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       500000 | PA      | $630278.82    | 0.04%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Bundesschatzanweisungen                                                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2500000 | PA      | $2961385.00   | 0.17%             | 2026-06-18      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       400000 | PA      | $448784.68    | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1775209.61   | 0.10%             | 2032-07-24      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International Sarl                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $843524.14    | 0.05%             | 2031-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    121536334 | PA      | $2704096.29   | 0.15%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                   | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1235457.33   | 0.07%             | 2034-06-18      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    368175253 | PA      | $8485361.05   | 0.47%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                        | CUSIP: 15089QBB9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1076099.99   | 0.06%             | 2031-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                          | Grupo Nutresa SA                                                                | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |       507000 | PA      | $581028.13    | 0.03%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $4763658.10   | 0.27%             | 2032-07-16      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1134672.25   | 0.06%             | 2028-11-22      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      1300000 | PA      | $1568970.75   | 0.09%             | 2055-05-27      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                               | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      2028000 | PA      | $2165441.71   | 0.12%             | 2029-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor UK Finance plc                                                      | Amcor UK Finance plc                                                            | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1430902.71   | 0.08%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                             | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1946605.50   | 0.11%             | 2030-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                              | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      1810000 | PA      | $2213083.23   | 0.12%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1620623.11   | 0.09%             | 2036-05-31      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                                 | Alstom SA                                                                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3503935.14   | 0.20%             | 2029-05-29      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                                       | Abertis Infraestructuras Finance BV                                             | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2448620.23   | 0.14%             | 2029-11-28      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                     | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       600000 | PA      | $719659.83    | 0.04%             | 2035-04-30      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS                                                       | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      1468000 | PA      | $1794196.47   | 0.10%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3891513.69   | 0.22%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2575455.68   | 0.14%             | 2029-06-18      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                 | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2624049.43   | 0.15%             | 2030-12-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                               | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |      1200000 | PA      | $1206000.00   | 0.07%             | 2030-10-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $2306346.13   | 0.13%             | 2029-11-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $225556.40    | 0.01%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                     | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2371183.26   | 0.13%             | 2029-04-13      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2777593.49   | 0.16%             | 2035-03-21      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      2600000 | PA      | $3146076.17   | 0.18%             | 2040-03-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |      1360000 | PA      | $1686521.56   | 0.09%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                          | CUSIP: N/A<br>LEI: 254900SYU4G5JM13TN77       | Long             | DBT              | NUSS              | SR        |       400000 | PA      | $427200.00    | 0.02%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  64362900000 | PA      | $15275038.46  | 0.86%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 242312000000 | PA      | $14768198.79  | 0.83%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       850000 | PA      | $1067768.18   | 0.06%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BG Energy Capital plc                                                     | BG Energy Capital plc                                                           | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $231806.41    | 0.01%             | 2029-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      3300000 | PA      | $3908187.01   | 0.22%             | 2033-02-18      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       600000 | PA      | $841817.39    | 0.05%             | 2032-03-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1400000 | PA      | $1701480.30   | 0.10%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                  | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |       983000 | PA      | $1042287.19   | 0.06%             | 2035-07-30      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                           | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2107608.08   | 0.12%             | 2036-09-03      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd., Series REG                                    | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       161987 | PA      | $22273.23     | 0.00%             | 2032-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hammerson plc                                                             | Hammerson plc                                                                   | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $961626.32    | 0.05%             | 2036-10-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                     | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $990393.63    | 0.06%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                                | Mundys SpA                                                                      | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      1400000 | PA      | $1731382.93   | 0.10%             | 2030-01-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission plc                                  | Scottish Hydro Electric Transmission plc                                        | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $836965.29    | 0.05%             | 2032-09-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                     | Far East Horizon Ltd.                                                           | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |       585000 | PA      | $589387.50    | 0.03%             | 2028-03-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                  | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       550000 | PA      | $651364.92    | 0.04%             | 2030-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PLT VII Finance SARL                                                      | PLT VII Finance SARL                                                            | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      3127000 | PA      | $3849638.54   | 0.22%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                            | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2759217.10   | 0.15%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1486111.66   | 0.08%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       500000 | PA      | $587074.14    | 0.03%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1584000 | PA      | $1989817.41   | 0.11%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      2702000 | PA      | $3058959.39   | 0.17%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                    | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1500000 | PA      | $2074155.24   | 0.12%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                                  | Rexel SA                                                                        | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $723602.52    | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      1300000 | PA      | $1404000.00   | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                          | Volkswagen Financial Services NV                                                | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1774200.89   | 0.10%             | 2031-07-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     22740000 | PA      | $27718689.72  | 1.55%             | 2035-10-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                            | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      2150000 | PA      | $2751970.75   | 0.15%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                      | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      2155000 | PA      | $2663945.63   | 0.15%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                         | eDreams ODIGEO SA                                                               | CUSIP: N/A<br>LEI: 959800Y8LQ5MR2YZ4N96       | Long             | DBT              | CORP              | ES        |      1490000 | PA      | $1537973.21   | 0.09%             | 2030-12-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                    | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $2050138.88   | 0.11%             | 2032-09-10      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                     | Aldar Properties PJSC                                                           | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |       290000 | PA      | $300640.10    | 0.02%             | 2055-04-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                   | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       250000 | PA      | $305899.32    | 0.02%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2033407.45   | 0.11%             | 2033-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2415547.34   | 0.14%             | 2033-01-16      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| SELP Finance SARL                                                         | SELP Finance SARL                                                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      2700000 | PA      | $3245366.96   | 0.18%             | 2032-01-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                             | Orbia Advance Corp. SAB de CV                                                   | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |       556000 | PA      | $559220.52    | 0.03%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group NV                                                            | Ontex Group NV                                                                  | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |      2100000 | PA      | $2401862.51   | 0.13%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                          | Maxam Prill SARL                                                                | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      2400000 | PA      | $2922875.36   | 0.16%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                     | Lottomatica Group Spa                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       472000 | PA      | $575893.09    | 0.03%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                     | Lottomatica Group Spa                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      2300000 | PA      | $2806258.68   | 0.16%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                 | Tyco Electronics Group SA                                                       | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $470995.33    | 0.03%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPI Property Group SA                                                     | CPI Property Group SA                                                           | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $1970584.45   | 0.11%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Alpha Bank SA                                                             | Alpha Bank SA                                                                   | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |       400000 | PA      | $478325.13    | 0.03%             | 2036-07-23      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1600611 | PA      | $1820359.05   | 0.10%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       228659 | PA      | $261528.66    | 0.01%             | 2031-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1753050 | PA      | $2087824.30   | 0.12%             | 2029-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                    | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |       959000 | PA      | $1165485.27   | 0.07%             | 2031-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2042109.43   | 0.11%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Viridien                                                                  | Viridien                                                                        | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | DBT              | CORP              | FR        |       949421 | PA      | $1198633.27   | 0.07%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Valeo SE                                                                  | Valeo SE                                                                        | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2106982.22   | 0.12%             | 2031-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $4002617.90   | 0.22%             | 2030-05-20      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |      1400000 | PA      | $1720172.15   | 0.10%             | 2031-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Intralot Capital Luxembourg SA                                            | Intralot Capital Luxembourg SA                                                  | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1279824.62   | 0.07%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Benteler International AG                                                 | Benteler International AG                                                       | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |      1800000 | PA      | $2271466.28   | 0.13%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Benteler International AG                                                 | Benteler International AG                                                       | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |       253000 | PA      | $319267.21    | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1317462.21   | 0.07%             | 2031-05-28      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                     | Heathrow Funding Ltd.                                                           | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       300000 | PA      | $334293.57    | 0.02%             | 2030-02-11      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                               | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $2081047.99   | 0.12%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                            | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      1400000 | PA      | $1688500.48   | 0.09%             | 2032-06-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                           | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       300000 | PA      | $332206.72    | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                            | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1300000 | PA      | $1549287.11   | 0.09%             | 2031-07-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                            | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1050000 | PA      | $1261570.68   | 0.07%             | 2029-10-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                    | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2609839.88   | 0.15%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL                                                         | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2673888.42   | 0.15%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lenzing AG                                                                | Lenzing AG                                                                      | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |       400000 | PA      | $471318.50    | 0.03%             | 2028-04-09      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2447536.11   | 0.14%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $474000.12    | 0.03%             | 2055-09-12      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5840286.88   | 0.33%             | 2033-09-02      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd., Series AI                                     | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |        21223 | PA      | $1803.96      | 0.00%             | 2034-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                            | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $710534.60    | 0.04%             | 2032-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $733825.25    | 0.04%             | 2031-03-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                           | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |       900000 | PA      | $1082422.40   | 0.06%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |       800000 | PA      | $958752.71    | 0.05%             | 2031-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                           | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      1440000 | PA      | $1731875.85   | 0.10%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PeopleCert Wisdom Issuer plc                                              | PeopleCert Wisdom Issuer plc                                                    | CUSIP: N/A<br>LEI: 213800PZ81RFLCN9GD51       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1142806.09   | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |      2186000 | PA      | $2606224.40   | 0.15%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd., Series AI                                     | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       355931 | PA      | $35891.65     | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                          | Country Garden Holdings Co. Ltd., Series AI                                     | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |        11428 | PA      | $314.30       | 0.00%             | 2034-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                           | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |       140000 | PA      | $146083.00    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    401019000 | PA      | $26197473.58  | 1.47%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                 | Commonwealth of Australia                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      2140000 | PA      | $1113110.27   | 0.06%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Generali                                                                  | Generali                                                                        | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $245724.24    | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sunrise HoldCo IV BV                                                      | Sunrise HoldCo IV BV                                                            | CUSIP: N/A<br>LEI: 213800G1DU7LKI6ZCD69       | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $2004265.63   | 0.11%             | 2029-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      2400000 | PA      | $2164800.00   | 0.12%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      5226000 | PA      | $1523379.00   | 0.09%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $714665.13    | 0.04%             | 2047-07-06      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                       | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $329561.28    | 0.02%             | 2031-05-13      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |            0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinese Renminbi (Yuan)                                                   | Chinese Renminbi (Yuan)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |            0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |   8051156750 | OU      | $2145830.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Repub. Kronas                                                       | Czech Repub. Kronas                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |         1018 | OU      | $49.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |          754 | NS      | $12064.93     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1933 | NC      | $477808.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                      | EURO                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       451413 | OU      | $533389.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          213 | NC      | $59694.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -458 | NC      | $-153863.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          143 | NC      | $210661.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                             | British Pound                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |        16746 | OU      | $22568.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                                          | Hungarian Forint                                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | HU        |           -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesian Rupiah                                                         | Indonesian Rupiah                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |   3122754718 | OU      | $186266.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          342 | NC      | $936894.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Japan 10 Year Bond                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -112 | NC      | $-476350.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                              | Japanese Yen                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |            1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                                         | New Mexican Pesos                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |           -1 | OU      | $-0.07        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Viridien                                                                  | Viridien                                                                        | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | DBT              | CORP              | FR        |       349025 | PA      | $440640.41    | 0.02%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       234000 | PA      | $289791.77    | 0.02%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fnac Darty SA                                                             | Fnac Darty SA                                                                   | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $485630.18    | 0.03%             | 2032-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                   | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       832000 | PA      | $1018032.92   | 0.06%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                               | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |       571000 | PA      | $792185.60    | 0.04%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                    | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |       307000 | PA      | $381533.74    | 0.02%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                         | eDreams ODIGEO SA                                                               | CUSIP: N/A<br>LEI: 959800Y8LQ5MR2YZ4N96       | Long             | DBT              | CORP              | ES        |       661000 | PA      | $682282.07    | 0.04%             | 2030-12-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                      | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       615000 | PA      | $691649.23    | 0.04%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |       685000 | PA      | $836318.27    | 0.05%             | 2031-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                   | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      2700000 | PA      | $3232425.84   | 0.18%             | 2036-01-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |       700000 | PA      | $850764.05    | 0.05%             | 2035-10-02      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                             | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       545000 | PA      | $658097.72    | 0.04%             | 2032-07-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1068831.40   | 0.06%             | 2032-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       648000 | PA      | $774452.92    | 0.04%             | 2030-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                               | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       482000 | PA      | $578998.08    | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                           | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      1261000 | PA      | $1396375.58   | 0.08%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                 | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       416000 | PA      | $499390.83    | 0.03%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                            | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       316000 | PA      | $388715.09    | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -242 | NC      | $-195938.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                       | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       605000 | PA      | $739940.45    | 0.04%             | 2031-03-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                           | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |       643000 | PA      | $674755.75    | 0.04%             | 2031-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Intralot Capital Luxembourg SA                                            | Intralot Capital Luxembourg SA                                                  | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |       445000 | PA      | $517747.24    | 0.03%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       613000 | PA      | $753189.66    | 0.04%             | 2031-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                         | Azelis Finance NV                                                               | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |       720000 | PA      | $856918.25    | 0.05%             | 2031-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat Communications SACA                                              | Eutelsat Communications SACA                                                    | CUSIP: N/A<br>LEI: 549300EFWH9UR17YSK05       | Long             | DBT              | CORP              | FR        |       163000 | PA      | $195008.31    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat Communications SACA                                              | Eutelsat Communications SACA                                                    | CUSIP: N/A<br>LEI: 549300EFWH9UR17YSK05       | Long             | DBT              | CORP              | FR        |       840000 | PA      | $1004901.17   | 0.06%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Peruvian New Sol                                                          | Peruvian New Sol                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PE        |        32913 | OU      | $9810.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                                        | Polish Zloty - New                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |         1092 | OU      | $305.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -620 | NC      | $-1439671.69  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Turkish Lira                                                              | Turkish Lira                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |            0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          218 | NC      | $45765.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           -9 | NC      | $-1911.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          239 | NC      | $117245.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -187 | NC      | $-92191.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Buxl 30 Year Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           54 | NC      | $145149.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -46 | NC      | $-67280.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -466 | NC      | $-310760.79   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          290 | NC      | $343905.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       182000 | PA      | $223109.78    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     72630000 | PA      | $4035245.54   | 0.23%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087R55<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     13162000 | PA      | $9677864.55   | 0.54%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                   | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $741274.40    | 0.04%             | 2034-06-18      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                        | CT Investment GmbH                                                              | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |       197000 | PA      | $239779.56    | 0.01%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       124000 | PA      | $151648.17    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                           | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       191000 | PA      | $232768.68    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                            | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       261000 | PA      | $317452.47    | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -278 | NC      | $-477155.99   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     46752000 | PA      | $34523235.60  | 1.93%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                 | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |       215000 | PA      | $265169.63    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6400000 | PA      | $7778005.83   | 0.44%             | 2032-09-16      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                     | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       424000 | PA      | $419926.90    | 0.02%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ASK Chemicals Deutschland Holding GmbH                                    | ASK Chemicals Deutschland Holding GmbH                                          | CUSIP: N/A<br>LEI: 529900793W6Y4S5VIK84       | Long             | DBT              | CORP              | DE        |       382000 | PA      | $461830.32    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     45105000 | PA      | $33273307.58  | 1.86%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flora Food Management BV                                                  | Flora Food Management BV                                                        | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |       492000 | PA      | $569526.25    | 0.03%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |       104000 | PA      | $128969.30    | 0.01%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                                    | Canada Government Bond                                                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     59516000 | PA      | $44187264.89  | 2.47%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5550000 | PA      | $6703143.86   | 0.38%             | 2033-01-16      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Waga Bondco Ltd.                                                          | Waga Bondco Ltd.                                                                | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | JE        |       220000 | PA      | $260577.99    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Rekeep SpA                                                                | Rekeep SpA                                                                      | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |       261000 | PA      | $270537.36    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10 Year Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         1296 | NC      | $1273382.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1800000 | PA      | $2227561.18   | 0.12%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                          | Cirsa Finance International SARL                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1155000 | PA      | $1391814.83   | 0.08%             | 2031-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PeopleCert Wisdom Issuer plc                                              | PeopleCert Wisdom Issuer plc                                                    | CUSIP: N/A<br>LEI: 213800PZ81RFLCN9GD51       | Long             | DBT              | CORP              | GB        |       450000 | PA      | $514262.73    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Asmodee Group AB                                                          | Asmodee Group AB                                                                | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |       300000 | PA      | $359532.26    | 0.02%             | 2031-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     37000000 | PA      | $5863930.26   | 0.33%             | 2037-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                     | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      1366000 | PA      | $1603735.58   | 0.09%             | 2034-01-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221602AE5<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      2750000 | PA      | $3394355.73   | 0.19%             | 2036-01-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cidron Atrium SE                                                          | Cidron Atrium SE                                                                | CUSIP: N/A<br>LEI: 2549004YHD7GOLT9Y166       | Long             | DBT              | CORP              | DE        |       448000 | PA      | $528231.92    | 0.03%             | 2033-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| South African Rand                                                        | South African Rand                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |            0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer