# EDGAR Filing Document

**Accession Number:** 0000883676
**File Stem:** 0001752724-25-203761
**Filing Date:** 2025-8
**Character Count:** 1151236
**Document Hash:** aa553b3f5022032b1b54cdae27009118
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203761.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203761

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06554
- **FILM NUMBER:** 251253533

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**AB Global Bond Fund** 

**Portfolio of Investments** 

**June 30, 2025 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 45.7%** |  |  |  |
|  **Australia** – **1.2%** |  |  |  |
|  Australia Government Bond<br>Series 140<br>4.50%, 04/21/2033<sup>(a)</sup>  | AUD | 49861 | $34094215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 169<br>4.75%, 06/21/2054<sup>(a)</sup>  |  | 57986 | 37581478 |
|  |  |  | 71675693 |
|  **Austria** – **0.4%** |  |  |  |
|  Republic of Austria Government Bond<br>0.90%, 02/20/2032<sup>(a)</sup>  | EUR | 19632 | 20696532 |
|  **Belgium** – **0.4%** |  |  |  |
|  Kingdom of Belgium Government Bond<br>Series 100<br>2.85%, 10/22/2034<sup>(a)</sup>  |  | 11236 | 13006725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 104<br>3.45%, 06/22/2042<sup>(a)</sup>  |  | 11086 | 12721077 |
|  |  |  | 25727802 |
|  **Canada** – **5.8%** |  |  |  |
|  Canadian Government Bond<br>2.75%, 03/01/2030 | CAD | 433590 | 317047344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/01/2055 |  | 38645 | 24046831 |
|  |  |  | 341094175 |
|  **China** – **4.1%** |  |  |  |
|  China Government Bond<br>Series INBK<br>1.43%, 01/25/2030 | CNY | 67690 | 9413591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/25/2030 |  | 48980 | 6811754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.61%, 02/15/2035 |  | 38350 | 5308883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.11%, 08/25/2034 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278620 | 184474683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.28%, 03/25/2031 |  | 226400 | 32743165 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238752076 |
|  **Finland** – **0.2%** |  |  |  |
|  Finland Government Bond<br>Series 10Y<br>1.50%, 09/15/2032<sup>(a)</sup>  | EUR | 10467 | 11351262 |
|  **France** – **1.3%** |  |  |  |
|  French Republic Government Bond OAT<br>Series OAT<br>3.00%, 11/25/2034<sup>(a)</sup>  |  | 23740 | 27494398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/25/2033<sup>(a)</sup>  |  | 42273 | 51313091 |
|  |  |  | 78807489 |
|  **Germany** – **3.5%** |  |  |  |
|  Bundesobligation<br>Series 191<br>2.40%, 04/18/2030<sup>(a)</sup>  |  | 15100 | 17979011 |
|  Bundesrepublik Deutschland Bundesanleihe<br>Series 10Y<br>Zero Coupon, 08/15/2031<sup>(a)</sup>  |  | 44032 | 45258222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 17Y<br>2.60%, 05/15/2041<sup>(a)</sup>  |  | 49470 | 55756081 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 32Y<br>3.25%, 07/04/2042<sup>(a)</sup>  |  | 70291 | 86072849 |
|  |  |  | 205066163 |
|  **Indonesia** – **0.6%** |  |  |  |
|  Indonesia Treasury Bond<br>Series 101<br>6.875%, 04/15/2029 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;512244000 | 32214421 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Italy** – **1.6%** |  |  |  |
|  Italy Buoni Poliennali Del Tesoro<br>Series 7Y<br>3.45%, 07/15/2031<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 | $14008842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 10Y<br>4.20%, 03/01/2034<sup>(a)</sup>  |  | 41087 | 51893776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 13Y<br>4.05%, 10/30/2037<sup>(a)</sup>  |  | 17818 | 21914883 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 16Y<br>3.25%, 03/01/2038<sup>(a)</sup>  |  | 6560 | 7406300 |
|  |  |  | 95223801 |
|  **Japan** – **10.6%** |  |  |  |
|  Japan Government Five Year Bond<br>Series 176<br>1.00%, 12/20/2029 | JPY | 6843300 | 47593352 |
|  Japan Government Forty Year Bond<br>Series 16<br>1.30%, 03/20/2063 |  | 2529000 | 10752989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 18<br>3.10%, 03/20/2065 |  | 150000 | 1042978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4<br>2.20%, 03/20/2051 |  | 5289350 | 33429371 |
|  Japan Government Ten Year Bond<br>Series 357<br>0.10%, 12/20/2029 |  | 4210700 | 28149818 |
|  Japan Government Thirty Year Bond<br>Series 32<br>2.30%, 03/20/2040 |  | 1300000 | 9377021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 65<br>0.40%, 12/20/2049 |  | 604000 | 2536240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 68<br>0.60%, 09/20/2050 |  | 3699600 | 16030933 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 81<br>1.60%, 12/20/2053 |  | 2350700 | 12501971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 82<br>1.80%, 03/20/2054 |  | 7237400 | 40170361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 85<br>2.30%, 12/20/2054 |  | 300000 | 1870789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 86<br>2.40%, 03/20/2055 |  | 6743100 | 42945324 |
|  Japan Government Twenty Year Bond<br>Series 159<br>0.60%, 12/20/2036 |  | 2990600 | 18508612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 169<br>0.30%, 06/20/2039 |  | 1984250 | 11043839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 183<br>1.40%, 12/20/2042 |  | 8080800 | 49495105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 191<br>2.00%, 12/20/2044 |  | 400000 | 2628320 |
|  Japan Government Two Year Bond<br>Series 468<br>0.60%, 01/01/2027 |  | 6560150 | 45506038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 469<br>0.70%, 02/01/2027 |  | 34033550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236391881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 471<br>0.90%, 04/01/2027 |  | 1450000 | 10100407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 473<br>0.80%, 06/01/2027 |  | 500000 | 3476444 |
|  |  |  | 623551793 |
|  **Malaysia** – **0.5%** |  |  |  |
|  Malaysia Government Bond<br>Series 0219<br>3.885%, 08/15/2029 | MYR | 50793 | 12338609 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 0318<br>4.64%, 11/07/2033 |  | 58543 | 15049465 |
|  |  |  | 27388074 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Mexico** – **1.4%** |  |  |  |
|  Mexican Bonos<br>Series M<br>8.00%, 07/31/2053 | MXN | 202226 | $8880561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/28/2030 |  | 1425698 | 75469224 |
|  |  |  | 84349785 |
|  **Peru** – **0.5%** |  |  |  |
|  Peru Government Bond<br>6.85%, 08/12/2035<sup>(a)</sup>  | PEN | 108644 | 31565721 |
|  **Poland** – **1.1%** |  |  |  |
|  Republic of Poland Government Bond<br>Series 0730<br>4.50%, 07/25/2030 | PLN | 227803 | 61875311 |
|  **South Korea** – **1.4%** |  |  |  |
|  Korea Treasury Bond<br>Series 3412<br>3.00%, 12/10/2034 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;108308780 | 81140795 |
|  **Spain** – **0.2%** |  |  |  |
|  Spain Government Bond<br>3.50%, 01/31/2041<sup>(a)</sup>  | EUR | 9131 | 10529707 |
|  **United Kingdom** – **6.2%** |  |  |  |
|  United Kingdom Gilt<br>0.875%, 01/31/2046<sup>(a)</sup>  | GBP | 42708 | 27042213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/22/2045<sup>(a)</sup>  |  | 1810 | 1979674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/29/2038<sup>(a)</sup>  |  | 10579 | 13176763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/22/2053<sup>(a)</sup>  |  | 253 | 269711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/22/2031<sup>(a)</sup>  |  | 79805 | 108903296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/31/2034<sup>(a)</sup>  |  | 23926 | 32410238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/07/2040<sup>(a)</sup>  |  | 38665 | 49196999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/07/2030<sup>(a)</sup>  |  | 28537 | 39871352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/31/2040<sup>(a)</sup>  |  | 31839 | 41313877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/07/2035<sup>(a)</sup>  |  | 35310 | 48499660 |
|  |  |  | 362663783 |
|  **United States** – **4.7%** |  |  |  |
|  U.S. Treasury Bonds<br>1.125%, 05/15/2040 | U.S.$| 131422 | 81707279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 08/15/2040<sup>(b)</sup>  |  | 122779 | 75552439 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/2045 |  | 31372 | 22108542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2054 |  | 2585 | 2467766 |
|  U.S. Treasury Notes<br>1.25%, 05/31/2028 |  | 48543 | 45275641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2030 |  | 48213 | 47640273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/15/2034 |  | 2879 | 2812228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2035 |  | 740 | 763819 |
|  |  |  | 278327987 |
|  Total Governments - Treasuries<br>(cost $2,726,241,738) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682002370 |
|  **CORPORATES** - **INVESTMENT GRADE** – **24.1%** |  |  |  |
|  **Financial Institutions** – **11.4%** |  |  |  |
|  **Banking** – **9.0%** |  |  |  |
|  ABN AMRO Bank NV<br>4.75%, 09/22/2027<sup>(a)</sup> <sup>(c)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | 6102487 |
|  AIB Group PLC<br>5.32%, 05/15/2031<sup>(a)</sup>  | U.S.$| 1761 | 1789546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 03/28/2035<sup>(a)</sup>  |  | 331 | 339908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 07/23/2029<sup>(a)</sup>  | EUR | 11650 | 14435633 |
|  Ally Financial, Inc.<br>5.74%, 05/15/2029 | U.S.$| 320 | 325828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.99%, 06/13/2029 |  | 127 | 133541 |
|  American Express Co.<br>3.43%, 05/20/2032 | EUR | 6938 | 8246068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 04/25/2029 | U.S.$| 129 | 130401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 04/25/2031 |  | 129 | 131767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.085%, 01/30/2031 |  | 679 | 694446 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 07/28/2027 | U.S.$| 278 | $280710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 04/25/2036 |  | 129 | 133630 |
|  Banco Bilbao Vizcaya Argentaria SA<br>6.03%, 03/13/2035 |  | 5200 | 5403029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 11/15/2034 |  | 7400 | 8385409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>8.25%, 11/30/2033<sup>(a)</sup>  | GBP | 100 | 149396 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>3.50%, 02/10/2027<sup>(a)</sup>  | EUR | 100 | 119269 |
|  Banco de Credito del Peru SA<br>3.25%, 09/30/2031<sup>(a)</sup>  | U.S.$| 510 | 493470 |
|  Banco de Sabadell SA<br>Series E<br>6.00%, 08/16/2033<sup>(a)</sup>  | EUR | 300 | 378027 |
|  Banco Santander SA<br>2.75%, 12/03/2030 | U.S.$| 400 | 355536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/23/2028 |  | 400 | 392809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.175%, 03/24/2028 |  | 11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11724623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/12/2028 |  | 200 | 199340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.365%, 07/15/2028 |  | 200 | 203547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.03%, 01/17/2035 |  | 200 | 209860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.92%, 08/08/2033 |  | 1000 | 1080830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.00%, 11/04/2031<sup>(a)</sup>  | EUR | 700 | 716291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/09/2028<sup>(a)</sup>  |  | 200 | 239137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/09/2030<sup>(a)</sup>  |  | 300 | 361281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/18/2031<sup>(a)</sup>  |  | 500 | 638563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/17/2031<sup>(a)</sup>  | GBP | 100 | 140232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/23/2033<sup>(a)</sup>  | EUR | 7000 | 8807483 |
|  Bangkok Bank PCL/Hong Kong<br>9.025%, 03/15/2029<sup>(a)</sup>  | U.S.$| 440 | 496989 |
|  Bank Hapoalim BM<br>3.255%, 01/21/2032<sup>(a)</sup>  |  | 257 | 245998 |
|  Bank Leumi Le-Israel BM<br>3.275%, 01/29/2031<sup>(a)</sup>  |  | 290 | 284284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/18/2033<sup>(a)</sup>  |  | 410 | 420036 |
|  Bank of America Corp.<br>1.73%, 07/22/2027 |  | 614 | 596873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/04/2028 |  | 253 | 245915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.705%, 04/24/2028 |  | 643 | 635495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/08/2037 |  | 240 | 219567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/2029 |  | 560 | 553703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/2030 |  | 97 | 95513 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 05/09/2029 |  | 55 | 55360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/22/2028 |  | 463 | 468301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 05/09/2036 |  | 55 | 56432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 10/25/2035 |  | 437 | 435921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 02/12/2036 |  | 587 | 596298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>8.05%, 06/15/2027 |  | 930 | 983379 |
|  Bank of East Asia Ltd. (The)<br>Series E<br>4.875%, 04/22/2032<sup>(a)</sup>  |  | 300 | 295968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2027<sup>(a)</sup>  |  | 250 | 252415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/27/2034<sup>(a)</sup>  |  | 470 | 476580 |
|  Bank of Ireland Group PLC<br>5.60%, 03/20/2030<sup>(a)</sup>  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110 | 3204615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 11/13/2029<sup>(a)</sup>  | EUR | 1944 | 2420102 |
|  Bank of Montreal<br>3.09%, 01/10/2037 | U.S.$| 3515 | 3050446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 09/10/2027 |  | 392 | 392793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.75%, 07/10/2030<sup>(a)</sup>  | EUR | 533 | 643756 |
|  Bank of New York Mellon (The)<br>4.73%, 04/20/2029 | U.S.$| 250 | 253420 |
|  Bank of Nova Scotia (The)<br>4.59%, 05/04/2037 |  | 4663 | 4406728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 02/14/2029 |  | 299 | 302669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.125%, 09/04/2026<sup>(a)</sup>  | EUR | 531 | 610091 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Banque Federative du Credit Mutuel SA<br>1.25%, 06/03/2030<sup>(a)</sup>  | EUR | 300 | $323049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/24/2027<sup>(a)</sup>  | AUD | 8450 | 5650863 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.625%, 11/03/2028<sup>(a)</sup>  | EUR | 300 | 329084 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/07/2027<sup>(a)</sup>  | GBP | 4600 | 5799995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 01/19/2032<sup>(a)</sup>  | EUR | 100 | 102023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 10/07/2026<sup>(a)</sup>  | GBP | 100 | 132148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/02/2030<sup>(a)</sup>  | EUR | 200 | 247868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/13/2033<sup>(a)</sup>  |  | 9300 | 11814987 |
|  Barclays PLC<br>5.09%, 06/20/2030 | U.S.$| 612 | 613407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.335%, 09/10/2035 |  | 346 | 342637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 02/25/2031 |  | 681 | 694311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.785%, 02/25/2036 |  | 402 | 410892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 05/09/2034 |  | 200 | 211278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 12/15/2025<sup>(a)</sup> <sup>(c)</sup> | GBP | 9126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12541042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.09%, 11/06/2029<sup>(a)</sup>  |  | 1924 | 2809479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.12%, 06/27/2034 | U.S.$| 400 | 435463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.25%, 01/17/2033 | GBP | 100 | 118618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 08/08/2030<sup>(a)</sup>  | EUR | 254 | 319106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 01/29/2034<sup>(a)</sup>  |  | 557 | 720933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.41%, 11/14/2032<sup>(a)</sup>  | GBP | 5875 | 8614406 |
|  BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX<br>1.875%, 09/18/2025<sup>(a)</sup>  | U.S.$| 600 | 594588 |
|  BDO Unibank, Inc.<br>Series E<br>2.125%, 01/13/2026<sup>(a)</sup>  |  | 240 | 236640 |
|  Berlin Hyp AG<br>Series E<br>1.125%, 10/25/2027<sup>(a)</sup>  | EUR | 200 | 227377 |
|  BNP Paribas SA<br>2.16%, 09/15/2029<sup>(a)</sup>  | U.S.$| 444 | 411232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 05/09/2029<sup>(a)</sup>  |  | 304 | 305298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.50%, 02/19/2028<sup>(a)</sup>  | EUR | 300 | 342353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/01/2028<sup>(a)</sup>  |  | 200 | 225325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/24/2031<sup>(a)</sup>  | GBP | 6500 | 8686869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/25/2028<sup>(a)</sup>  | EUR | 500 | 590746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.695%, 02/24/2028<sup>(a)</sup>  | AUD | 1800 | 1160366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/13/2032<sup>(a)</sup>  | EUR | 100 | 126352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/18/2029<sup>(a)</sup>  | GBP | 400 | 570688 |
|  BPCE SA<br>3.12%, 10/19/2032<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | 953026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 10/23/2029<sup>(a)</sup>  | AUD | 500 | 336394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 05/28/2031<sup>(a)</sup>  | U.S.$| 354 | 360458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/14/2031<sup>(a)</sup>  |  | 297 | 307902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 10/24/2028<sup>(a)</sup>  | AUD | 2870 | 2000793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.51%, 01/18/2035<sup>(a)</sup>  | U.S.$| 699 | 722213 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.50%, 01/13/2033<sup>(a)</sup>  | EUR | 100 | 124217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/02/2030<sup>(a)</sup>  |  | 200 | 248651 |
|  CaixaBank SA<br>3.50%, 04/06/2028<sup>(a)</sup>  | GBP | 8600 | 11585381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.885%, 07/03/2031<sup>(a)</sup>  | U.S.$| 514 | 515228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.84%, 09/13/2034<sup>(a)</sup>  |  | 5190 | 5683994 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.50%, 12/03/2026<sup>(a)</sup>  | GBP | 200 | 270664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/23/2033<sup>(a)</sup>  | EUR | 400 | 505079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/25/2033<sup>(a)</sup>  | GBP | 100 | 143954 |
|  Canadian Imperial Bank of Commerce<br>4.86%, 03/30/2029 | U.S.$| 78 | 78826 |
|  Capital One Financial Corp.<br>1.65%, 06/12/2029 | EUR | 432 | 484366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 02/01/2034 | U.S.$| 633 | 652801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/08/2034 |  | 611 | 650037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.96%, 11/02/2034 |  | 659 | 765968 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Capital One NA<br>2.70%, 02/06/2030 | U.S.$| 432 | $397644 |
|  CBQ Finance Ltd.<br>Series E<br>2.00%, 05/12/2026<sup>(a)</sup>  |  | 450 | 438327 |
|  Ceska sporitelna AS<br>Series E<br>5.74%, 03/08/2028<sup>(a)</sup>  | EUR | 100 | 123018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 06/29/2027<sup>(a)</sup>  |  | 400 | 484609 |
|  Citibank NA<br>4.58%, 05/29/2027 | U.S.$| 303 | 304602 |
|  Citigroup, Inc.<br>1.46%, 06/09/2027 |  | 428 | 415900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/2028 |  | 144 | 141752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/2028 |  | 127 | 125850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/2030 |  | 304 | 297846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 05/07/2028 |  | 55 | 55162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 03/04/2029 |  | 629 | 633530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/07/2031 |  | 55 | 55630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 11/19/2034 |  | 10677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10836329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 02/13/2035 |  | 875 | 891966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 01/24/2036 |  | 332 | 340878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 05/25/2034 |  | 628 | 655697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AA<br>7.625%, 11/15/2028<sup>(c)</sup>  |  | 1138 | 1197945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.50%, 10/08/2027<sup>(a)</sup>  | EUR | 134 | 154030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/14/2032<sup>(a)</sup>  |  | 401 | 483584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series VAR<br>3.07%, 02/24/2028 | U.S.$| 649 | 634864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W<br>4.00%, 12/10/2025<sup>(c)</sup>  |  | 232 | 230311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y<br>4.15%, 11/15/2026<sup>(c)</sup>  |  | 7121 | 6943790 |
|  Citizens Financial Group, Inc.<br>5.25%, 03/05/2031 |  | 420 | 425583 |
|  Comerica, Inc.<br>5.98%, 01/30/2030 |  | 129 | 132111 |
|  Commerzbank AG<br>Series E<br>4.625%, 01/17/2031<sup>(a)</sup>  | EUR | 9500 | 11813599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/16/2034<sup>(a)</sup>  |  | 300 | 368521 |
|  Cooperatieve Rabobank UA<br>4.375%, 06/29/2027<sup>(a)</sup> <sup>(c)</sup> |  | 200 | 234719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 05/27/2031<sup>(a)</sup>  | U.S.$| 303 | 306635 |
|  Credit Agricole SA<br>1.87%, 12/09/2031<sup>(a)</sup>  | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | 1443595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 03/17/2027<sup>(a)</sup>  | EUR | 256 | 301491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 05/27/2031<sup>(a)</sup>  | U.S.$| 354 | 359929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 01/18/2029<sup>(a)</sup>  | AUD | 9360 | 6358260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/29/2027<sup>(a)</sup>  | GBP | 1200 | 1668411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.125%, 07/12/2032<sup>(a)</sup>  | EUR | 100 | 101135 |
|  Credit Mutuel Arkea SA<br>Series E<br>1.25%, 06/11/2029<sup>(a)</sup>  |  | 800 | 899607 |
|  Danske Bank A/S<br>Series E<br>2.25%, 01/14/2028<sup>(a)</sup>  | GBP | 6550 | 8674834 |
|  Deutsche Bank AG<br>1.375%, 02/17/2032<sup>(a)</sup>  | EUR | 100 | 105188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.625%, 01/20/2027<sup>(a)</sup>  |  | 100 | 116461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/19/2030<sup>(a)</sup>  |  | 800 | 883424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/04/2030<sup>(a)</sup>  |  | 4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5841706 |
|  Deutsche Bank AG/New York NY<br>3.73%, 01/14/2032 | U.S.$| 10551 | 9642472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 01/07/2033 |  | 2987 | 2679279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.82%, 11/20/2029 |  | 150 | 159794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 02/10/2034 |  | 616 | 656702 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Deutsche Pfandbriefbank AG<br>Series E<br>4.00%, 01/27/2028<sup>(a)</sup>  | EUR | 461 | $551952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/28/2026<sup>(a)</sup>  |  | 100 | 119283 |
|  DNB Bank ASA<br>Series E<br>4.00%, 08/17/2027<sup>(a)</sup>  | GBP | 316 | 430372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/19/2028<sup>(a)</sup>  | EUR | 268 | 327583 |
|  Doha Finance Ltd.<br>Series E<br>2.375%, 03/31/2026<sup>(a)</sup>  | U.S.$| 300 | 294345 |
|  Fifth Third Bank NA<br>4.97%, 01/28/2028 |  | 250 | 251880 |
|  First Abu Dhabi Bank PJSC<br>4.50%, 04/05/2026<sup>(a)</sup> <sup>(c)</sup> |  | 480 | 474749 |
|  First Horizon Corp.<br>5.51%, 03/07/2031 |  | 139 | 141004 |
|  Ford Credit Canada Co./Canada<br>6.38%, 11/10/2028 | CAD | 12312 | 9372575 |
|  Goldman Sachs Bank USA/New York NY<br>5.41%, 05/21/2027 | U.S.$| 332 | 334716 |
|  Goldman Sachs Group, Inc. (The)<br>1.95%, 10/21/2027 |  | 668 | 647000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 02/24/2028 |  | 284 | 275856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.615%, 03/15/2028 |  | 426 | 420279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/2029 |  | 307 | 301964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 04/23/2028 |  | 68 | 68564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 10/23/2035 |  | 138 | 136334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 01/28/2031 |  | 247 | 252715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 04/23/2031 |  | 50 | 51271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 07/23/2035 |  | 52 | 52618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 01/28/2036 |  | 53 | 54357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.50%, 01/23/2033<sup>(a)</sup>  | EUR | 259 | 307444 |
|  HSBC Holdings PLC<br>0.64%, 09/24/2029<sup>(a)</sup>  |  | 129 | 141535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.77%, 11/13/2031<sup>(a)</sup>  |  | 205 | 212639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 09/22/2028 | U.S.$| 327 | 309669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/22/2027 |  | 285 | 276096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/04/2031 |  | 244 | 222699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/22/2028 | GBP | 4375 | 5807400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/2029 | U.S.$| 691 | 696216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/03/2031 |  | 677 | 684577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/04/2030 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4783 | 4917790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 05/17/2032 |  | 250 | 259450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 11/18/2035 |  | 2672 | 2697927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.16%, 03/09/2029 |  | 405 | 420532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.36%, 11/16/2032<sup>(a)</sup>  | EUR | 8812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11138092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/2037 | U.S.$| 103 | 108716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/03/2028 |  | 200 | 212253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 11/13/2034 |  | 519 | 578256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.11%, 11/03/2033 |  | 656 | 757747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.125%, 06/07/2028 | EUR | 752 | 897072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 04/07/2038<sup>(a)</sup>  | GBP | 100 | 145405 |
|  ING Groep NV<br>0.25%, 02/18/2029<sup>(a)</sup>  | EUR | 300 | 330071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/29/2028<sup>(a)</sup>  |  | 300 | 336305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/16/2031<sup>(a)</sup>  |  | 100 | 110996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/24/2033<sup>(a)</sup>  |  | 100 | 120387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/23/2029<sup>(a)</sup>  |  | 100 | 123418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/14/2033<sup>(a)</sup>  |  | 200 | 262607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.125%, 05/26/2031<sup>(a)</sup>  |  | 200 | 234167 |
|  Intercorp Peru Ltd.<br>3.875%, 08/15/2029<sup>(a)</sup>  | U.S.$| 370 | 346990 |
|  Intesa Sanpaolo SpA<br>3.875%, 07/14/2027<sup>(a)</sup>  |  | 200 | 197367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/15/2026<sup>(a)</sup>  |  | 5580 | 5587345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/20/2033<sup>(a)</sup>  |  | 204 | 220694 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 11/28/2033<sup>(a)</sup>  | U.S.$| 2683 | $3004675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.80%, 11/28/2053<sup>(a)</sup>  |  | 333 | 387415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 11/21/2033<sup>(a)</sup>  |  | 473 | 547679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.925%, 10/14/2030<sup>(a)</sup>  | EUR | 233 | 266631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/31/2033<sup>(a)</sup>  | GBP | 293 | 431643 |
|  JPMorgan Chase & Co.<br>1.47%, 09/22/2027 | U.S.$| 661 | 637709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 02/24/2028 |  | 720 | 703625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/2029 |  | 235 | 230176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/2028 |  | 662 | 652316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 10/22/2030 |  | 259 | 259907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/22/2035 |  | 200 | 197936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 07/22/2028 |  | 274 | 277495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/22/2031 |  | 522 | 534927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 01/24/2031 |  | 134 | 137464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/24/2036 |  | 134 | 138075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.39%, 02/24/2028<sup>(a)</sup>  | EUR | 274 | 312217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 07/25/2031<sup>(a)</sup>  |  | 307 | 327885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.64%, 05/18/2028<sup>(a)</sup>  |  | 266 | 308744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 11/13/2031<sup>(a)</sup>  |  | 14120 | 17724297 |
|  KBC Group NV<br>5.80%, 01/19/2029<sup>(a)</sup>  | U.S.$| 300 | 309436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.125%, 01/14/2029<sup>(a)</sup>  | EUR | 100 | 110925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/28/2029<sup>(a)</sup>  |  | 500 | 616568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/23/2027<sup>(a)</sup>  |  | 100 | 120930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/19/2030<sup>(a)</sup>  |  | 100 | 123890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/19/2034<sup>(a)</sup>  | GBP | 1300 | 1838917 |
|  KEB Hana Bank<br>1.25%, 12/16/2026<sup>(a)</sup>  | U.S.$| 200 | 191428 |
|  Kookmin Bank<br>2.50%, 11/04/2030<sup>(a)</sup>  |  | 410 | 366360 |
|  Lloyds Banking Group PLC<br>3.75%, 03/18/2028 |  | 285 | 281330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/23/2028<sup>(a)</sup>  | AUD | 1430 | 946987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 06/10/2027 |  | 5930 | 3944802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/05/2030 | U.S.$| 200 | 207552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/17/2029 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | 2342587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.07%, 06/13/2036 | U.S.$| 477 | 488454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/27/2025<sup>(c)</sup>  |  | 2412 | 2419662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/27/2030<sup>(c)</sup>  | GBP | 228 | 314599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.125%, 08/24/2030<sup>(a)</sup>  | EUR | 465 | 550373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/21/2031<sup>(a)</sup>  |  | 5797 | 7317902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/02/2033<sup>(a)</sup>  | GBP | 100 | 142127 |
|  M&T Bank Corp.<br>5.18%, 07/08/2031 | U.S.$| 55 | 55923 |
|  Metropolitan Bank & Trust Co.<br>Series E<br>5.50%, 03/06/2034<sup>(a)</sup>  |  | 200 | 204000 |
|  Mitsubishi UFJ Financial Group, Inc.<br>5.16%, 04/24/2031 |  | 299 | 305597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/13/2028 |  | 200 | 204067 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.64%, 06/07/2031<sup>(a)</sup>  | EUR | 240 | 302311 |
|  Mizuho Financial Group, Inc.<br>5.38%, 07/10/2030 | U.S.$| 288 | 295955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.61%, 08/28/2030<sup>(a)</sup>  | EUR | 200 | 252312 |
|  Morgan Stanley<br>0.495%, 10/26/2029 |  | 808 | 882570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.475%, 01/21/2028 | U.S.$| 632 | 613652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 05/22/2031 | EUR | 18605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22252292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 03/21/2030 |  | 247 | 299420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/2028 | U.S.$| 640 | 638425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 03/02/2029 | EUR | 100 | 123512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 04/12/2029 | U.S.$| 621 | 630108 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/17/2031 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369 | $4480066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 01/15/2031 |  | 134 | 137404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 01/18/2036 |  | 223 | 229292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/13/2028 |  | 117 | 119599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66%, 04/17/2036 |  | 125 | 129577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 04/19/2035 |  | 127 | 133132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/01/2034 |  | 118 | 130092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>1.51%, 07/20/2027 |  | 707 | 685939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/2030 |  | 359 | 358177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/25/2034 | EUR | 539 | 701468 |
|  Morgan Stanley Bank NA<br>4.95%, 01/14/2028 | U.S.$| 610 | 615128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/26/2028 |  | 250 | 255300 |
|  National Australia Bank Ltd.<br>Series G<br>1.70%, 09/15/2031<sup>(a)</sup>  | GBP | 160 | 210372 |
|  National Bank of Canada<br>Series E<br>3.75%, 01/25/2028<sup>(a)</sup>  | EUR | 248 | 299794 |
|  National Bank of Greece SA<br>Series G<br>4.50%, 01/29/2029<sup>(a)</sup>  |  | 109 | 133609 |
|  Nationwide Building Society<br>4.375%, 04/16/2034<sup>(a)</sup>  |  | 427 | 518750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.66% (SOFR + 1.29%), 02/16/2028<sup>(a)</sup> <sup>(d)</sup> | U.S.$| 290 | 291722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 12/07/2027<sup>(a)</sup>  | GBP | 8475 | 11872982 |
|  NatWest Group PLC<br>3.03%, 11/28/2035 | U.S.$| 414 | 372770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 08/15/2030 |  | 295 | 297986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.115%, 05/23/2031 |  | 506 | 513293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.475%, 06/01/2034 |  | 4321 | 4516785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.78%, 02/26/2030<sup>(a)</sup>  | EUR | 307 | 335079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.105%, 11/28/2031<sup>(a)</sup>  | GBP | 246 | 325754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.76%, 02/28/2034<sup>(a)</sup>  | EUR | 7135 | 9048041 |
|  NatWest Markets PLC<br>Series E<br>0.125%, 06/18/2026<sup>(a)</sup>  |  | 198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228757 |
|  NBK Tier 1 Financing 2 Ltd.<br>4.50%, 08/27/2025<sup>(a)</sup> <sup>(c)</sup> | U.S.$| 290 | 288550 |
|  Nordea Bank Abp<br>6.625%, 03/26/2026<sup>(a)</sup> <sup>(c)</sup> |  | 200 | 200961 |
|  Piraeus Bank SA<br>Series E<br>4.625%, 07/17/2029<sup>(a)</sup>  | EUR | 251 | 308266 |
|  PNC Financial Services Group, Inc. (The)<br>4.90%, 05/13/2031 | U.S.$| 55 | 55730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/23/2035 |  | 668 | 680068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.575%, 01/29/2036 |  | 411 | 423701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 01/22/2035 |  | 267 | 277286 |
|  QIB Sukuk Ltd.<br>1.95%, 10/27/2025<sup>(a)</sup>  |  | 300 | 296232 |
|  QNB Finance Ltd.<br>Series E<br>1.375%, 01/26/2026<sup>(a)</sup>  |  | 510 | 499959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/22/2025<sup>(a)</sup>  |  | 200 | 198619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/12/2027<sup>(a)</sup>  |  | 240 | 233547 |
|  Santander Holdings USA, Inc.<br>5.47%, 03/20/2029 |  | 145 | 147373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 03/20/2031 |  | 483 | 495889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.565%, 06/12/2029 |  | 616 | 645749 |
|  Santander UK Group Holdings PLC<br>2.47%, 01/11/2028 |  | 450 | 435584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 09/11/2030 |  | 2946 | 2937311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.42%, 01/17/2029<sup>(a)</sup>  | GBP | 1712 | 2213802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 11/16/2027<sup>(a)</sup>  |  | 1858 | 2623767 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Scotiabank Peru SAA<br>6.10%, 10/01/2035<sup>(a)</sup>  | U.S.$| 200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202420 |
|  Shinhan Bank Co., Ltd.<br>4.00%, 04/23/2029<sup>(a)</sup>  |  | 760 | 740476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.50%, 03/26/2028<sup>(a)</sup>  |  | 200 | 199230 |
|  Societe Generale SA<br>4.875%, 11/21/2031<sup>(a)</sup>  | EUR | 900 | 1131189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/22/2029<sup>(a)</sup>  | U.S.$| 504 | 509588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 01/19/2028<sup>(a)</sup>  |  | 282 | 285197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 9<br>0.40%, 06/03/2026 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | 688532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 12/06/2030<sup>(a)</sup>  | EUR | 100 | 122619 |
|  Standard Chartered PLC<br>1.46%, 01/14/2027<sup>(a)</sup>  | U.S.$| 300 | 294921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 03/15/2033<sup>(a)</sup>  |  | 580 | 577071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 05/10/2031<sup>(a)</sup>  | EUR | 395 | 497821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.005%, 10/15/2030<sup>(a)</sup>  | U.S.$| 367 | 369895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(a)</sup>  |  | 542 | 549135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/26/2044<sup>(a)</sup>  |  | 330 | 316550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05% (CME Term SOFR 3 Month + 1.77%), 01/30/2027<sup>(a)</sup> <sup>(c) (d)</sup> |  | 8000 | 7597034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 01/09/2029<sup>(a)</sup>  |  | 210 | 217843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.77%, 11/16/2028<sup>(a)</sup>  |  | 279 | 298135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.625%, 10/03/2027<sup>(a)</sup>  | EUR | 222 | 258651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/18/2038<sup>(a)</sup>  | GBP | 100 | 120824 |
|  State Street Corp.<br>4.54%, 04/24/2028 | U.S.$| 48 | 48354 |
|  Sumitomo Mitsui Financial Group, Inc.<br>1.55%, 06/15/2026<sup>(a)</sup>  | EUR | 324 | 379474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 07/08/2031 | U.S.$| 206 | 206000 |
|  Sumitomo Mitsui Trust Bank Ltd.<br>4.45%, 09/10/2027<sup>(a)</sup>  |  | 397 | 398258 |
|  Svenska Handelsbanken AB<br>Series E<br>4.625%, 08/23/2032<sup>(a)</sup>  | GBP | 6655 | 9058087 |
|  Swedbank AB<br>7.27%, 11/15/2032<sup>(a)</sup>  |  | 1904 | 2743948 |
|  Sydbank AS<br>Series G<br>5.125%, 09/06/2028<sup>(a)</sup>  | EUR | 100 | 123909 |
|  Synchrony Financial<br>5.45%, 03/06/2031 | U.S.$| 160 | 161424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.935%, 08/02/2030 |  | 256 | 262932 |
|  Toronto-Dominion Bank (The)<br>4.57%, 06/02/2028 |  | 54 | 54376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 06/03/2030 |  | 54 | 54527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/10/2034 |  | 173 | 173463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/23/2029<sup>(a)</sup>  | AUD | 2190 | 1480122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.95%, 04/08/2030<sup>(a)</sup>  | EUR | 711 | 794629 |
|  Truist Financial Corp.<br>5.07%, 05/20/2031 | U.S.$| 54 | 54821 |
|  UBS Group AG<br>3.13%, 08/13/2030<sup>(a)</sup>  |  | 295 | 277831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 09/13/2030<sup>(a)</sup>  |  | 200 | 207386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/10/2030<sup>(a)</sup> <sup>(c)</sup> |  | 6470 | 6450863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 08/10/2034<sup>(a)</sup> <sup>(c)</sup> |  | 2613 | 2599935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/2029<sup>(a)</sup>  | EUR | 102 | 135323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 11/13/2028<sup>(a)</sup> <sup>(c)</sup> | U.S.$| 1652 | 1800700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.00%, 06/24/2027<sup>(a)</sup>  | EUR | 215 | 249688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/15/2030<sup>(a)</sup>  |  | 351 | 416083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/17/2032<sup>(a)</sup>  |  | 816 | 1032219 |
|  UniCredit SpA<br>1.98%, 06/03/2027<sup>(a)</sup>  | U.S.$| 619 | 603714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 06/19/2032<sup>(a)</sup>  |  | 11659 | 11740317 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  United Overseas Bank Ltd.<br>2.00%, 10/14/2031<sup>(a)</sup>  | U.S.$| 200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>1.75%, 03/16/2031<sup>(a)</sup>  |  | 250 | 245000 |
|  US Bancorp<br>4.01%, 05/21/2032 | EUR | 250 | 303335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 07/22/2033 | U.S.$| 664 | 655725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 02/12/2036 |  | 136 | 138671 |
|  Virgin Money UK PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.625%, 10/29/2028<sup>(a)</sup>  | EUR | 100 | 123129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/11/2030<sup>(a)</sup>  | GBP | 135 | 185191 |
|  Visa, Inc.<br>2.25%, 05/15/2028 | EUR | 7313 | 8554462 |
|  Wells Fargo & Co.<br>2.39%, 06/02/2028 | U.S.$| 200 | 192738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 03/24/2028 |  | 680 | 671006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 04/23/2029 |  | 426 | 432041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 12/03/2035 |  | 135 | 135554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 01/24/2031 |  | 408 | 418539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.605%, 04/23/2036 |  | 50 | 51611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 01/15/2044 |  | 514 | 497966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 04/22/2028 |  | 666 | 681009 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.74%, 05/04/2030<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10434 | 11768698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.90%, 11/17/2045 | U.S.$| 17 | 14942 |
|  Westpac Banking Corp.<br>Series G<br>4.32%, 11/23/2031 |  | 185 | 183766 |
|  Woori Bank<br>5.125%, 08/06/2028<sup>(a)</sup>  |  | 210 | 212524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 07/24/2029<sup>(a)</sup> <sup>(c)</sup> |  | 230 | 233450 |
|  Yorkshire Building Society<br>Series E<br>0.50%, 07/01/2028<sup>(a)</sup>  | EUR | 553 | 608653 |
|  |  |  | 529445303 |
|  **Brokerage – 0.2%** |  |  |  |
|  BGC Group, Inc.<br>6.15%, 04/02/2030<sup>(a)</sup>  | U.S.$| 129 | 130844 |
|  Blue Owl Finance LLC<br>6.25%, 04/18/2034 |  | 128 | 131629 |
|  Charles Schwab Corp. (The)<br>4.89% (SOFR + 0.52%), 05/13/2026<sup>(d)</sup>  |  | 5465 | 5467172 |
|  China Great Wall International Holdings V Ltd.<br>2.875%, 11/23/2026<sup>(a)</sup>  |  | 400 | 389604 |
|  Nomura Holdings, Inc.<br>1.85%, 07/16/2025 |  | 5405 | 5398157 |
|  |  |  | 11517406 |
|  **Finance – 0.9%** |  |  |  |
|  3i Group PLC<br>4.875%, 06/14/2029<sup>(a)</sup>  | EUR | 565 | 706396 |
|  Air Lease Corp.<br>5.40%, 06/01/2028 | CAD | 6005 | 4611562 |
|  Aircastle Ltd.<br>5.25%, 06/15/2026<sup>(a)</sup> <sup>(c)</sup> | U.S.$| 185 | 183215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/15/2029<sup>(a)</sup>  |  | 1396 | 1442192 |
|  Aircastle Ltd./Aircastle Ireland DAC<br>5.25%, 03/15/2030<sup>(a)</sup>  |  | 5649 | 5690049 |
|  Apollo Debt Solutions BDC<br>6.70%, 07/29/2031 |  | 376 | 390294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 04/13/2029 |  | 640 | 667625 |
|  Ares Capital Corp.<br>5.50%, 09/01/2030 |  | 54 | 53818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/08/2032 |  | 135 | 134464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2027 |  | 602 | 621428 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Ares Strategic Income Fund<br>6.20%, 03/21/2032 | U.S.$| 133 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133622 |
|  Aviation Capital Group LLC<br>3.50%, 11/01/2027<sup>(a)</sup>  |  | 911 | 887763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/2025<sup>(a)</sup>  |  | 23 | 22974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/14/2027<sup>(a)</sup>  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 | 3251121 |
|  Avolon Holdings Funding Ltd.<br>5.375%, 05/30/2030<sup>(a)</sup>  |  | 78 | 79421 |
|  Blackstone Private Credit Fund<br>5.60%, 11/22/2029 |  | 136 | 136911 |
|  Blackstone Secured Lending Fund<br>5.30%, 06/30/2030 |  | 691 | 684503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/13/2028 |  | 400 | 402880 |
|  Blue Owl Capital Corp.<br>5.95%, 03/15/2029 |  | 652 | 655453 |
|  Blue Owl Credit Income Corp.<br>5.80%, 03/15/2030 |  | 160 | 160466 |
|  Blue Owl Technology Finance Corp.<br>2.50%, 01/15/2027 |  | 288 | 275912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 03/15/2028<sup>(a)</sup>  |  | 133 | 133663 |
|  BOC Aviation Ltd.<br>3.875%, 04/27/2026<sup>(a)</sup>  |  | 620 | 617080 |
|  Brookfield Finance, Inc.<br>4.70%, 09/20/2047 |  | 391 | 333213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 03/03/2055 |  | 692 | 677174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.97%, 03/04/2054 |  | 181 | 180874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/05/2034 |  | 123 | 131998 |
|  CCBL Cayman 1 Corp., Ltd.<br>Series E<br>1.80%, 07/22/2026<sup>(a)</sup>  |  | 400 | 389452 |
|  CFAMC IV Co., Ltd.<br>Series E<br>4.50%, 05/29/2029<sup>(a)</sup>  |  | 200 | 193750 |
|  CFAMC II Co., Ltd.<br>Series E<br>4.625%, 06/03/2026<sup>(a)</sup>  |  | 213 | 212787 |
|  CIMIC Finance Ltd.<br>Series G<br>1.50%, 05/28/2029<sup>(a)</sup>  | EUR | 299 | 327342 |
|  Credicorp Capital Sociedad Titulizadora SA<br>10.10%, 12/15/2043<sup>(a)</sup>  | PEN | 22925 | 6714097 |
|  FS KKR Capital Corp.<br>3.125%, 10/12/2028 | U.S.$| 690 | 632440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 01/15/2030 |  | 136 | 135300 |
|  Golub Capital Private Credit Fund<br>5.875%, 05/01/2030 |  | 132 | 131899 |
|  HAT Holdings I LLC/HAT Holdings II LLC<br>3.375%, 06/15/2026<sup>(a)</sup>  |  | 142 | 139123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 06/15/2027<sup>(a)</sup>  |  | 154 | 160230 |
|  HPS Corporate Lending Fund<br>5.30%, 06/05/2027<sup>(a)</sup>  |  | 55 | 55090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/05/2030<sup>(a)</sup>  |  | 55 | 54915 |
|  Intercorp Financial Services, Inc.<br>4.125%, 10/19/2027<sup>(a)</sup>  |  | 840 | 816438 |
|  Oaktree Specialty Lending Corp.<br>6.34%, 02/27/2030 |  | 517 | 512022 |
|  Oaktree Strategic Credit Fund<br>6.50%, 07/23/2029 |  | 665 | 681204 |
|  Sixth Street Lending Partners<br>5.75%, 01/15/2030 |  | 272 | 272538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/11/2029 |  | 653 | 674241 |
|  Sixth Street Specialty Lending, Inc.<br>5.625%, 08/15/2030 |  | 305 | 305856 |
|  Temasek Financial I Ltd.<br>Series E<br>2.75%, 08/28/2034<sup>(a)</sup>  | CNH | 62000 | 8888695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/28/2054<sup>(a)</sup>  |  | 39050 | 5687092 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Wendel SE<br>4.50%, 06/19/2030<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494636 |
|  |  |  | 50745218 |
|  **Financial Services – 0.1%** |  |  |  |
|  Blackstone Private Credit Fund<br>1.75%, 11/30/2026<sup>(a)</sup>  |  | 270 | 312042 |
|  China Cinda 2020 I Management Ltd.<br>Series E<br>3.00%, 01/20/2031<sup>(a)</sup>  | U.S.$| 510 | 468101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/28/2027<sup>(a)</sup>  |  | 350 | 342454 |
|  Equinix Europe 2 Financing Corp. LLC<br>3.25%, 03/15/2031 | EUR | 236 | 275019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/03/2033 |  | 100 | 116592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/19/2034 |  | 2037 | 2405006 |
|  Sammons Financial Group Global Funding<br>4.95%, 06/12/2030<sup>(a)</sup>  | U.S.$| 55 | 55604 |
|  |  |  | 3974818 |
|  **Insurance – 0.7%** |  |  |  |
|  AIA Group Ltd.<br>4.95%, 04/04/2033<sup>(a)</sup>  |  | 240 | 242422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/30/2035<sup>(a)</sup>  |  | 250 | 246945 |
|  Allianz SE<br>1.30%, 09/25/2049<sup>(a)</sup>  | EUR | 200 | 216783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 07/25/2055<sup>(a)</sup>  |  | 100 | 120824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 07/25/2053<sup>(a)</sup>  |  | 200 | 264995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 07/05/2052<sup>(a)</sup>  |  | 400 | 483572 |
|  American National Global Funding<br>5.25%, 06/03/2030<sup>(a)</sup>  | U.S.$| 54 | 54285 |
|  Argentum Netherlands BV for Zurich Insurance Co., Ltd.<br>2.75%, 02/19/2049<sup>(a)</sup>  | EUR | 264 | 304044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.50%, 10/01/2046<sup>(a)</sup>  |  | 155 | 183870 |
|  Athene Global Funding<br>1.985%, 08/19/2028<sup>(a)</sup>  | U.S.$| 3086 | 2849545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/19/2030<sup>(a)</sup>  |  | 2565 | 2283874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 01/07/2029<sup>(a)</sup>  |  | 56 | 52223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 11/13/2031<sup>(a)</sup>  |  | 123 | 123958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/07/2030<sup>(a)</sup>  |  | 4460 | 4557260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 07/11/2031<sup>(a)</sup>  |  | 11630 | 11917630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 01/09/2029<sup>(a)</sup>  |  | 15 | 15412 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.37%, 09/10/2026<sup>(a)</sup>  | EUR | 107 | 122875 |
|  Athene Holding Ltd.<br>6.25%, 04/01/2054 | U.S.$| 129 | 127201 |
|  Aviva PLC<br>4.00%, 06/03/2055<sup>(a)</sup>  | GBP | 135 | 156349 |
|  AXA SA<br>Series E<br>1.875%, 07/10/2042<sup>(a)</sup>  | EUR | 301 | 315212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/28/2049<sup>(a)</sup>  |  | 451 | 531685 |
|  Berkshire Hathaway, Inc.<br>2.15%, 03/15/2028 |  | 280 | 327283 |
|  Brown & Brown, Inc.<br>4.70%, 06/23/2028 | U.S.$| 55 | 55480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/23/2030 |  | 55 | 55517 |
|  Cigna Group (The)<br>4.375%, 10/15/2028 |  | 7 | 7009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/2046 |  | 76 | 66069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/2048 |  | 656 | 572542 |
|  Cloverie PLC for Zurich Insurance Co., Ltd.<br>Series E<br>5.625%, 06/24/2046<sup>(a)</sup>  |  | 889 | 891435 |
|  CNO Global Funding<br>5.875%, 06/04/2027<sup>(a)</sup>  |  | 645 | 662385 |
|  Corebridge Global Funding<br>4.85%, 06/06/2030<sup>(a)</sup>  |  | 55 | 55485 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Credit Agricole Assurances SA<br>2.00%, 07/17/2030<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110081 |
|  Fairfax Financial Holdings Ltd.<br>5.75%, 05/20/2035<sup>(a)</sup>  | U.S.$| 54 | 54747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/20/2055<sup>(a)</sup>  |  | 54 | 55135 |
|  Generali<br>Series E<br>5.00%, 06/08/2048<sup>(a)</sup>  | EUR | 428 | 529755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/27/2047<sup>(a)</sup>  |  | 238 | 295469 |
|  Global Atlantic Fin Co.<br>7.95%, 06/15/2033<sup>(a)</sup>  | U.S.$| 377 | 427241 |
|  Great-West Lifeco, Inc.<br>4.70%, 11/16/2029<sup>(a)</sup>  | EUR | 191 | 240551 |
|  Guardian Life Global Funding<br>4.80%, 04/28/2030<sup>(a)</sup>  | U.S.$| 50 | 50886 |
|  Hannover Rueck SE<br>5.875%, 08/26/2043<sup>(a)</sup>  | EUR | 200 | 266542 |
|  Health Care Service Corp. A Mutual Legal Reserve Co.<br>5.875%, 06/15/2054<sup>(a)</sup>  | U.S.$| 657 | 639138 |
|  MetLife Capital Trust IV<br>8.25% (CME Term SOFR 3 Month + 3.96%), 12/15/2037<sup>(a)</sup> <sup>(d)</sup> |  | 110 | 120590 |
|  Metropolitan Life Global Funding I<br>5.40%, 07/11/2029<sup>(a)</sup>  | AUD | 2537 | 1736478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>3.75%, 12/07/2031<sup>(a)</sup>  | EUR | 249 | 302770 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen<br>1.00%, 05/26/2042<sup>(a)</sup>  |  | 400 | 397199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/26/2041<sup>(a)</sup>  |  | 100 | 103733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/26/2044<sup>(a)</sup>  |  | 200 | 241707 |
|  New York Life Global Funding<br>4.60%, 06/03/2030<sup>(a)</sup>  | U.S.$| 54 | 54511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>1.25%, 12/17/2026<sup>(a)</sup>  | GBP | 100 | 131342 |
|  New York Life Insurance Co.<br>4.45%, 05/15/2069<sup>(a)</sup>  | U.S.$| 80 | 62297 |
|  Northwestern Mutual Global Funding<br>4.60%, 06/03/2030<sup>(a)</sup>  |  | 54 | 54581 |
|  Northwestern Mutual Life Insurance Co. (The)<br>6.17%, 05/29/2055<sup>(a)</sup>  |  | 54 | 56387 |
|  Pacific Life Global Funding II<br>4.45%, 05/01/2028<sup>(a)</sup>  |  | 129 | 129995 |
|  Phoenix Group Holdings PLC<br>Series E<br>4.375%, 01/24/2029<sup>(a)</sup>  | EUR | 252 | 303182 |
|  Principal Life Global Funding II<br>4.60%, 08/19/2027<sup>(a)</sup>  | U.S.$| 186 | 187155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/09/2028<sup>(a)</sup>  |  | 348 | 352226 |
|  Prudential Financial, Inc.<br>4.50%, 09/15/2047 |  | 267 | 262679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/2048 |  | 635 | 642409 |
|  RGA Global Funding<br>5.25%, 01/09/2030<sup>(a)</sup>  |  | 82 | 84084 |
|  Sammons Financial Group, Inc.<br>6.875%, 04/15/2034<sup>(a)</sup>  |  | 131 | 140297 |
|  Sogecap SA<br>5.00%, 04/03/2045<sup>(a)</sup>  | EUR | 100 | 120616 |
|  Swiss Re Finance UK PLC<br>Series E<br>2.71%, 06/04/2052<sup>(a)</sup>  |  | 400 | 437564 |
|  Swiss RE Subordinated Finance PLC<br>Series E<br>3.89%, 03/26/2033<sup>(a)</sup>  |  | 178 | 210802 |
|  UnitedHealth Group, Inc.<br>4.40%, 06/15/2028 | U.S.$| 100 | 100483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/2062 |  | 481 | 413555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/2064 |  | 129 | 120510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2064 |  | 562 | 546445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/2063 |  | 111 | 112517 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Zurich Finance Ireland Designated Activity Co.<br>Series E<br>1.875%, 09/17/2050<sup>(a)</sup>  | EUR | 348 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 11/23/2052<sup>(a)</sup>  | GBP | 100 | 134550 |
|  |  |  | 38472526 |
|  **REITs – 0.5%** |  |  |  |
|  Agree LP<br>5.60%, 06/15/2035 | U.S.$| 353 | 359358 |
|  Akelius Residential Property Financing BV<br>Series E<br>0.75%, 02/22/2030<sup>(a)</sup>  | EUR | 100 | 103549 |
|  Alexandria Real Estate Equities, Inc.<br>5.50%, 10/01/2035 | U.S.$| 76 | 76795 |
|  American Homes 4 Rent LP<br>4.95%, 06/15/2030 |  | 357 | 360531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/2034 |  | 658 | 666394 |
|  American Tower Corp.<br>0.40%, 02/15/2027 | EUR | 131 | 149282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/15/2028 |  | 196 | 218757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/21/2029 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7478 | 8152809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 10/05/2030 |  | 146 | 153579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 05/30/2032 |  | 152 | 180113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/15/2027 | U.S.$| 264 | 260812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/16/2031 | EUR | 316 | 397149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/2030 | U.S.$| 138 | 140017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/2035 |  | 54 | 55039 |
|  Aroundtown SA<br>Series E<br>0.375%, 04/15/2027<sup>(a)</sup>  | EUR | 100 | 112528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/16/2029<sup>(a)</sup>  |  | 100 | 122758 |
|  Boston Properties LP<br>2.75%, 10/01/2026 | U.S.$| 642 | 627774 |
|  Brixmor Operating Partnership LP<br>5.20%, 04/01/2032 |  | 38 | 38378 |
|  CBRE Services, Inc.<br>4.80%, 06/15/2030 |  | 129 | 129539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2029 |  | 643 | 664583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/2035 |  | 129 | 129895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/2034 |  | 54 | 56875 |
|  Cousins Properties LP<br>5.25%, 07/15/2030 |  | 55 | 55999 |
|  Crown Castle, Inc.<br>1.05%, 07/15/2026 |  | 90 | 86687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/2027 |  | 680 | 661926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/01/2029 |  | 624 | 644508 |
|  Digital Dutch Finco BV<br>1.00%, 01/15/2032<sup>(a)</sup>  | EUR | 115 | 114968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/01/2031<sup>(a)</sup>  |  | 100 | 104578 |
|  Digital Stout Holding LLC<br>3.30%, 07/19/2029<sup>(a)</sup>  | GBP | 100 | 129996 |
|  Equinix, Inc.<br>0.25%, 03/15/2027 | EUR | 100 | 113235 |
|  Essential Properties LP<br>2.95%, 07/15/2031 | U.S.$| 260 | 231168 |
|  GLP Capital LP/GLP Financing II, Inc.<br>4.00%, 01/15/2030 |  | 260 | 249905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/15/2034 |  | 292 | 291210 |
|  Host Hotels & Resorts LP<br>5.70%, 06/15/2032 |  | 55 | 55810 |
|  Newmark Group, Inc.<br>7.50%, 01/12/2029 |  | 152 | 161025 |
|  NNN REIT, Inc.<br>4.60%, 02/15/2031 |  | 308 | 306390 |
|  Omega Healthcare Investors, Inc.<br>5.20%, 07/01/2030 |  | 100 | 100601 |
|  Phillips Edison Grocery Center Operating Partnership I LP<br>5.25%, 08/15/2032 |  | 55 | 55491 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Praemia Healthcare SACA<br>0.875%, 11/04/2029<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319034 |
|  Prologis International Funding II SA<br>Series E<br>1.625%, 06/17/2032<sup>(a)</sup>  |  | 1949 | 2025904 |
|  Public Storage Operating Co.<br>4.375%, 07/01/2030 | U.S.$| 56 | 55842 |
|  Realty Income Corp.<br>3.375%, 06/20/2031 | EUR | 423 | 496601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/04/2041 | GBP | 115 | 143819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/05/2039 |  | 100 | 137065 |
|  Simon Property Group LP<br>4.75%, 09/26/2034 | U.S.$| 216 | 210275 |
|  Sirius Real Estate Ltd.<br>1.125%, 06/22/2026<sup>(a)</sup>  | EUR | 200 | 231085 |
|  Swire Properties MTN Financing Ltd.<br>Series E<br>3.40%, 09/03/2029<sup>(a)</sup>  | CNH | 40000 | 5717955 |
|  Tritax EuroBox PLC<br>0.95%, 06/02/2026<sup>(a)</sup>  | EUR | 169 | 195904 |
|  Trust Fibra Uno<br>4.87%, 01/15/2030<sup>(a)</sup>  | U.S.$| 5466 | 5176575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.39%, 01/15/2050<sup>(a)</sup>  |  | 205 | 169842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 02/13/2034<sup>(a)</sup>  |  | 236 | 239540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 01/23/2037<sup>(a)</sup>  |  | 200 | 210500 |
|  Vicinity Centres Trust<br>Series E<br>1.125%, 11/07/2029<sup>(a)</sup>  | EUR | 181 | 195122 |
|  Vonovia SE<br>Series E<br>0.75%, 09/01/2032<sup>(a)</sup>  |  | 300 | 290050 |
|  Wharf REIC Finance BVI Ltd.<br>Series E<br>2.875%, 05/07/2030<sup>(a)</sup>  | U.S.$| 260 | 239624 |
|  |  |  | 32574748 |
|  |  |  | 666730019 |
|  **Industrial – 10.4%** |  |  |  |
|  **Basic – 0.6%** |  |  |  |
|  Air Products & Chemicals, Inc.<br>3.25%, 06/16/2032 | EUR | 6482 | 7576770 |
|  Alpek SAB de CV<br>3.25%, 02/25/2031<sup>(a)</sup>  | U.S.$| 200 | 174822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/18/2029<sup>(a)</sup>  |  | 1496 | 1421667 |
|  Amcor Flexibles North America, Inc.<br>4.80%, 03/17/2028<sup>(a)</sup>  |  | 137 | 138043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/17/2030<sup>(a)</sup>  |  | 137 | 139333 |
|  Amcor Group Finance PLC<br>5.45%, 05/23/2029 |  | 651 | 668599 |
|  Amcor UK Finance PLC<br>1.125%, 06/23/2027 | EUR | 103 | 117994 |
|  Anglo American Capital PLC<br>2.625%, 09/10/2030<sup>(a)</sup>  | U.S.$| 320 | 288764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 03/17/2031<sup>(a)</sup>  |  | 316 | 285012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/15/2032<sup>(a)</sup>  | EUR | 250 | 301864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/01/2030<sup>(a)</sup>  | U.S.$| 297 | 307177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/05/2034<sup>(a)</sup>  |  | 200 | 205526 |
|  AngloGold Ashanti Holdings PLC<br>3.375%, 11/01/2028 |  | 403 | 384710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/2030 |  | 208 | 195000 |
|  Antofagasta PLC<br>6.25%, 05/02/2034<sup>(a)</sup>  |  | 460 | 477149 |
|  BHP Billiton Finance USA Ltd.<br>5.30%, 02/21/2035 |  | 201 | 204606 |
|  Celulosa Arauco y Constitucion SA<br>5.50%, 04/30/2049<sup>(a)</sup>  |  | 260 | 226260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 05/05/2032<sup>(a)</sup>  |  | 240 | 244464 |
|  Dow Chemical Co. (The)<br>5.35%, 03/15/2035 |  | 137 | 136266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 05/15/2053 |  | 111 | 119474 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Freeport Indonesia PT<br>4.76%, 04/14/2027<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.315%, 04/14/2032<sup>(a)</sup>  |  | 204 | 203926 |
|  Freeport-McMoRan, Inc.<br>4.25%, 03/01/2030 |  | 420 | 411845 |
|  Fresnillo PLC<br>4.25%, 10/02/2050<sup>(a)</sup>  |  | 240 | 172200 |
|  Glencore Capital Finance DAC<br>Series E<br>1.25%, 03/01/2033<sup>(a)</sup>  | EUR | 215 | 211954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/29/2031<sup>(a)</sup>  |  | 260 | 316075 |
|  Glencore Funding LLC<br>4.91%, 04/01/2028<sup>(a)</sup>  | U.S.$| 129 | 130261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/01/2030<sup>(a)</sup>  |  | 33 | 33646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/04/2034<sup>(a)</sup>  |  | 261 | 266433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 04/01/2035<sup>(a)</sup>  |  | 78 | 79574 |
|  Gold Fields Orogen Holdings BVI Ltd.<br>6.125%, 05/15/2029<sup>(a)</sup>  |  | 200 | 207437 |
|  Industrias Penoles SAB de CV<br>4.75%, 08/06/2050<sup>(a)</sup>  |  | 230 | 174342 |
|  Inversiones CMPC SA<br>3.00%, 04/06/2031<sup>(a)</sup>  |  | 210 | 185522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/26/2034<sup>(a)</sup>  |  | 482 | 492739 |
|  LG Chem Ltd.<br>2.375%, 07/07/2031<sup>(a)</sup>  |  | 310 | 265937 |
|  LYB International Finance BV<br>4.875%, 03/15/2044 |  | 662 | 558569 |
|  LYB International Finance II BV<br>0.875%, 09/17/2026 | EUR | 214 | 246868 |
|  LYB International Finance III LLC<br>6.15%, 05/15/2035 | U.S.$| 78 | 80941 |
|  Ma'aden Sukuk Ltd.<br>5.25%, 02/13/2030<sup>(a)</sup>  |  | 340 | 345668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/13/2035<sup>(a)</sup>  |  | 262 | 266504 |
|  MEGlobal BV<br>2.625%, 04/28/2028<sup>(a)</sup>  |  | 260 | 244616 |
|  Nexa Resources SA<br>6.75%, 04/09/2034<sup>(a)</sup>  |  | 230 | 240376 |
|  Nutrien Ltd.<br>4.50%, 03/12/2027 |  | 38 | 38101 |
|  OCP SA<br>6.10%, 04/30/2030<sup>(a)</sup>  |  | 3689 | 3730501 |
|  Orbia Advance Corp. SAB de CV<br>6.80%, 05/13/2030<sup>(a)</sup>  |  | 10439 | 10694755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/13/2035<sup>(a)</sup>  |  | 568 | 588885 |
|  POSCO<br>5.75%, 01/17/2028<sup>(a)</sup>  |  | 200 | 205264 |
|  Rio Tinto Finance USA PLC<br>4.875%, 03/14/2030 |  | 138 | 140518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/14/2032 |  | 138 | 140005 |
|  Smurfit Kappa Treasury ULC<br>1.50%, 09/15/2027<sup>(a)</sup>  | EUR | 265 | 305995 |
|  Sociedad Quimica y Minera de Chile SA<br>5.50%, 09/10/2034<sup>(a)</sup>  | U.S.$| 550 | 536937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/07/2033<sup>(a)</sup>  |  | 250 | 264219 |
|  Southern Copper Corp.<br>7.50%, 07/27/2035 |  | 200 | 229412 |
|  Suzano Austria GmbH<br>Series DM3N<br>3.125%, 01/15/2032 |  | 300 | 263248 |
|  Vale Overseas Ltd.<br>6.125%, 06/12/2033 |  | 200 | 209591 |
|  |  |  | 36416268 |
|  **Capital Goods – 0.5%** |  |  |  |
|  3M Co.<br>1.50%, 06/02/2031 | EUR | 396 | 426679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 10/15/2027 | U.S.$| 672 | 652951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/15/2030 |  | 25 | 23496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/14/2028 |  | 589 | 579183 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/2035 |  | 139 | 140107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.75%, 05/15/2030 | EUR | 247 | 275254 |
|  Boeing Co. (The)<br>3.25%, 02/01/2028 | U.S.$| 99 | 96024 |
|  Carrier Global Corp.<br>4.125%, 05/29/2028 | EUR | 247 | 302331 |
|  CNH Industrial Capital LLC<br>4.75%, 03/21/2028 | U.S.$| 101 | 101764 |
|  CNH Industrial Finance Europe SA<br>Series E<br>1.75%, 03/25/2027<sup>(a)</sup>  | EUR | 100 | 116356 |
|  CNH Industrial NV<br>Series E<br>3.75%, 06/11/2031<sup>(a)</sup>  |  | 559 | 669982 |
|  CRH SMW Finance DAC<br>5.125%, 01/09/2030 | U.S.$| 673 | 688859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.00%, 07/11/2027<sup>(a)</sup>  | EUR | 190 | 230624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/11/2035<sup>(a)</sup>  |  | 137 | 167144 |
|  Eaton Capital ULC<br>3.80%, 05/21/2036<sup>(a)</sup>  |  | 252 | 299188 |
|  GE Capital Funding LLC<br>4.55%, 05/15/2032 | U.S.$| 518 | 514555 |
|  GE Capital UK Funding Unlimited Co.<br>Series E<br>5.875%, 01/18/2033 | GBP | 100 | 143893 |
|  General Electric Co.<br>Series E<br>4.125%, 09/19/2035<sup>(a)</sup>  | EUR | 365 | 449478 |
|  Holcim Finance Luxembourg SA<br>Series E<br>0.625%, 04/06/2030<sup>(a)</sup>  |  | 134 | 141538 |
|  Holcim Sterling Finance Netherlands BV<br>Series E<br>2.25%, 04/04/2034<sup>(a)</sup>  | GBP | 100 | 107277 |
|  IDEX Corp.<br>3.00%, 05/01/2030 | U.S.$| 279 | 259456 |
|  John Deere Capital Corp.<br>Series I<br>4.55%, 06/05/2030 |  | 356 | 359432 |
|  John Deere Financial Ltd.<br>5.05%, 06/28/2029 | AUD | 12710 | 8591368 |
|  Johnson Controls International PLC/Tyco Fire & Security Finance SCA<br>0.375%, 09/15/2027 | EUR | 100 | 112561 |
|  Komatsu Finance America, Inc.<br>5.50%, 10/06/2027<sup>(a)</sup>  | U.S.$| 374 | 382900 |
|  L3Harris Technologies, Inc.<br>5.40%, 01/15/2027 |  | 638 | 648815 |
|  Lockheed Martin Corp.<br>5.90%, 11/15/2063 |  | 233 | 239961 |
|  Metso Oyj<br>Series E<br>0.875%, 05/26/2028<sup>(a)</sup>  | EUR | 179 | 200294 |
|  Northrop Grumman Corp.<br>5.25%, 07/15/2035 | U.S.$| 148 | 150845 |
|  Parker-Hannifin Corp.<br>2.90%, 03/01/2030 | EUR | 8422 | 9847097 |
|  Republic Services, Inc.<br>4.75%, 07/15/2030 | U.S.$| 402 | 409559 |
|  RTX Corp.<br>2.15%, 05/18/2030 | EUR | 1172 | 1331444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/2027 | U.S.$| 548 | 541507 |
|  UltraTech Cement Ltd.<br>2.80%, 02/16/2031<sup>(a)</sup>  |  | 210 | 187652 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Veralto Corp.<br>4.15%, 09/19/2031 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516143 |
|  |  |  | 30047026 |
|  **Communications - Media – 0.2%** |  |  |  |
|  Charter Communications Operating LLC/Charter Communications Operating Capital<br>2.25%, 01/15/2029 | U.S.$| 121 | 111507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/2048 |  | 149 | 135581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 10/23/2045 |  | 115 | 113938 |
|  Cox Communications, Inc.<br>5.45%, 09/01/2034<sup>(a)</sup>  |  | 681 | 671618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/2033<sup>(a)</sup>  |  | 63 | 63776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/01/2054<sup>(a)</sup>  |  | 136 | 125875 |
|  Grupo Televisa SAB<br>4.625%, 01/30/2026 |  | 200 | 197904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/13/2045 |  | 270 | 193558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 01/15/2040 |  | 350 | 327096 |
|  ITV PLC Series E<br>4.25%, 06/19/2032<sup>(a)</sup>  | EUR | 100 | 119715 |
|  Meta Platforms, Inc.<br>4.45%, 08/15/2052 | U.S.$| 61 | 51411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/2054 |  | 7 | 6825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/2064 |  | 1140 | 1114399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2063 |  | 309 | 311757 |
|  Paramount Global<br>4.375%, 03/15/2043 |  | 878 | 646553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/01/2043 |  | 288 | 250208 |
|  Prosus NV<br>3.06%, 07/13/2031<sup>(a)</sup>  |  | 674 | 596490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 01/21/2030<sup>(a)</sup>  |  | 1062 | 997484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 02/08/2051<sup>(a)</sup>  |  | 200 | 128143 |
|  TDF Infrastructure SASU<br>5.625%, 07/21/2028<sup>(a)</sup>  | EUR | 300 | 376831 |
|  Tencent Holdings Ltd.<br>2.39%, 06/03/2030<sup>(a)</sup>  | U.S.$| 510 | 466803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/22/2031<sup>(a)</sup>  |  | 200 | 185339 |
|  Time Warner Cable Enterprises LLC<br>8.375%, 07/15/2033 |  | 360 | 418812 |
|  Time Warner Cable LLC<br>5.25%, 07/15/2042 | GBP | 100 | 116016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 07/01/2038 | U.S.$| 273 | 297527 |
|  Warnermedia Holdings, Inc.<br>4.05%, 03/15/2029 |  | 192 | 156394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/2042 |  | 850 | 501802 |
|  |  |  | 8683362 |
|  **Communications - Telecommunications – 0.6%** |  |  |  |
|  America Movil SAB de CV<br>6.125%, 11/15/2037 |  | 200 | 211812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/30/2040 |  | 300 | 312480 |
|  AT&T, Inc.<br>4.30%, 11/18/2034 | EUR | 282 | 348631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/19/2028<sup>(a)</sup>  | AUD | 6050 | 4022902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 08/15/2035 | U.S.$| 55 | 55977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 08/15/2056 |  | 55 | 56189 |
|  Axiata SPV2 Bhd<br>Series E<br>2.16%, 08/19/2030<sup>(a)</sup>  |  | 200 | 178242 |
|  Bell Telephone Co. of Canada or Bell Canada<br>3.00%, 03/17/2031 | CAD | 714 | 500102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/10/2032 |  | 10096 | 8139196 |
|  Deutsche Telekom International Finance BV<br>3.60%, 01/19/2027<sup>(a)</sup>  | U.S.$| 642 | 634874 |
|  Empresa Nacional de Telecomunicaciones SA<br>4.75%, 08/01/2026<sup>(a)</sup>  |  | 200 | 200450 |
|  Koninklijke KPN NV<br>Series G<br>5.75%, 09/17/2029<sup>(a)</sup>  | GBP | 75 | 107522 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Ooredoo International Finance Ltd.<br>2.625%, 04/08/2031<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/10/2034<sup>(a)</sup>  |  | 200 | 195589 |
|  PLDT, Inc.<br>2.50%, 01/23/2031<sup>(a)</sup>  |  | 200 | 179000 |
|  PT Tower Bersama Infrastructure Tbk<br>2.80%, 05/02/2027<sup>(a)</sup>  |  | 200 | 191500 |
|  SES GLOBAL Americas Holdings, Inc.<br>5.30%, 03/25/2044<sup>(a)</sup>  |  | 379 | 279138 |
|  SingTel Group Treasury Pte. Ltd.<br>Series E<br>2.375%, 08/28/2029<sup>(a)</sup>  |  | 290 | 269996 |
|  Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC<br>5.15%, 03/20/2028<sup>(a)</sup>  |  | 595 | 598492 |
|  T-Mobile USA, Inc.<br>3.75%, 04/15/2027 |  | 625 | 618696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/2055 |  | 84 | 76597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/15/2055 |  | 129 | 129314 |
|  TDC Net A/S<br>Series E<br>5.06%, 05/31/2028<sup>(a)</sup>  | EUR | 299 | 367158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 02/06/2030<sup>(a)</sup>  |  | 237 | 296934 |
|  Telia Co. AB<br>0.125%, 11/27/2030<sup>(a)</sup>  |  | 271 | 273739 |
|  TELUS Corp.<br>3.40%, 05/13/2032 | U.S.$| 398 | 362457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2055 |  | 5606 | 5654212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series CAG<br>5.25%, 11/15/2032 | CAD | 11257 | 8761691 |
|  Verizon Communications, Inc.<br>0.375%, 03/22/2029 | EUR | 256 | 276215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/17/2027<sup>(a)</sup>  | AUD | 5520 | 3664417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/02/2035 | U.S.$| 51 | 51419 |
|  Vodafone Group PLC<br>Series E<br>3.00%, 08/12/2056<sup>(a)</sup>  | GBP | 100 | 76870 |
|  |  |  | 37469147 |
|  **Consumer Cyclical - Automotive – 0.7%** |  |  |  |
|  American Honda Finance Corp.<br>3.50%, 06/27/2031 | EUR | 349 | 410650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.65%, 04/23/2031 |  | 148 | 176000 |
|  Aptiv Swiss Holdings Ltd.<br>5.75%, 09/13/2054 | U.S.$| 553 | 492157 |
|  BMW US Capital LLC<br>4.65%, 03/19/2027<sup>(a)</sup>  |  | 580 | 583188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/21/2028<sup>(a)</sup>  |  | 78 | 78849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/13/2031<sup>(a)</sup>  |  | 8 | 8043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/21/2030<sup>(a)</sup>  |  | 129 | 131404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/21/2035<sup>(a)</sup>  |  | 129 | 129993 |
|  BorgWarner, Inc.<br>1.00%, 05/19/2031 | EUR | 229 | 233121 |
|  Cummins, Inc.<br>5.45%, 02/20/2054 | U.S.$| 652 | 631733 |
|  Ford Motor Credit Co. LLC<br>3.375%, 11/13/2025 |  | 200 | 198631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.815%, 11/02/2027 |  | 676 | 652515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 05/03/2029 |  | 1311 | 1282015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/07/2035 |  | 662 | 661435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/12/2028 |  | 200 | 206729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/04/2027 |  | 622 | 645956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 03/06/2030 |  | 3396 | 3583808 |
|  General Motors Co.<br>5.20%, 04/01/2045 |  | 283 | 242607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/2048 |  | 676 | 588121 |
|  General Motors Financial Co., Inc.<br>2.35%, 02/26/2027 |  | 94 | 90593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 04/10/2028 |  | 471 | 442802 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/12/2032 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/2027 |  | 54 | 54320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/04/2028 |  | 138 | 139058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/15/2027 |  | 137 | 139013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/07/2030 |  | 135 | 136576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/2030 |  | 54 | 54779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/18/2031 |  | 131 | 133624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/04/2032 |  | 75 | 75818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 01/07/2035 |  | 135 | 135600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 07/15/2035 |  | 54 | 55155 |
|  General Motors Financial of Canada Ltd.<br>5.10%, 07/14/2028 | CAD | 2944 | 2233274 |
|  Harley-Davidson Financial Services, Inc.<br>3.05%, 02/14/2027<sup>(a)</sup>  | U.S.$| 3 | 2916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/11/2029<sup>(a)</sup>  |  | 1232 | 1253091 |
|  Honda Motor Co., Ltd.<br>4.44%, 07/08/2028 |  | 56 | 56051 |
|  Hyundai Capital America<br>2.375%, 10/15/2027<sup>(a)</sup>  |  | 300 | 285298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/25/2027<sup>(a)</sup>  |  | 129 | 129494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/01/2027<sup>(a)</sup>  |  | 167 | 167767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/24/2030<sup>(a)</sup>  |  | 53 | 53571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/27/2030<sup>(a)</sup>  |  | 129 | 130469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup>  |  | 4163 | 4201927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/29/2032<sup>(a)</sup>  |  | 129 | 130624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/23/2032<sup>(a)</sup>  |  | 53 | 53657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 06/26/2028<sup>(a)</sup>  |  | 6331 | 6498131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/21/2028<sup>(a)</sup>  |  | 59 | 61327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/16/2029<sup>(a)</sup>  |  | 147 | 154899 |
|  Hyundai Capital Services, Inc.<br>5.125%, 02/05/2029<sup>(a)</sup>  |  | 320 | 323162 |
|  Hyundai Motor Manufacturing Indonesia PT<br>Series E<br>1.75%, 05/06/2026<sup>(a)</sup>  |  | 250 | 243950 |
|  Magna International, Inc.<br>5.875%, 06/01/2035 |  | 134 | 137358 |
|  Mercedes-Benz Finance North America LLC<br>4.75%, 08/01/2027<sup>(a)</sup>  |  | 341 | 343515 |
|  Stellantis NV<br>Series E<br>0.75%, 01/18/2029<sup>(a)</sup>  | EUR | 181 | 196555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/16/2031<sup>(a)</sup>  |  | 300 | 360489 |
|  Toyota Finance Australia Ltd.<br>4.65%, 09/17/2029 | AUD | 12010 | 7996368 |
|  Toyota Motor Corp.<br>4.45%, 06/30/2030 | U.S.$| 56 | 56185 |
|  Toyota Motor Credit Corp.<br>4.80%, 05/15/2030 |  | 303 | 307732 |
|  Volkswagen Group of America Finance LLC<br>4.60%, 06/08/2029<sup>(a)</sup>  |  | 364 | 359713 |
|  |  |  | 38157266 |
|  **Consumer Cyclical - Entertainment – 0.0%** |  |  |  |
|  Mattel, Inc.<br>3.75%, 04/01/2029<sup>(a)</sup>  |  | 673 | 644944 |
|  **Consumer Cyclical - Other – 0.6%** |  |  |  |
|  Flutter Treasury DAC<br>4.00%, 06/04/2031<sup>(a)</sup>  | EUR | 3369 | 3972770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/29/2029<sup>(a)</sup>  |  | 506 | 617806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/04/2031<sup>(a)</sup>  | GBP | 2882 | 3986298 |
|  GENM Capital Labuan Ltd.<br>3.88%, 04/19/2031<sup>(a)</sup>  | U.S.$| 9753 | 8753318 |
|  Gohl Capital Ltd.<br>4.25%, 01/24/2027<sup>(a)</sup>  |  | 290 | 285396 |
|  HOCHTIEF AG<br>Series E<br>4.25%, 05/31/2030<sup>(a)</sup>  | EUR | 338 | 415253 |
|  JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.<br>5.50%, 01/15/2036<sup>(a)</sup>  | U.S.$| 55 | 54926 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  JH North America Holdings, Inc.<br>5.875%, 01/31/2031<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 07/31/2032<sup>(a)</sup>  |  | 65 | 66081 |
|  Kingspan Securities Ireland DAC<br>Series E<br>3.50%, 10/31/2031<sup>(a)</sup>  | EUR | 132 | 156027 |
|  Las Vegas Sands Corp.<br>3.90%, 08/08/2029 | U.S.$| 410 | 390069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2028 |  | 4315 | 4402549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/14/2030 |  | 2540 | 2619757 |
|  Marriott International, Inc./MD<br>5.10%, 04/15/2032 |  | 20 | 20258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/2035 |  | 107 | 107882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/2037 |  | 1073 | 1073150 |
|  MDC Holdings, Inc.<br>6.00%, 01/15/2043 |  | 5611 | 5058672 |
|  Owens Corning<br>5.50%, 06/15/2027 |  | 7 | 7155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/2034 |  | 129 | 133956 |
|  PulteGroup, Inc.<br>6.375%, 05/15/2033 |  | 44 | 47176 |
|  Sands China Ltd.<br>2.85%, 03/08/2029<sup>(e)</sup>  |  | 277 | 254330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/08/2031<sup>(e)</sup>  |  | 450 | 395831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/18/2030<sup>(e)</sup>  |  | 499 | 477046 |
|  |  |  | 37381176 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  Darden Restaurants, Inc.<br>3.85%, 05/01/2027 |  | 658 | 652600 |
|  Starbucks Corp.<br>4.50%, 05/15/2028 |  | 559 | 561798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/2030 |  | 55 | 55683 |
|  |  |  | 1270081 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Alimentation Couche-Tard, Inc.<br>4.01%, 02/12/2036<sup>(a)</sup>  | EUR | 457 | 532218 |
|  CK Hutchison International 21 Ltd.<br>2.50%, 04/15/2031<sup>(a)</sup>  | U.S.$| 460 | 411442 |
|  Dick's Sporting Goods, Inc.<br>4.10%, 01/15/2052 |  | 368 | 262484 |
|  Dollarama, Inc.<br>5.53%, 09/26/2028 | CAD | 231 | 180765 |
|  El Puerto de Liverpool SAB de CV<br>6.66%, 01/22/2037<sup>(a)</sup>  | U.S.$| 200 | 206880 |
|  Home Depot, Inc. (The)<br>3.90%, 06/15/2047 |  | 143 | 112530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/2046 |  | 539 | 451251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/2052 |  | 247 | 224420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/25/2054 |  | 52 | 49898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/2041 |  | 50 | 52790 |
|  Lowe's Cos., Inc.<br>4.05%, 05/03/2047 |  | 98 | 76258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/15/2053 |  | 120 | 115469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/2053 |  | 122 | 119314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/2062 |  | 484 | 468279 |
|  Pandora A/S<br>Series E<br>3.875%, 05/31/2030<sup>(a)</sup>  | EUR | 144 | 173641 |
|  Ralph Lauren Corp.<br>5.00%, 06/15/2032 | U.S.$| 508 | 515809 |
|  Tapestry, Inc.<br>5.50%, 03/11/2035 |  | 137 | 137511 |
|  Target Corp.<br>5.25%, 02/15/2036 |  | 53 | 53475 |
|  |  |  | 4144434 |
|  **Consumer Non-Cyclical – 1.9%** |  |  |  |
|  Alcon Finance Corp.<br>2.60%, 05/27/2030<sup>(a)</sup>  |  | 290 | 265496 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/23/2029<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263674 |
|  Altria Group, Inc.<br>2.45%, 02/04/2032 |  | 746 | 643502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/15/2031 | EUR | 4504 | 5217438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/04/2051 | U.S.$| 553 | 382683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/09/2042 |  | 849 | 691312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 02/06/2035 |  | 500 | 510052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 02/14/2039 |  | 578 | 585469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/2033 |  | 79 | 88241 |
|  American Medical Systems Europe BV<br>3.00%, 03/08/2031 | EUR | 7318 | 8605030 |
|  Anheuser-Busch InBev SA/NV<br>Series E<br>1.65%, 03/28/2031<sup>(a)</sup>  |  | 728 | 797432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/22/2044<sup>(a)</sup>  |  | 360 | 414711 |
|  Asahi Group Holdings Ltd.<br>0.34%, 04/19/2027<sup>(a)</sup>  |  | 535 | 606824 |
|  Barry Callebaut Services NV<br>4.00%, 06/14/2029<sup>(a)</sup>  |  | 600 | 712806 |
|  BAT Capital Corp.<br>4.54%, 08/15/2047 | U.S.$| 14 | 11311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 08/15/2032 |  | 87 | 88993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/15/2035 |  | 138 | 140308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/15/2055 |  | 138 | 139618 |
|  BAT International Finance PLC<br>Series E<br>2.25%, 01/16/2030<sup>(a)</sup>  | EUR | 143 | 162755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/12/2032<sup>(a)</sup>  |  | 11373 | 13750168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/05/2040 | GBP | 83 | 108167 |
|  BAT Netherlands Finance BV<br>Series E<br>5.375%, 02/16/2031<sup>(a)</sup>  | EUR | 300 | 387292 |
|  Becton Dickinson & Co.<br>3.83%, 06/07/2032 |  | 308 | 370864 |
|  British American Tobacco PLC<br>Series NC8<br>3.75%, 06/27/2029<sup>(a)</sup> <sup>(c)</sup> |  | 477 | 547279 |
|  Cardinal Health, Inc.<br>3.41%, 06/15/2027 | U.S.$| 699 | 688587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/2034 |  | 136 | 138601 |
|  Cargill, Inc.<br>3.875%, 04/24/2030<sup>(a)</sup>  | EUR | 5792 | 7089863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/22/2052<sup>(a)</sup>  | U.S.$| 187 | 153228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/11/2035<sup>(a)</sup>  |  | 1036 | 1042965 |
|  Cencora, Inc.<br>2.875%, 05/22/2028 | EUR | 145 | 171425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/2027 | U.S.$| 426 | 417874 |
|  Cencosud SA<br>4.375%, 07/17/2027<sup>(a)</sup>  |  | 230 | 227845 |
|  Cia Cervecerias Unidas SA<br>3.35%, 01/19/2032<sup>(a)</sup>  |  | 200 | 177050 |
|  Coca-Cola Co. (The)<br>1.25%, 03/08/2031 | EUR | 170 | 183032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/14/2044 |  | 207 | 228899 |
|  CommonSpirit Health<br>3.82%, 10/01/2049 | U.S.$| 364 | 268314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 10/01/2049 |  | 401 | 311396 |
|  CVS Health Corp.<br>5.70%, 06/01/2034 |  | 203 | 208990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/2044 |  | 428 | 422830 |
|  Dentsply Sirona, Inc.<br>3.25%, 06/01/2030 |  | 711 | 648894 |
|  Electrolux AB<br>Series E<br>4.50%, 09/29/2028<sup>(a)</sup>  | EUR | 289 | 352845 |
|  Eli Lilly & Co.<br>4.95%, 02/27/2063 | U.S.$| 600 | 544860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/09/2064 |  | 130 | 120832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/14/2064 |  | 596 | 563817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/12/2065 |  | 301 | 304369 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  GE HealthCare Technologies, Inc.<br>4.80%, 01/15/2031 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55449 |
|  General Mills, Inc.<br>3.60%, 04/17/2032 | EUR | 13835 | 16346994 |
|  GlaxoSmithKline Capital, Inc.<br>4.50%, 04/15/2030 | U.S.$| 138 | 139132 |
|  Hershey Co. (The)<br>5.10%, 02/24/2035 |  | 383 | 388971 |
|  Illumina, Inc.<br>4.65%, 09/09/2026 |  | 137 | 137159 |
|  Imperial Brands Finance PLC<br>3.875%, 07/26/2029<sup>(a)</sup>  |  | 526 | 509289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/30/2028<sup>(a)</sup>  |  | 4522 | 4518217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/01/2035<sup>(a)</sup>  |  | 513 | 512958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/01/2034<sup>(a)</sup>  |  | 385 | 393903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.875%, 02/12/2034<sup>(a)</sup>  | EUR | 191 | 221033 |
|  Indofood CBP Sukses Makmur Tbk PT<br>3.40%, 06/09/2031<sup>(a)</sup>  | U.S.$| 490 | 448904 |
|  Jazz Securities DAC<br>4.375%, 01/15/2029<sup>(a)</sup>  |  | 1827 | 1765407 |
|  JT International Financial Services BV<br>Series E<br>4.125%, 06/17/2035<sup>(a)</sup>  | EUR | 152 | 179738 |
|  Kellanova<br>3.75%, 05/16/2034 |  | 250 | 297070 |
|  Keurig Dr. Pepper, Inc.<br>3.20%, 05/01/2030 | U.S.$| 148 | 139522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/2030 |  | 129 | 129630 |
|  Kraft Heinz Foods Co.<br>3.25%, 03/15/2033 | EUR | 625 | 718658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/2032 | U.S.$| 401 | 408199 |
|  Kroger Co. (The)<br>2.65%, 10/15/2026 |  | 248 | 243005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/2054 |  | 54 | 51215 |
|  Loblaw Cos. Ltd.<br>6.54%, 02/17/2033<sup>(a)</sup>  | CAD | 3182 | 2652680 |
|  Louis Dreyfus Co. Finance BV<br>3.50%, 10/22/2031<sup>(a)</sup>  | EUR | 259 | 302233 |
|  Mars, Inc.<br>4.45%, 03/01/2027<sup>(a)</sup>  | U.S.$| 138 | 138574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/01/2028<sup>(a)</sup>  |  | 79 | 79655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/01/2030<sup>(a)</sup>  |  | 138 | 139802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/2032<sup>(a)</sup>  |  | 138 | 139845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/2035<sup>(a)</sup>  |  | 108 | 109271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/01/2045<sup>(a)</sup>  |  | 138 | 138124 |
|  McKesson Corp.<br>4.65%, 05/30/2030 |  | 55 | 55436 |
|  Merck & Co., Inc.<br>5.15%, 05/17/2063 |  | 191 | 175864 |
|  Molson Coors Beverage Co.<br>3.80%, 06/15/2032 | EUR | 224 | 269245 |
|  Mondelez International, Inc.<br>4.50%, 05/06/2030 | U.S.$| 347 | 346625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/06/2035 |  | 55 | 55180 |
|  MSD Netherlands Capital BV<br>3.70%, 05/30/2044 | EUR | 366 | 412224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/30/2054 |  | 249 | 268081 |
|  Mylan, Inc.<br>5.20%, 04/15/2048 | U.S.$| 201 | 159486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/29/2043 |  | 730 | 613510 |
|  Nestle Holdings, Inc.<br>5.25%, 09/21/2026<sup>(a)</sup>  | GBP | 100 | 138622 |
|  PepsiCo, Inc.<br>4.65%, 02/15/2053 | U.S.$| 48 | 42343 |
|  Pfizer Netherlands International Finance BV<br>2.875%, 05/19/2029 | EUR | 3445 | 4088881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/19/2032 |  | 192 | 228352 |
|  Pfizer, Inc.<br>7.20%, 03/15/2039 | U.S.$| 95 | 112770 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Philip Morris International, Inc.<br>1.75%, 11/01/2030 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/28/2028 |  | 129 | 128738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/01/2027 |  | 633 | 635881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/30/2030 |  | 433 | 431872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/12/2027 |  | 37 | 37326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/30/2035 |  | 129 | 127264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2043 |  | 646 | 591329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 11/17/2027 |  | 238 | 242740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/17/2029 |  | 32 | 33598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/07/2033 |  | 267 | 279761 |
|  Pilgrim's Pride Corp.<br>6.875%, 05/15/2034 |  | 4 | 4391 |
|  REWE International Finance BV<br>4.875%, 09/13/2030<sup>(a)</sup>  | EUR | 400 | 504499 |
|  Saputo, Inc.<br>5.25%, 11/29/2029 | CAD | 13719 | 10707486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.49%, 11/20/2030 |  | 6874 | 5433852 |
|  Sutter Health<br>Series 2025<br>5.54%, 08/15/2035 | U.S.$| 140 | 144788 |
|  Sysco Corp.<br>5.10%, 09/23/2030 |  | 299 | 306564 |
|  Takeda US Financing, Inc.<br>5.20%, 07/07/2035 |  | 514 | 514041 |
|  Thermo Fisher Scientific Finance I BV<br>1.625%, 10/18/2041 | EUR | 261 | 220805 |
|  Upjohn Finance BV<br>1.36%, 06/23/2027<sup>(a)</sup>  |  | 220 | 251876 |
|  Viatris, Inc.<br>2.70%, 06/22/2030 | U.S.$| 4021 | 3582171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/22/2040 |  | 947 | 698958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/22/2050 |  | 235 | 156561 |
|  Viterra Finance BV<br>Series E<br>1.00%, 09/24/2028<sup>(a)</sup>  | EUR | 281 | 311402 |
|  |  |  | 114014843 |
|  **Energy – 1.9%** |  |  |  |
|  Adnoc Murban Rsc Ltd.<br>5.125%, 09/11/2054<sup>(a)</sup>  | U.S.$| 200 | 181125 |
|  APA Infrastructure Ltd.<br>Series E<br>2.00%, 07/15/2030<sup>(a)</sup>  | EUR | 560 | 622090 |
|  BP Capital Markets America, Inc.<br>5.23%, 11/17/2034 | U.S.$| 147 | 149456 |
|  BP Capital Markets BV<br>Series E<br>4.32%, 05/12/2035<sup>(a)</sup>  | EUR | 100 | 123186 |
|  BP Capital Markets PLC<br>3.25%, 03/22/2026<sup>(a)</sup> <sup>(</sup><sup>c)</sup> |  | 3699 | 4359932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/22/2029<sup>(a)</sup> <sup>(c)</sup> |  | 8895 | 10399687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/22/2027<sup>(a)</sup> <sup>(c)</sup> | GBP | 328 | 441766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/19/2031<sup>(a)</sup> <sup>(c)</sup> | EUR | 212 | 250097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/28/2029<sup>(a)</sup>  | AUD | 9360 | 6263370 |
|  Canadian Natural Resources Ltd.<br>3.85%, 06/01/2027 | U.S.$| 140 | 138641 |
|  Cheniere Energy Partners LP<br>5.55%, 10/30/2035<sup>(a)</sup>  |  | 186 | 187482 |
|  Colonial Pipeline Co.<br>4.25%, 04/15/2048<sup>(a)</sup>  |  | 821 | 624832 |
|  ConocoPhillips Co.<br>4.025%, 03/15/2062 |  | 210 | 151195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/2054 |  | 205 | 195840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/15/2065 |  | 53 | 50324 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup>  |  | 2050 | 1723677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028 |  | 204 | 201149 |
|  Devon Energy Corp.<br>7.95%, 04/15/2032 |  | 3761 | 4318092 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Enbridge, Inc.<br>4.60%, 06/20/2028 | U.S.$| 54 | $54405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/20/2030 |  | 54 | 54547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 11/09/2032 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13869015 |
|  Energy Transfer LP<br>5.55%, 05/15/2034 | U.S.$| 94 | 95232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/01/2034 |  | 192 | 194913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 04/01/2055 |  | 137 | 134910 |
|  Eni SpA<br>5.75%, 05/19/2035<sup>(a)</sup>  |  | 3117 | 3176819 |
|  Enterprise Products Operating LLC<br>Series E<br>5.25%, 08/16/2077 |  | 96 | 94899 |
|  EOG Resources, Inc.<br>5.65%, 12/01/2054 |  | 199 | 194642 |
|  Exxon Mobil Corp.<br>4.23%, 03/19/2040 |  | 215 | 192221 |
|  Greensaif Pipelines Bidco SARL<br>5.85%, 02/23/2036<sup>(a)</sup>  |  | 200 | 201987 |
|  Hanwha Energy USA Holdings Corp.<br>4.375%, 07/02/2028<sup>(a)</sup>  |  | 250 | 250683 |
|  Harbour Energy PLC<br>6.33%, 04/01/2035<sup>(a)</sup>  |  | 149 | 147910 |
|  KazMunayGas National Co. JSC<br>3.50%, 04/14/2033<sup>(a)</sup>  |  | 334 | 288285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/19/2047<sup>(a)</sup>  |  | 260 | 223746 |
|  Kinder Morgan, Inc.<br>2.25%, 03/16/2027 | EUR | 530 | 620491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/2030 | U.S.$| 50 | 51075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/01/2035 |  | 115 | 119180 |
|  MPLX LP<br>4.95%, 03/14/2052 |  | 516 | 427471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/01/2053 |  | 271 | 249475 |
|  ONEOK Partners LP<br>6.65%, 10/01/2036 |  | 36 | 38676 |
|  ONEOK, Inc.<br>5.05%, 11/01/2034 |  | 317 | 308534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/2048 |  | 588 | 511709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 09/01/2034 |  | 106 | 107403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/01/2054 |  | 637 | 587592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 09/01/2033 |  | 2049 | 2151539 |
|  ORLEN SA<br>6.00%, 01/30/2035<sup>(a)</sup>  |  | 380 | 389690 |
|  Ovintiv, Inc.<br>7.375%, 11/01/2031 |  | 461 | 503759 |
|  Pluspetrol Camisea SA/Pluspetrol Lote 56 SA<br>6.24%, 07/03/2036<sup>(a)</sup>  |  | 230 | 236359 |
|  Qatarenergy LNG S3<br>5.84%, 09/30/2027<sup>(a)</sup>  |  | 225 | 228667 |
|  Raizen Fuels Finance SA<br>5.70%, 01/17/2035<sup>(a)</sup>  |  | 220 | 205549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/08/2032<sup>(a)</sup>  |  | 260 | 257404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/05/2034<sup>(a)</sup>  |  | 5285 | 5260522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(a)</sup>  |  | 3880 | 3795293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 03/05/2054<sup>(a)</sup>  |  | 230 | 213370 |
|  Reliance Industries Ltd.<br>3.625%, 01/12/2052<sup>(a)</sup>  |  | 300 | 205164 |
|  Repsol International Finance BV<br>4.25%, 09/11/2028<sup>(a)</sup> <sup>(c)</sup> | EUR | 390 | 467045 |
|  SA Global Sukuk Ltd.<br>1.60%, 06/17/2026<sup>(a)</sup>  | U.S.$| 350 | 339850 |
|  Saudi Arabian Oil Co.<br>2.25%, 11/24/2030<sup>(a)</sup>  |  | 1100 | 975194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/24/2050<sup>(a)</sup>  |  | 410 | 260223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/17/2054<sup>(a)</sup>  |  | 242 | 225375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/17/2064<sup>(a)</sup>  |  | 522 | 474368 |
|  Snam SpA<br>Series E<br>Zero Coupon, 12/07/2028<sup>(a)</sup>  | EUR | 387 | 415093 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Sweihan PV Power Co. PJSC<br>3.625%, 01/31/2049<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372391 |
|  Targa Resources Corp.<br>4.90%, 09/15/2030 |  | 95 | 95849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/2035 |  | 302 | 303518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2036 |  | 104 | 104963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/2052 |  | 454 | 449677 |
|  Tennessee Gas Pipeline Co. LLC<br>2.90%, 03/01/2030<sup>(a)</sup>  |  | 250 | 230853 |
|  Terega SASU<br>0.625%, 02/27/2028<sup>(a)</sup>  | EUR | 200 | 221741 |
|  Thaioil Treasury Center Co., Ltd.<br>2.50%, 06/18/2030<sup>(a)</sup>  | U.S.$| 330 | 286928 |
|  TotalEnergies Capital International SA<br>Series E<br>1.66%, 07/22/2026<sup>(a)</sup>  | GBP | 300 | 400468 |
|  TotalEnergies SE<br>2.00%, 01/17/2027<sup>(a)</sup> <sup>(c)</sup> | EUR | 11880 | 13716643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 11/19/2029<sup>(a)</sup> <sup>(c)</sup> |  | 548 | 652120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series NC7<br>1.625%, 10/25/2027<sup>(a)</sup> <sup>(c)</sup> |  | 1929 | 2178420 |
|  TransCanada PipeLines Ltd.<br>5.33%, 05/12/2032 | CAD | 227 | 178040 |
|  Transportadora de Gas del Peru SA<br>4.25%, 04/30/2028<sup>(a)</sup>  | U.S.$| 120 | 118726 |
|  Transportadora de Gas Internacional SA ESP<br>5.55%, 11/01/2028<sup>(a)</sup>  |  | 200 | 202500 |
|  Var Energi ASA<br>5.875%, 05/22/2030<sup>(a)</sup>  |  | 2182 | 2234215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/22/2035<sup>(a)</sup>  |  | 1179 | 1217754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(a)</sup>  |  | 6774 | 7179123 |
|  Venture Global Calcasieu Pass LLC<br>3.875%, 08/15/2029<sup>(a)</sup>  |  | 1988 | 1875805 |
|  Williams Cos., Inc. (The)<br>4.625%, 06/30/2030 |  | 416 | 416382 |
|  Wintershall Dea Finance BV<br>1.82%, 09/25/2031<sup>(a)</sup>  | EUR | 8500 | 8812909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 10/03/2032<sup>(a)</sup>  |  | 2549 | 3005819 |
|  Woodside Finance Ltd.<br>5.40%, 05/19/2030 | U.S.$| 75 | 75950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/2035 |  | 194 | 197472 |
|  |  |  | 113710491 |
|  **Other Industrial – 0.1%** |  |  |  |
|  Alfa Desarrollo SpA<br>4.55%, 09/27/2051<sup>(a)</sup>  |  | 306 | 224521 |
|  CITIC Ltd.<br>Series E<br>2.85%, 02/25/2030<sup>(a)</sup>  |  | 250 | 234237 |
|  Duke University<br>Series 2020<br>2.83%, 10/01/2055 |  | 1099 | 671102 |
|  Ferguson Finance PLC<br>4.65%, 04/20/2032<sup>(a)</sup>  |  | 624 | 609311 |
|  LKQ Dutch Bond BV<br>4.125%, 03/13/2031 | EUR | 188 | 225170 |
|  Mitsui & Co., Ltd.<br>2.19%, 01/19/2027<sup>(a)</sup>  | U.S.$| 677 | 654732 |
|  President & Fellows of Harvard College<br>3.30%, 07/15/2056 |  | 575 | 392966 |
|  University of Miami<br>Series 2022<br>4.06%, 04/01/2052 |  | 840 | 653219 |
|  University of Southern California<br>4.98%, 10/01/2053 |  | 448 | 413061 |
|  Washington University (The)<br>Series 2022<br>3.52%, 04/15/2054 |  | 941 | 674133 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Worley US Finance Sub Ltd.<br>Series E<br>0.875%, 06/09/2026<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615591 |
|  WW Grainger, Inc.<br>4.60%, 06/15/2045 | U.S.$| 234 | 206700 |
|  |  |  | 5574743 |
|  **Services** – **0.9%** |  |  |  |
|  Alibaba Group Holding Ltd.<br>2.125%, 02/09/2031 |  | 430 | 380266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 11/28/2029<sup>(a)</sup>  | CNH | 97910 | 13950208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/26/2035<sup>(a)</sup>  | U.S.$| 200 | 202257 |
|  Amazon.com, Inc.<br>4.10%, 04/13/2062 |  | 65 | 50769 |
|  Booking Holdings, Inc.<br>4.00%, 03/01/2044 | EUR | 100 | 112588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2031 |  | 3282 | 4131944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/2034 |  | 233 | 296778 |
|  Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV<br>8.50%, 01/15/2031<sup>(a)</sup>  | GBP | 424 | 622744 |
|  Chicago Parking Meters LLC<br>4.93%, 12/30/2025 | U.S.$| 16500 | 16442219 |
|  Global Payments, Inc.<br>4.875%, 03/17/2031 | EUR | 8702 | 10750350 |
|  ISS Global A/S<br>Series E<br>0.875%, 06/18/2026<sup>(a)</sup>  |  | 106 | 123291 |
|  Mastercard, Inc.<br>1.00%, 02/22/2029 |  | 278 | 309479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/26/2050 | U.S.$| 209 | 164915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 01/15/2035 |  | 355 | 348914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/15/2032 |  | 473 | 486611 |
|  PayPal Holdings, Inc.<br>5.50%, 06/01/2054 |  | 130 | 127246 |
|  RELX Capital, Inc.<br>4.75%, 03/27/2030 |  | 129 | 130727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/27/2035 |  | 129 | 131883 |
|  Rentokil Initial Finance BV<br>Series E<br>4.375%, 06/27/2030<sup>(a)</sup>  | EUR | 100 | 124400 |
|  Securitas Treasury Ireland DAC<br>Series E<br>4.375%, 03/06/2029<sup>(a)</sup>  |  | 100 | 123332 |
|  Visa, Inc.<br>4.30%, 12/14/2045 | U.S.$| 650 | 565334 |
|  Worldline SA/France<br>Series E<br>4.125%, 09/12/2028<sup>(a)</sup>  | EUR | 300 | 310971 |
|  |  |  | 49887226 |
|  **Technology** – **1.6%** |  |  |  |
|  AAC Technologies Holdings, Inc.<br>3.75%, 06/02/2031<sup>(a)</sup>  | U.S.$| 290 | 265997 |
|  Allegion US Holding Co., Inc.<br>5.60%, 05/29/2034 |  | 256 | 262902 |
|  Alphabet, Inc.<br>2.50%, 05/06/2029 | EUR | 5446 | 6409210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/06/2033 |  | 178 | 208036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/2055 | U.S.$| 253 | 249075 |
|  Amdocs Ltd.<br>2.54%, 06/15/2030 |  | 295 | 266885 |
|  Amphenol Corp.<br>4.375%, 06/12/2028 |  | 55 | 55381 |
|  Analog Devices, Inc.<br>1.70%, 10/01/2028 |  | 300 | 278048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/2030 |  | 55 | 55431 |
|  Apple, Inc.<br>4.20%, 05/12/2030 |  | 202 | 202926 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  ASML Holding NV<br>1.375%, 07/07/2026<sup>(a)</sup>  | EUR | 100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116774 |
|  Baidu, Inc.<br>2.375%, 08/23/2031 | U.S.$| 320 | 285389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/12/2030<sup>(a)</sup>  | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47140 | 6668285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/12/2035<sup>(a)</sup>  |  | 46220 | 6626594 |
|  Booz Allen Hamilton, Inc.<br>5.95%, 04/15/2035 | U.S.$| 84 | 85699 |
|  Broadridge Financial Solutions, Inc.<br>2.90%, 12/01/2029 |  | 697 | 653198 |
|  CDW LLC/CDW Finance Corp.<br>3.25%, 02/15/2029 |  | 436 | 413285 |
|  Cisco Systems, Inc.<br>4.75%, 02/24/2030 |  | 82 | 83822 |
|  Concentrix Corp.<br>6.65%, 08/02/2026 |  | 638 | 649571 |
|  Dell International LLC/EMC Corp.<br>4.75%, 04/01/2028 |  | 129 | 130535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2030 |  | 129 | 131079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/2032 |  | 172 | 175635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2035 |  | 182 | 183836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.35%, 07/15/2046 |  | 125 | 159007 |
|  DXC Capital Funding DAC<br>0.95%, 09/15/2031<sup>(a)</sup>  | EUR | 568 | 564434 |
|  Fidelity National Information Services, Inc.<br>2.00%, 05/21/2030 |  | 5327 | 5984058 |
|  Fiserv Funding ULC<br>3.50%, 06/15/2032 |  | 8927 | 10487636 |
|  Fiserv, Inc.<br>1.625%, 07/01/2030 |  | 6488 | 7086683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 06/01/2027 | U.S.$| 277 | 266833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/24/2031 | EUR | 471 | 586387 |
|  Fortive Corp.<br>3.15%, 06/15/2026 | U.S.$| 519 | 512089 |
|  Foundry JV Holdco LLC<br>5.90%, 01/25/2033<sup>(a)</sup>  |  | 6027 | 6249401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/25/2036<sup>(a)</sup>  |  | 300 | 310719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 01/25/2032<sup>(a)</sup>  |  | 1156 | 1215498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/25/2035<sup>(a)</sup>  |  | 3565 | 3742766 |
|  Foxconn Far East Ltd.<br>Series E<br>2.50%, 10/28/2030<sup>(a)</sup>  |  | 200 | 180493 |
|  Hewlett Packard Enterprise Co.<br>4.45%, 09/25/2026 |  | 139 | 139230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/15/2045<sup>(e)</sup>  |  | 647 | 663523 |
|  Honeywell International, Inc.<br>Series 4Y<br>3.50%, 05/17/2027 | EUR | 8594 | 10334117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/01/2027 | U.S.$| 706 | 672147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/01/2031 |  | 763 | 651206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/01/2026 |  | 433 | 423434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/01/2030 | EUR | 100 | 120166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/01/2036 |  | 100 | 117146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/02/2034 |  | 234 | 287754 |
|  HP, Inc.<br>2.65%, 06/17/2031 | U.S.$| 714 | 630694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/17/2027 |  | 331 | 323082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2028 |  | 258 | 261002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/25/2030 |  | 125 | 128368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 04/25/2035 |  | 125 | 129377 |
|  IBM International Capital Pte. Ltd.<br>4.60%, 02/05/2027 |  | 101 | 101566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/05/2054 |  | 129 | 120142 |
|  Intel Corp.<br>3.75%, 03/25/2027 |  | 407 | 402855 |
|  International Business Machines Corp.<br>1.70%, 05/15/2027 |  | 653 | 624376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/31/2031 | EUR | 509 | 559647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 02/09/2027 | U.S.$| 100 | 96981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/2029 |  | 100 | 97180 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 02/06/2031 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/20/2042 | U.S.$| 178 | 147416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/27/2027 |  | 276 | 276078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2049 |  | 100 | 80563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/27/2052 |  | 284 | 251611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/06/2053 |  | 100 | 91021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/10/2035 |  | 136 | 137961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/10/2055 |  | 136 | 134489 |
|  Intuit, Inc.<br>1.35%, 07/15/2027 |  | 400 | 379208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/2053 |  | 178 | 176577 |
|  Keysight Technologies, Inc.<br>5.35%, 07/30/2030 |  | 135 | 139248 |
|  KLA Corp.<br>4.95%, 07/15/2052 |  | 119 | 108310 |
|  Lam Research Corp.<br>4.875%, 03/15/2049 |  | 277 | 252389 |
|  Leidos, Inc.<br>4.375%, 05/15/2030 |  | 656 | 646913 |
|  Lenovo Group Ltd.<br>3.42%, 11/02/2030<sup>(a)</sup>  |  | 818 | 761558 |
|  Marvell Technology, Inc.<br>4.75%, 07/15/2030 |  | 55 | 55250 |
|  Micron Technology, Inc.<br>6.05%, 11/01/2035 |  | 129 | 134924 |
|  Open Text Corp.<br>6.90%, 12/01/2027<sup>(a)</sup>  |  | 610 | 632081 |
|  Oracle Corp.<br>2.80%, 04/01/2027 |  | 653 | 636471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/2061 |  | 362 | 261165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/03/2028 |  | 678 | 689049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/03/2032 |  | 56 | 57454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/03/2055 |  | 678 | 676940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 08/03/2065 |  | 136 | 136026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/15/2038 |  | 382 | 415258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 11/09/2052 |  | 287 | 319130 |
|  QUALCOMM, Inc.<br>6.00%, 05/20/2053 |  | 23 | 24188 |
|  Renesas Electronics Corp.<br>2.17%, 11/25/2026<sup>(a)</sup>  |  | 877 | 847640 |
|  Salesforce, Inc.<br>2.70%, 07/15/2041 |  | 494 | 354973 |
|  SAP SE<br>1.625%, 03/10/2031<sup>(a)</sup>  | EUR | 100 | 110620 |
|  ServiceNow, Inc.<br>1.40%, 09/01/2030 | U.S.$| 752 | 651501 |
|  SK Hynix, Inc.<br>2.375%, 01/19/2031<sup>(a)</sup>  |  | 260 | 229702 |
|  TD SYNNEX Corp.<br>1.75%, 08/09/2026 |  | 249 | 240865 |
|  Teleperformance SE<br>Series E<br>3.75%, 06/24/2029<sup>(a)</sup>  | EUR | 400 | 480450 |
|  Texas Instruments, Inc.<br>4.50%, 05/23/2030 | U.S.$| 55 | 55613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/23/2035 |  | 55 | 56026 |
|  TSMC Global Ltd.<br>1.375%, 09/28/2030<sup>(a)</sup>  |  | 540 | 464481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/23/2031<sup>(a)</sup>  |  | 790 | 702760 |
|  VMware LLC<br>1.40%, 08/15/2026 |  | 684 | 661803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 08/15/2028 |  | 31 | 28679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/21/2027 |  | 642 | 636776 |
|  Workday, Inc.<br>3.50%, 04/01/2027 |  | 265 | 261664 |
|  |  |  | 92382880 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Transportation - Airlines – 0.2%** |  |  |  |
|  Alaska Airlines 2020-1 Class A Pass Through Trust<br>4.80%, 08/15/2027<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495469 |
|  AS Mileage Plan IP Ltd.<br>5.02%, 10/20/2029<sup>(a)</sup>  |  | 7622 | 7544841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.31%, 10/20/2031<sup>(a)</sup>  |  | 173 | 171544 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.50%, 10/20/2025<sup>(a)</sup>  |  | 47 | 47178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/20/2028<sup>(a)</sup>  |  | 681 | 682404 |
|  easyJet PLC<br>Series E<br>3.75%, 03/20/2031<sup>(a)</sup>  | EUR | 100 | 119959 |
|  United Airlines 2020-1 Class A Pass Through Trust<br>Series 20-1<br>5.875%, 10/15/2027 | U.S.$| 623 | 634597 |
|  United Airlines, Inc.<br>4.375%, 04/15/2026<sup>(a)</sup>  |  | 2341 | 2324359 |
|  |  |  | 12020351 |
|  **Transportation - Railroads – 0.3%** |  |  |  |
|  Canadian National Railway Co.<br>3.60%, 08/01/2047 | CAD | 355 | 220957 |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup>  | U.S.$| 381 | 357982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup>  |  | 227 | 229839 |
|  MTR Corp., Ltd.<br>Series E<br>2.75%, 09/20/2034<sup>(a)</sup>  | CNH | 76620 | 11024846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 09/20/2054<sup>(a)</sup>  |  | 40000 | 5755597 |
|  |  |  | 17589221 |
|  **Transportation - Services – 0.2%** |  |  |  |
|  Abertis Infraestructuras SA<br>Series E<br>3.375%, 11/27/2026<sup>(a)</sup>  | GBP | 100 | 134399 |
|  Adani Ports & Special Economic Zone Ltd.<br>3.83%, 02/02/2032<sup>(a)</sup>  | U.S.$| 290 | 247950 |
|  Aeroporti di Roma SpA<br>Series E<br>4.875%, 07/10/2033<sup>(a)</sup>  | EUR | 199 | 251414 |
|  Autostrade per l'Italia SpA<br>2.00%, 12/04/2028<sup>(a)</sup>  |  | 170 | 194672 |
|  DSV Finance BV<br>Series E<br>3.25%, 11/06/2030<sup>(a)</sup>  |  | 100 | 118597 |
|  ENA Master Trust<br>4.00%, 05/19/2048<sup>(a)</sup>  | U.S.$| 1716 | 1241423 |
|  Heathrow Funding Ltd.<br>6.45%, 12/10/2031<sup>(a)</sup>  | GBP | 2905 | 4261901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.875%, 03/14/2034<sup>(a)</sup>  | EUR | 298 | 301909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/16/2036<sup>(a)</sup>  |  | 373 | 433419 |
|  HPHT Finance 21 Ltd.<br>2.00%, 03/19/2026<sup>(a)</sup>  | U.S.$| 250 | 245377 |
|  International Distribution Services PLC<br>1.25%, 10/08/2026<sup>(a)</sup>  | EUR | 146 | 168867 |
|  Motability Operations Group PLC<br>Series E<br>3.875%, 01/24/2034<sup>(a)</sup>  |  | 244 | 291527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/17/2035<sup>(a)</sup>  |  | 361 | 440114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/17/2043<sup>(a)</sup>  | GBP | 100 | 119573 |
|  Ryder System, Inc.<br>4.85%, 06/15/2030 | U.S.$| 129 | 130190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/2030 |  | 287 | 290975 |
|  Sats Treasury Pte. Ltd.<br>Series G<br>4.83%, 01/23/2029<sup>(a)</sup>  |  | 200 | 203352 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Varanasi Aurangabad Nh-2 Tollway Pvt. Ltd.<br>5.90%, 02/28/2034<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | $296656 |
|  |  |  | 9372315 |
|  |  |  | 608765774 |
|  **Utility** – **2.3%** |  |  |  |
|  **Electric** – **1.3%** |  |  |  |
|  Abu Dhabi National Energy Co. PJSC<br>4.75%, 03/09/2037<sup>(a)</sup>  |  | 200 | 191126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/23/2030<sup>(a)</sup>  |  | 420 | 427350 |
|  Adani Electricity Mumbai Ltd.<br>3.95%, 02/12/2030<sup>(a)</sup>  |  | 490 | 437325 |
|  Adani Transmission Step-One Ltd.<br>4.00%, 08/03/2026<sup>(a)</sup>  |  | 8086 | 7964710 |
|  AEP Transmission Co. LLC<br>5.15%, 04/01/2034 |  | 283 | 286418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 06/15/2035 |  | 190 | 194094 |
|  AES Andes SA<br>6.25%, 03/14/2032<sup>(a)</sup>  |  | 200 | 204600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/15/2029<sup>(a)</sup>  |  | 200 | 204691 |
|  AES Panama Generation Holdings SRL<br>4.375%, 05/31/2030<sup>(a)</sup>  |  | 612 | 556506 |
|  Alexander Funding Trust II<br>7.47%, 07/31/2028<sup>(a)</sup>  |  | 2863 | 3061258 |
|  Ameren Illinois Co.<br>5.625%, 03/01/2055 |  | 54 | 53429 |
|  American Electric Power Co., Inc.<br>6.95%, 12/15/2054 |  | 148 | 154676 |
|  Black Hills Corp.<br>5.95%, 03/15/2028 |  | 2 | 2072 |
|  CenterPoint Energy Houston Electric LLC<br>4.95%, 04/01/2033 |  | 29 | 29134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  | 319 | 318868 |
|  Chile Electricity PEC SpA<br>Zero Coupon, 01/25/2028<sup>(f)</sup>  |  | 201 | 175971 |
|  Cometa Energia SA de CV<br>6.375%, 04/24/2035<sup>(a)</sup>  |  | 297 | 305530 |
|  Commonwealth Edison Co.<br>Series 132<br>3.15%, 03/15/2032 |  | 340 | 309749 |
|  Consolidated Edison Co. of New York, Inc.<br>4.50%, 05/15/2058 |  | 102 | 82840 |
|  Consorcio Transmantaro SA<br>5.20%, 04/11/2038<sup>(a)</sup>  |  | 460 | 436310 |
|  Dominion Energy, Inc.<br>5.45%, 03/15/2035 |  | 138 | 139223 |
|  Duke Energy Carolinas LLC<br>5.25%, 03/15/2035 |  | 397 | 405798 |
|  Duke Energy Corp.<br>3.10%, 06/15/2028 | EUR | 241 | 285715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/2031 |  | 570 | 681054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 06/15/2054 | U.S.$| 52 | 50855 |
|  Duke Energy Ohio, Inc.<br>4.30%, 02/01/2049 |  | 130 | 104510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/15/2035 |  | 305 | 309786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/2054 |  | 131 | 128007 |
|  E.ON SE<br>Series E<br>0.75%, 02/20/2028<sup>(a)</sup>  | EUR | 390 | 438843 |
|  EDP Servicios Financieros Espana SA<br>Series E<br>3.50%, 07/16/2030<sup>(a)</sup>  |  | 2567 | 3082872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/21/2031<sup>(a)</sup>  |  | 11600 | 13853131 |
|  Electricite de France SA<br>Series E<br>6.00%, 01/29/2026<sup>(a)</sup> <sup>(c)</sup> | GBP | 500 | 687183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series MPLE<br>5.99%, 05/23/2030<sup>(a)</sup>  | CAD | 4109 | 3271232 |
|  Emirates Semb Corp. Water & Power Co. PJSC<br>4.45%, 08/01/2035<sup>(a)</sup>  | U.S.$| 220 | 205960 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Enel Finance International NV<br>3.625%, 05/25/2027<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/25/2047<sup>(a)</sup>  |  | 319 | 266978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/07/2039<sup>(a)</sup>  |  | 236 | 241525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/14/2052<sup>(a)</sup>  |  | 200 | 238472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.875%, 01/17/2031<sup>(a)</sup>  | EUR | 453 | 474164 |
|  Engie Energia Chile SA<br>3.40%, 01/28/2030<sup>(a)</sup>  | U.S.$| 250 | 230750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 04/17/2034<sup>(a)</sup>  |  | 485 | 500035 |
|  Engie SA<br>1.50%, 05/30/2028<sup>(a)</sup> <sup>(c)</sup> | EUR | 100 | 110947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.125%, 03/30/2032<sup>(a)</sup>  |  | 200 | 219785 |
|  Entergy Louisiana LLC<br>5.70%, 03/15/2054 | U.S.$| 130 | 128292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/2055 |  | 298 | 298312 |
|  Entergy Mississippi LLC<br>5.80%, 04/15/2055 |  | 450 | 451132 |
|  Entergy Texas, Inc.<br>5.55%, 09/15/2054 |  | 116 | 110789 |
|  Florida Power & Light Co.<br>4.125%, 06/01/2048 |  | 125 | 101276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/15/2034 |  | 138 | 142279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/2053 |  | 130 | 124391 |
|  Iberdrola Finanzas SA<br>5.38%, 11/28/2030<sup>(a)</sup>  | AUD | 1700 | 1152914 |
|  Iberdrola International BV<br>Series NC8<br>2.25%, 01/28/2029<sup>(a)</sup> <sup>(c)</sup> | EUR | 200 | 223628 |
|  Israel Electric Corp., Ltd.<br>Series G<br>3.75%, 02/22/2032<sup>(a)</sup>  | U.S.$| 290 | 258306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/14/2028<sup>(a)</sup>  |  | 3001 | 2911690 |
|  Kallpa Generacion SA<br>5.875%, 01/30/2032<sup>(a)</sup>  |  | 330 | 336986 |
|  LG Energy Solution Ltd.<br>5.375%, 04/02/2030<sup>(a)</sup>  |  | 490 | 490392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/02/2035<sup>(a)</sup>  |  | 390 | 386927 |
|  LLPL Capital Pte. Ltd.<br>6.875%, 02/04/2039<sup>(a)</sup>  |  | 574 | 584541 |
|  Minejesa Capital BV<br>4.625%, 08/10/2030<sup>(a)</sup>  |  | 1018 | 995414 |
|  National Grid Electricity Transmission PLC<br>Series E<br>5.27%, 01/18/2043<sup>(a)</sup>  | GBP | 100 | 124485 |
|  National Grid PLC<br>Series E<br>0.55%, 09/18/2029<sup>(a)</sup>  | EUR | 3731 | 3979561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.245%, 03/30/2034<sup>(a)</sup>  |  | 112 | 127675 |
|  Nevada Power Co.<br>Series GG<br>5.90%, 05/01/2053 | U.S.$| 385 | 383700 |
|  NextEra Energy Capital Holdings, Inc.<br>4.80%, 12/01/2077 |  | 290 | 277181 |
|  Niagara Energy SAC<br>5.75%, 10/03/2034<sup>(a)</sup>  |  | 390 | 385369 |
|  Niagara Mohawk Power Corp.<br>4.65%, 10/03/2030<sup>(a)</sup>  |  | 194 | 194000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(a)</sup>  |  | 7216 | 7193951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/03/2055<sup>(a)</sup>  |  | 56 | 56000 |
|  Ohio Edison Co.<br>4.95%, 12/15/2029<sup>(a)</sup>  |  | 98 | 99347 |
|  Oklahoma Gas & Electric Co.<br>5.80%, 04/01/2055 |  | 51 | 50891 |
|  Oncor Electric Delivery Co. LLC<br>3.625%, 06/15/2034<sup>(a)</sup>  | EUR | 589 | 692757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 04/01/2035<sup>(a)</sup>  | U.S.$| 90 | 91779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/15/2054 |  | 132 | 127846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/2055<sup>(a)</sup>  |  | 129 | 129523 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Pacific Gas & Electric Co.<br>3.30%, 12/01/2027 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/2047 |  | 867 | 610419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2046 |  | 940 | 672349 |
|  PacifiCorp<br>4.15%, 02/15/2050 |  | 390 | 297501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/2029 |  | 23 | 23470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 07/15/2038 |  | 110 | 117103 |
|  Public Service Co. of Colorado<br>5.35%, 05/15/2034 |  | 301 | 305461 |
|  Public Service Co. of New Hampshire<br>4.40%, 07/01/2028 |  | 54 | 54306 |
|  Public Service Co. of Oklahoma<br>5.20%, 01/15/2035 |  | 353 | 353006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/15/2036 |  | 55 | 55402 |
|  Public Service Electric & Gas Co.<br>Series Q<br>5.50%, 03/01/2055 |  | 287 | 283645 |
|  Puget Sound Energy, Inc.<br>5.685%, 06/15/2054 |  | 131 | 128521 |
|  RH International Singapore Corp. Pte. Ltd.<br>Series E<br>4.50%, 03/27/2028<sup>(a)</sup>  |  | 200 | 196164 |
|  RWE AG<br>Series E<br>1.00%, 11/26/2033<sup>(a)</sup>  | EUR | 346 | 334323 |
|  San Diego Gas & Electric Co.<br>5.40%, 04/15/2035 | U.S.$| 533 | 544340 |
|  Sierra Pacific Power Co.<br>5.90%, 03/15/2054 |  | 178 | 178552 |
|  Southern California Edison Co.<br>4.875%, 02/01/2027 |  | 636 | 639611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/15/2030 |  | 87 | 87818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/2053 |  | 120 | 107884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/01/2053 |  | 617 | 563524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/01/2055 |  | 367 | 335781 |
|  SSE PLC<br>Series E<br>8.375%, 11/20/2028<sup>(a)</sup>  | GBP | 3585 | 5494814 |
|  TenneT Holding BV<br>2.37%, 07/22/2025<sup>(a)</sup> <sup>(c)</sup> | EUR | 125 | 147184 |
|  TNB Global Ventures Capital Bhd<br>4.85%, 11/01/2028<sup>(a)</sup>  | U.S.$| 430 | 435590 |
|  Virginia Electric & Power Co.<br>5.55%, 08/15/2054 |  | 135 | 130538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/2055 |  | 508 | 500649 |
|  Vistra Operations Co. LLC<br>5.05%, 12/30/2026<sup>(a)</sup>  |  | 71 | 71361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 10/15/2033<sup>(a)</sup>  |  | 693 | 761810 |
|  Xcel Energy, Inc.<br>4.75%, 03/21/2028 |  | 641 | 647373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/15/2035 |  | 54 | 55094 |
|  |  |  | 79116419 |
|  **Natural Gas – 0.4%** |  |  |  |
|  Cadent Finance PLC<br>Series E<br>0.625%, 03/19/2030<sup>(a)</sup>  | EUR | 13144 | 13854004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/16/2033<sup>(a)</sup>  |  | 266 | 315003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/14/2034<sup>(a)</sup>  | GBP | 100 | 139406 |
|  Centrica PLC<br>Series E<br>4.375%, 03/13/2029<sup>(a)</sup>  |  | 120 | 162948 |
|  Grupo Energia Bogota SA ESP<br>7.85%, 11/09/2033<sup>(a)</sup>  | U.S.$| 200 | 222056 |
|  National Grid North America, Inc.<br>Series E<br>1.05%, 01/20/2031<sup>(a)</sup>  | EUR | 804 | 841788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/25/2029<sup>(a)</sup>  |  | 1664 | 1976068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/03/2031<sup>(a)</sup>  |  | 2987 | 3581011 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/12/2027<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 09/12/2033<sup>(a)</sup>  |  | 269 | 338916 |
|  NorteGas Energia Distribucion SA<br>Series E<br>2.065%, 09/28/2027<sup>(a)</sup>  |  | 269 | 310872 |
|  Southern California Gas Co.<br>6.00%, 06/15/2055 | U.S.$| 353 | 359787 |
|  Southern Gas Networks PLC<br>Series E<br>3.50%, 10/16/2030<sup>(a)</sup>  | EUR | 558 | 660750 |
|  |  |  | 22989898 |
|  **Other Utility** – **0.6%** |  |  |  |
|  Anglian Water Services Financing PLC<br>Series A5<br>6.29%, 07/30/2030<sup>(a)</sup>  | GBP | 1990 | 2841919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.75%, 10/26/2029<sup>(a)</sup>  |  | 100 | 124489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/05/2027<sup>(a)</sup>  |  | 100 | 135481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>5.875%, 06/20/2031<sup>(a)</sup>  |  | 4002 | 5611934 |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy<br>7.875%, 02/15/2039<sup>(a)</sup>  | U.S.$| 435 | 448594 |
|  Suez SACA<br>Series E<br>2.375%, 05/24/2030<sup>(a)</sup>  | EUR | 14400 | 16419305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/03/2032<sup>(a)</sup>  |  | 200 | 256179 |
|  United Utilities Water Finance PLC<br>Series E<br>3.50%, 02/27/2033<sup>(a)</sup>  |  | 2870 | 3354470 |
|  Veolia Environnement SA<br>Series E<br>1.625%, 09/17/2030<sup>(a)</sup>  |  | 1200 | 1319999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.94%, 01/07/2030<sup>(a)</sup>  |  | 3100 | 3505094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 01/10/2031<sup>(a)</sup>  |  | 1800 | 2101210 |
|  Yorkshire Water Finance PLC<br>1.75%, 11/26/2026<sup>(a)</sup>  | GBP | 100 | 130911 |
|  |  |  | 36249585 |
|  |  |  | 138355902 |
|  Total Corporates - Investment Grade<br>(cost $1,352,051,583) |  |  | 1413851695 |
|  **MORTGAGE PASS-THROUGHS** – **15.0%** |  |  |  |
|  **Agency Fixed Rate 30-Year** – **15.0%** |  |  |  |
|  Federal National Mortgage Association<br>Series 2005<br>5.50%, 02/01/2035 | U.S.$| 4 | 4630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 09/01/2036 |  | 3 | 2947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/2037 |  | 3 | 3278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008<br>5.50%, 03/01/2037 |  | 1 | 1436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>3.50%, 06/01/2047 |  | 10 | 8978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/2047 |  | 16 | 14800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/2047 |  | 120 | 109968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2048 |  | 6 | 5523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>3.50%, 01/01/2048 |  | 4 | 3738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/2048 |  | 128 | 117376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/2048 |  | 3178 | 2921576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/2048 |  | 11 | 10323 |
|  Government National Mortgage Association<br>Series 2022<br>5.00%, 11/20/2052 |  | 32655 | 32247596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025<br>2.50%, 07/01/2055, TBA |  | 77474 | 65842930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/01/2055, TBA |  | 86646 | 76565160 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2055, TBA | U.S.$| 17468 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16233715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/2055, TBA |  | 59703 | 57121617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2055, TBA |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178922 | 175689185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2055, TBA |  | 243045 | 243286330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/01/2055, TBA |  | 33278 | 33744114 |
|  Uniform Mortgage-Backed Security<br>Series 2025<br>2.00%, 07/01/2055, TBA |  | 40772 | 32261054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 07/01/2055, TBA |  | 64938 | 53835096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2055, TBA |  | 26750 | 26739538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/01/2055, TBA |  | 53685 | 54550894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/01/2055, TBA |  | 9793 | 10107861 |
|  Total Mortgage Pass-Throughs<br>(cost $873,453,473) |  |  | 881429663 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.7%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.7%** |  |  |
|  **Risk Share Floating Rate – 2.7%** |  |  |  |
|  Connecticut Avenue Securities<br>Series 2025-R01, Class 1M1<br>5.41% (CME Term SOFR + 1.10%), 01/25/2045<sup>(a)</sup> <sup>(d)</sup> |  | 4330 | 4332547 |
|  Connecticut Avenue Securities Trust<br>Series 2021-R01, Class 1M2<br>5.855% (CME Term SOFR + 1.55%), 10/25/2041<sup>(a)</sup> <sup>(d)</sup> |  | 572 | 574230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R06, Class 1M1<br>7.055% (CME Term SOFR + 2.75%), 05/25/2042<sup>(a)</sup> <sup>(d)</sup> |  | 3882 | 3972796 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1M1<br>6.855% (CME Term SOFR + 2.55%), 07/25/2042<sup>(a)</sup> <sup>(d)</sup> |  | 8220 | 8403370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R03, Class 2M2<br>8.205% (CME Term SOFR + 3.90%), 04/25/2043<sup>(a)</sup> <sup>(d)</sup> |  | 1202 | 1278255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R04, Class 1M1<br>6.61% (CME Term SOFR + 2.30%), 05/25/2043<sup>(a)</sup> <sup>(d)</sup> |  | 4589 | 4685571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1M1<br>6.21% (CME Term SOFR + 1.90%), 06/25/2043<sup>(a)</sup> <sup>(d)</sup> |  | 3779 | 3816368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1<br>5.405% (CME Term SOFR + 1.10%), 05/25/2044<sup>(a)</sup> <sup>(d)</sup> |  | 3879 | 3877589 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R06, Class 1M1<br>5.355% (CME Term SOFR + 1.05%), 09/25/2044<sup>(a)</sup> <sup>(d)</sup> |  | 1666 | 1666080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1<br>5.31% (CME Term SOFR + 1.00%), 02/25/2045<sup>(a)</sup> <sup>(d)</sup> |  | 2740 | 2742826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2A1<br>5.755% (CME Term SOFR + 1.45%), 03/25/2045<sup>(a)</sup> <sup>(d)</sup> |  | 2281 | 2294843 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA5, Class M2<br>5.955% (CME Term SOFR + 1.65%), 01/25/2034<sup>(a)</sup> <sup>(d)</sup> |  | 2377 | 2387032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M2<br>5.805% (CME Term SOFR + 1.50%), 10/25/2041<sup>(a)</sup> <sup>(d)</sup> |  | 14142 | 14195854 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M1<br>5.155% (CME Term SOFR + 0.85%), 11/25/2041<sup>(a)</sup> <sup>(d)</sup> |  | 255 | 254819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2<br>6.105% (CME Term SOFR + 1.80%), 11/25/2041<sup>(a)</sup> <sup>(d)</sup> |  | 13277 | 13371944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M1<br>5.255% (CME Term SOFR + 0.95%), 12/25/2041<sup>(a)</sup> <sup>(d)</sup> |  | 10332 | 10312307 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2<br>6.655% (CME Term SOFR + 2.35%), 12/25/2041<sup>(a)</sup> <sup>(d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6919 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6996419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M2<br>8.655% (CME Term SOFR + 4.35%), 04/25/2042<sup>(a) (d)</sup> |  | 4004 | 4214687 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1A<br>6.41% (CME Term SOFR + 2.10%), 03/25/2043<sup>(a) (d)</sup> |  | 9915 | 10060422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1A<br>6.41% (CME Term SOFR + 2.10%), 04/25/2043<sup>(a) (d)</sup> |  | 9030 | 9171204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1B<br>7.56% (CME Term SOFR + 3.25%), 04/25/2043<sup>(a) (d)</sup> |  | 2664 | 2791225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA2, Class A1<br>5.555% (CME Term SOFR + 1.25%), 05/25/2044<sup>(a) (d)</sup> |  | 1935 | 1942929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA2, Class M1<br>5.505% (CME Term SOFR + 1.20%), 05/25/2044<sup>(a) (d)</sup> |  | 4563 | 4569631 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M1<br>5.305% (CME Term SOFR + 1.00%), 10/25/2044<sup>(a) (d)</sup> |  | 1341 | 1340357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M1<br>5.505% (CME Term SOFR + 1.20%), 08/25/2044<sup>(a) (d)</sup> |  | 8393 | 8397937 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2023-HQA2<br>Series 2023-HQA2, Class M1B<br>7.655% (CME Term SOFR + 3.35%), 06/25/2043<sup>(a) (d)</sup> |  | 6000 | 6249052 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA1<br>Series 2025-DNA1, Class A1<br>5.255% (CME Term SOFR + 0.95%), 01/25/2045<sup>(a) (d)</sup> |  | 5177 | 5176207 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2<br>Series 2025-DNA2, Class A1<br>5.405% (CME Term SOFR + 1.10%), 05/25/2045<sup>(a) (d)</sup> |  | 2378 | 2381720 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-Hqa1<br>Series 2025-HQA1, Class A1<br>5.255% (CME Term SOFR + 0.95%), 02/25/2045<sup>(a) (d)</sup> |  | 4268 | 4260909 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2015-C03, Class 1M2<br>9.42% (CME Term SOFR + 5.11%), 07/25/2025<sup>(d)</sup>  |  | 201 | 201322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 1M2<br>10.12% (CME Term SOFR + 5.81%), 04/25/2028<sup>(d)</sup>  |  | 668 | 678149 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2<br>11.37% (CME Term SOFR + 7.06%), 08/25/2028<sup>(d)</sup>  |  | 240 | 247014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>10.42% (CME Term SOFR + 6.11%), 09/25/2028<sup>(d)</sup>  |  | 455 | 464016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R02, Class 2M2<br>6.305% (CME Term SOFR + 2.00%), 11/25/2041<sup>(a) (d)</sup> |  | 7315 | 7365174 |
|  Home RE Ltd.<br>Series 2023-1, Class M1A<br>6.455% (CME Term SOFR + 2.15%), 10/25/2033<sup>(a) (d)</sup> |  | 119 | 119145 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  JP Morgan Madison Avenue Securities Trust<br>Series 2015-CH1, Class M2<br>9.92% (CME Term SOFR + 5.61%), 10/25/2025<sup>(a)</sup> <sup>(d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264884 |
|  |  |  | 156058834 |
|  **Non-Agency Fixed Rate – 0.9%** |  |  |  |
|  Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A15<br>5.75%, 08/25/2036<sup>(d)</sup>  |  | 1187 | 583608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A6<br>6.25%, 09/25/2036 |  | 109 | 51518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A8<br>6.25%, 09/25/2036 |  | 408 | 192451 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A11<br>5.50%, 02/25/2036 |  | 553 | 374347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-15CB, Class A19<br>5.75%, 07/25/2037 |  | 236 | 134814 |
|  Angel Oak Mortgage Trust<br>Series 2025-4, Class A1<br>5.855%, 04/25/2070<sup>(a)</sup>  |  | 4134 | 4165225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1<br>5.515%, 04/25/2070<sup>(a)</sup>  |  | 7589 | 7592015 |
|  BRAVO Residential Funding Trust<br>Series 2025-NQM5, Class A1<br>5.50%, 02/25/2065<sup>(a)</sup>  |  | 2289 | 2295089 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-HY4, Class 1A1<br>4.86%, 09/25/2047 |  | 191 | 172259 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class A30<br>5.75%, 04/25/2037 |  | 760 | 332458 |
|  Citigroup Mortgage Loan Trust<br>Series 2007-AR4, Class 1A1A<br>4.74%, 03/25/2037 |  | 102 | 86729 |
|  COLT Mortgage Loan Trust<br>Series 2025-5, Class A1<br>5.54%, 05/25/2070<sup>(a)</sup>  |  | 5351 | 5369002 |
|  Cross Mortgage Trust<br>Series 2025-H4, Class A1<br>5.60%, 06/25/2070<sup>(a)</sup>  |  | 6366 | 6390562 |
|  GCAT Trust<br>Series 2025-NQM2, Class A1<br>5.60%, 04/25/2070<sup>(a)</sup>  |  | 5100 | 5121445 |
|  OBX Trust<br>Series 2025-NQM8, Class A1<br>5.47%, 03/25/2065<sup>(a)</sup>  |  | 4040 | 4053823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A1<br>5.45%, 05/25/2065<sup>(a)</sup>  |  | 10766 | 10792104 |
|  Residential Accredit Loans, Inc. Trust<br>Series 2005-QS14, Class 3A1<br>6.00%, 09/25/2035 |  | 373 | 328289 |
|  Verus Securitization Trust<br>Series 2025-5, Class A1<br>5.43%, 06/25/2070<sup>(a)</sup>  |  | 5052 | 5072989 |
|  Wells Fargo Mortgage Backed Securities Trust<br>Series 2007-AR7, Class A1<br>6.68%, 12/28/2037 |  | 546 | 496024 |
|  |  |  | 53604751 |
|  **Non-Agency Floating Rate – 0.1%** |  |  |  |
|  First Horizon Alternative Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-FA2, Class 1A10<br>4.68% (CME Term SOFR 1 Month + 0.36%), 04/25/2037<sup>(d)</sup>  |  | 527 | 121885 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Morgan Stanley Residential Mortgage Loan Trust<br>Series 2025-NQM3, Class A1<br>5.53%, 05/25/2070<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992303 |
|  |  |  | 5114188 |
|  Total Collateralized Mortgage Obligations<br>(cost $215,408,795) |  |  | 214777773 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 3.3%** |  |  |  |
|  **CLO - Floating Rate – 3.3%** |  |  |  |
|  AGL CLO 16 Ltd.<br>Series 2021-16A, Class AR<br>5.22% (CME Term SOFR 3 Month + 0.95%), 01/20/2035<sup>(a)</sup> <sup>(d)</sup> |  | 5410 | 5387240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-16A, Class BR<br>5.67% (CME Term SOFR 3 Month + 1.40%), 01/20/2035<sup>(a) (d)</sup> |  | 6310 | 6312612 |
|  AIMCO CLO<br>Series 2015-AA, Class AR3<br>5.53% (CME Term SOFR 3 Month + 1.25%), 10/17/2034<sup>(a) (d)</sup> |  | 8010 | 8016256 |
|  Allegro CLO XI Ltd.<br>Series 2019-2A, Class BR<br>6.17% (CME Term SOFR 3 Month + 1.90%), 01/19/2033<sup>(a) (d)</sup> |  | 11755 | 11764481 |
|  Apidos CLO XXXII<br>Series 2019-32A, Class A1R<br>5.37% (CME Term SOFR 3 Month + 1.10%), 01/20/2033<sup>(a) (d)</sup> |  | 7936 | 7934045 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-32A, Class B1R<br>5.77% (CME Term SOFR 3 Month + 1.50%), 01/20/2033<sup>(a) (d)</sup> |  | 980 | 978687 |
|  Apidos CLO XXXV<br>Series 2021-35A, Class A<br>5.58% (CME Term SOFR 3 Month + 1.31%), 04/20/2034<sup>(a) (d)</sup> |  | 5030 | 5033838 |
|  Bain Capital Credit CLO Ltd.<br>Series 2020-1A, Class BR<br>6.07% (CME Term SOFR 3 Month + 1.80%), 04/18/2033<sup>(a) (d)</sup> |  | 6802 | 6806371 |
|  Betony CLO 2 Ltd.<br>Series 2018-1A, Class A1<br>5.62% (CME Term SOFR 3 Month + 1.34%), 04/30/2031<sup>(a) (d)</sup> |  | 757 | 757859 |
|  Chenango Park CLO Ltd.<br>Series 2018-1A, Class BR<br>6.06% (CME Term SOFR 3 Month + 1.80%), 04/15/2030<sup>(a) (d)</sup> |  | 1561 | 1564141 |
|  Clover CLO LLC<br>Series 2021-3A, Class BR<br>5.73% (CME Term SOFR 3 Month + 1.45%), 01/25/2035<sup>(a) (d)</sup> |  | 10031 | 10045127 |
|  Dryden 113 CLO Ltd.<br>Series 2022-113A, Class AR2<br>5.51% (CME Term SOFR 3 Month + 1.25%), 10/15/2037<sup>(a) (d)</sup> |  | 19750 | 19763390 |
|  Elmwood CLO 15 Ltd.<br>Series 2022-2A, Class A1<br>5.61% (CME Term SOFR 3 Month + 1.34%), 04/22/2035<sup>(a) (d)</sup> |  | 5000 | 5000000 |
|  Series 2022-2A, Class A1R<br>5.45% (CME Term SOFR 3 Month + 1.15%), 04/22/2035<sup>(a) (d)</sup> |  | 4900 | 4900000 |
|  Invesco CLO Ltd.<br>Series 2021-1A, Class A1<br>5.52% (CME Term SOFR 3 Month + 1.26%), 04/15/2034<sup>(a) (d)</sup> |  | 5500 | 5513057 |
|  Kings Park CLO Ltd.<br>Series 2021-1A, Class A<br>5.66% (CME Term SOFR 3 Month + 1.39%), 01/21/2035<sup>(a) (d)</sup> |  | 5450 | 5451526 |

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---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Magnetite XIX Ltd.<br>Series 2017-19A, Class B1RR<br>5.73% (CME Term SOFR 3 Month + 1.45%), 04/17/2034<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5996 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993040 |
|  Neuberger Berman Loan Advisers CLO 42 Ltd.<br>Series 2021-42A, Class AR<br>5.21% (CME Term SOFR 3 Month + 0.95%), 07/16/2035<sup>(a) (d)</sup> |  | 5063 | 5047875 |
|  Neuberger Berman Loan Advisers CLO 46 Ltd.<br>Series 2021-46A, Class BR<br>5.77% (CME Term SOFR 3 Month + 1.50%), 01/20/2037<sup>(a) (d)</sup> |  | 5005 | 5006792 |
|  OCP CLO Ltd.<br>Series 2021-23A, Class BR<br>5.83% (CME Term SOFR 3 Month + 1.55%), 01/17/2037<sup>(a) (d)</sup> |  | 10815 | 10787962 |
|  Octagon Loan Funding Ltd.<br>Series 2014-1A, Class ARR<br>5.77% (CME Term SOFR 3 Month + 1.44%), 11/18/2031<sup>(a) (d)</sup> |  | 3681 | 3683332 |
|  OZLM XVIII Ltd.<br>Series 2018-18A, Class A<br>5.54% (CME Term SOFR 3 Month + 1.28%), 04/15/2031<sup>(a) (d)</sup> |  | 3895 | 3896219 |
|  Peace Park CLO Ltd.<br>Series 2021-1A, Class A<br>5.66% (CME Term SOFR 3 Month + 1.39%), 10/20/2034<sup>(a) (d)</sup> |  | 4620 | 4622693 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class B1<br>6.13% (CME Term SOFR 3 Month + 1.86%), 10/20/2034<sup>(a) (d)</sup> |  | 3667 | 3670234 |
|  Pikes Peak CLO 15 2023 Ltd.<br>Series 2023-15A, Class A1<br>6.02% (CME Term SOFR 3 Month + 1.75%), 10/20/2036<sup>(a) (d)</sup> |  | 4990 | 5002517 |
|  Pikes Peak CLO 6<br>Series 2020-6A, Class ARR<br>5.26% (CME Term SOFR 3 Month + 0.94%), 05/18/2034<sup>(a) (d)</sup> |  | 4899 | 4891248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-6A, Class BRR<br>5.77% (CME Term SOFR 3 Month + 1.45%), 05/18/2034<sup>(a) (d)</sup> |  | 2286 | 2278147 |
|  Rad CLO 14 Ltd.<br>Series 2021-14A, Class A<br>5.69% (CME Term SOFR 3 Month + 1.43%), 01/15/2035<sup>(a) (d)</sup> |  | 4750 | 4756166 |
|  Regatta XVI Funding Ltd.<br>Series 2019-2A, Class A2R<br>5.71% (CME Term SOFR 3 Month + 1.45%), 01/15/2033<sup>(a) (d)</sup> |  | 4500 | 4498493 |
|  Rockford Tower CLO Ltd.<br>Series 2018-2A, Class A<br>5.69% (CME Term SOFR 3 Month + 1.42%), 10/20/2031<sup>(a) (d)</sup> |  | 3953 | 3954895 |
|  Silver Point CLO 3 Ltd.<br>Series 2023-3A, Class A1<br>6.21% (CME Term SOFR 3 Month + 1.93%), 11/29/2036<sup>(a) (d)</sup> |  | 10514 | 10552616 |
|  VERDE CLO Ltd.<br>Series 2019-1A, Class ARR<br>5.37% (CME Term SOFR 3 Month + 1.11%), 04/15/2032<sup>(a) (d)</sup> |  | 3853 | 3852281 |
|  Voya CLO Ltd.<br>Series 2018-3A, Class BR2<br>6.06% (CME Term SOFR 3 Month + 1.80%), 10/15/2031<sup>(a) (d)</sup> |  | 4534 | 4537027 |
|  Total Collateralized Loan Obligations<br>(cost $191,912,310) |  |  | 192260167 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 2.8%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 2.5%** |  |  |  |
|  ALA Trust<br>Series 2025-OANA, Class A<br>6.04% (CME Term SOFR 1 Month + 1.74%), 06/15/2040<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8761 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8807686 |
|  BAMLL Trust<br>Series 2025-ASHF, Class A<br>6.16% (CME Term SOFR 1 Month + 1.85%), 02/15/2042<sup>(a) (d)</sup> |  | 17283 | 17295162 |
|  BFLD Mortgage Trust<br>Series 2021-FPM, Class A<br>6.03% (CME Term SOFR 1 Month + 1.71%), 06/15/2038<sup>(a) (d)</sup> |  | 2950 | 2950000 |
|  BHMS<br>Series 2018-ATLS, Class A<br>5.86% (CME Term SOFR 1 Month + 1.55%), 07/15/2035<sup>(a) (d)</sup> |  | 7358 | 7353694 |
|  BOCA Commercial Mortgage Trust<br>Series 2024-BOCA, Class A<br>6.23% (CME Term SOFR 1 Month + 1.92%), 08/15/2041<sup>(a) (d)</sup> |  | 2000 | 2005000 |
|  BX Commercial Mortgage Trust<br>Series 2024-AIR2, Class A<br>5.80% (CME Term SOFR 1 Month + 1.49%), 10/15/2041<sup>(a) (d)</sup> |  | 2360 | 2363998 |
|  BX Trust<br>Series 2025-GW, Class A<br>5.90% (CME Term SOFR 1 Month + 1.60%), 07/15/2042<sup>(a) (d)</sup> |  | 5057 | 5066491 |
|  Great Wolf Trust<br>Series 2024-WLF2, Class A<br>6.00% (CME Term SOFR 1 Month + 1.69%), 05/15/2041<sup>(a) (d)</sup> |  | 2316 | 2321069 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-WOLF, Class A<br>5.85% (CME Term SOFR 1 Month + 1.54%), 03/15/2039<sup>(a) (d)</sup> |  | 16019 | 16044030 |
|  Hawaii Hotel Trust<br>Series 2025-MAUI, Class A<br>5.705% (CME Term SOFR 1 Month + 1.39%), 03/15/2042<sup>(a) (d)</sup> |  | 8158 | 8162333 |
|  HILT Commercial Mortgage Trust<br>Series 2024-ORL, Class A<br>5.85% (CME Term SOFR 1 Month + 1.54%), 05/15/2037<sup>(a) (d)</sup> |  | 4181 | 4183613 |
|  KIND Trust<br>Series 2021-KIND, Class A<br>5.38% (CME Term SOFR 1 Month + 1.06%), 08/15/2038<sup>(a) (d)</sup> |  | 3015 | 2980912 |
|  Natixis Commercial Mortgage Securities Trust<br>Series 2019-MILE, Class A<br>5.89% (CME Term SOFR 1 Month + 1.58%), 07/15/2036<sup>(a) (d)</sup> |  | 10690 | 10171360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-JERI, Class A<br>5.86% (CME Term SOFR 1 Month + 1.55%), 01/15/2039<sup>(a) (d)</sup> |  | 8113 | 7265905 |
|  NJ Trust<br>Series 2023-GSP, Class A<br>6.70%, 01/06/2029<sup>(a)</sup>  |  | 6238 | 6560578 |
|  NRTH Mortgage Trust<br>Series 2024-PARK, Class A<br>5.95% (CME Term SOFR 1 Month + 1.64%), 03/15/2039<sup>(a) (d)</sup> |  | 14214 | 14222860 |
|  ORL Trust<br>Series 2024-GLKS, Class A<br>5.80% (CME Term SOFR 1 Month + 1.49%), 12/15/2039<sup>(a) (d)</sup> |  | 7925 | 7922242 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  SWCH Commercial Mortgage Trust<br>Series 2025-DATA, Class A<br>5.755% (CME Term SOFR 1 Month + 1.44%), 02/15/2042<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15630 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15499353 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2024-MGP, Class A12<br>6.00% (CME Term SOFR 1 Month + 1.69%), 08/15/2041<sup>(a) (d)</sup> |  | 4555 | 4532153 |
|  |  |  | 145708439 |
|  **Non-Agency Fixed Rate CMBS – 0.3%** |  |  |  |
|  225 Liberty Street Trust<br>Series 2016-225L, Class E<br>4.80%, 02/10/2036<sup>(a)</sup>  |  | 9098 | 7915234 |
|  BAHA Trust<br>Series 2024-MAR, Class A<br>6.17%, 12/10/2041<sup>(a) (d)</sup> |  | 5000 | 5176185 |
|  Commercial Mortgage Trust<br>Series 2012-CR3, Class D<br>4.29%, 10/15/2045<sup>(a)</sup>  |  | 2322 | 1845967 |
|  DTP Commercial Mortgage Trust<br>Series 2023-STE2, Class A<br>6.04%, 01/15/2041<sup>(a)</sup>  |  | 1329 | 1361489 |
|  WB Commercial Mortgage Trust<br>Series 2024-HQ, Class A<br>6.13%, 03/15/2040<sup>(a)</sup>  |  | 4000 | 4011738 |
|  |  |  | 20310613 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $167,843,173) |  |  | 166019052 |
|  **ASSET-BACKED SECURITIES – 2.7%** |  |  |  |
|  **Other ABS - Fixed Rate – 1.6%** |  |  |  |
|  Accelerated LLC<br>Series 2024-1A, Class A<br>4.68%, 08/22/2044<sup>(a)</sup>  |  | 6017 | 6041850 |
|  Affirm Asset Securitization Trust<br>Series 2024-B, Class A<br>4.62%, 09/15/2029<sup>(a)</sup>  |  | 4022 | 4024979 |
|  Amur Equipment Finance Receivables XII LLC<br>Series 2023-1A, Class A2<br>6.09%, 12/20/2029<sup>(a)</sup>  |  | 1949 | 1968199 |
|  BHG Securitization Trust<br>Series 2023-A, Class A<br>5.55%, 04/17/2036<sup>(a)</sup>  |  | 1719 | 1722016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-B, Class A<br>6.92%, 12/17/2036<sup>(a)</sup>  |  | 1179 | 1232543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1CON, Class A<br>4.82%, 04/17/2036<sup>(a)</sup>  |  | 5628 | 5650185 |
|  CCG Receivables Trust<br>Series 2024-1, Class A2<br>4.99%, 03/15/2032<sup>(a)</sup>  |  | 5133 | 5161032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B<br>4.69%, 10/14/2032<sup>(a)</sup>  |  | 1283 | 1286995 |
|  Clarus Capital Funding LLC<br>Series 2024-1A, Class A2<br>4.71%, 08/20/2032<sup>(a)</sup>  |  | 9036 | 9044504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class B<br>4.79%, 08/20/2032<sup>(a)</sup>  |  | 261 | 261010 |
|  Crossroads Asset Trust<br>Series 2024-A, Class A2<br>5.90%, 08/20/2030<sup>(a)</sup>  |  | 6076 | 6143319 |
|  Dext ABS LLC<br>Series 2023-1, Class A2<br>5.99%, 03/15/2032<sup>(a)</sup>  |  | 1890 | 1896843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2, Class A2<br>6.56%, 05/15/2034<sup>(a)</sup>  |  | 1862 | 1876405 |
|  Hilton Grand Vacations Trust<br>Series 2025-1A, Class A<br>4.88%, 05/27/2042<sup>(a)</sup>  |  | 1003 | 1012104 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  HINNT LLC<br>Series 2024-A, Class A<br>5.49%, 03/15/2043<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416926 |
|  Lendmark Funding Trust<br>Series 2024-2A, Class B<br>4.86%, 02/21/2034<sup>(a)</sup>  |  | 1599 | 1593842 |
|  Marlette Funding Trust<br>Series 2024-1A, Class A<br>5.95%, 07/17/2034<sup>(a)</sup>  |  | 427 | 427891 |
|  MVW LLC<br>Series 2025-1A, Class A<br>4.97%, 09/22/2042<sup>(a)</sup>  |  | 5927 | 5990685 |
|  Nelnet Student Loan Trust<br>Series 2021-CA, Class B<br>2.53%, 04/20/2062<sup>(a)</sup>  |  | 8191 | 7141161 |
|  NMEF Funding LLC<br>Series 2023-A, Class A2<br>6.57%, 06/17/2030<sup>(a)</sup>  |  | 2137 | 2150900 |
|  PEAC Solutions Receivables LLC<br>Series 2025-1A, Class A2<br>4.94%, 10/20/2028<sup>(a) (d)</sup> |  | 1553 | 1560198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class B<br>5.20%, 07/20/2032<sup>(a) (d)</sup> |  | 2889 | 2911375 |
|  SCF Equipment Leasing LLC<br>Series 2024-1A, Class A2<br>5.88%, 11/20/2029<sup>(a)</sup>  |  | 5530 | 5567472 |
|  SCF Equipment Trust LLC<br>Series 2025-1A, Class A3<br>5.11%, 11/21/2033<sup>(a)</sup>  |  | 10770 | 10946060 |
|  Sierra Timeshare Receivables Funding LLC<br>Series 2024-2A, Class A<br>5.14%, 06/20/2041<sup>(a)</sup>  |  | 2531 | 2549608 |
|  SoFi Consumer Loan Program Trust<br>Series 2025-2, Class B<br>4.97%, 06/25/2034<sup>(a)</sup>  |  | 3941 | 3962088 |
|  |  |  | 94540190 |
|  **Autos - Fixed Rate – 0.8%** |  |  |  |
|  Ally Bank Auto Credit-Linked Notes<br>Series 2024-A, Class A2<br>5.68%, 05/17/2032<sup>(a)</sup>  |  | 2576 | 2615616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class B<br>5.12%, 09/15/2032<sup>(a)</sup>  |  | 1689 | 1700290 |
|  BOF VII AL Funding Trust I<br>Series 2023-CAR3, Class A2<br>6.29%, 07/26/2032<sup>(a)</sup>  |  | 2928 | 2976021 |
|  Hertz Vehicle Financing III LLC<br>Series 2025-1A, Class A<br>4.91%, 09/25/2029<sup>(a)</sup>  |  | 8260 | 8286439 |
|  Hyundai Auto Lease Securitization Trust<br>Series 2025-A, Class B<br>5.15%, 06/15/2029<sup>(a)</sup>  |  | 8465 | 8555305 |
|  Merchants Fleet Funding LLC<br>Series 2023-1A, Class A<br>7.21%, 05/20/2036<sup>(a)</sup>  |  | 2367 | 2384090 |
|  OCCU Auto Receivables Trust<br>Series 2023-1A, Class A2<br>6.23%, 04/15/2027<sup>(a)</sup>  |  | 200 | 199763 |
|  Securitized Term Auto Receivables Trust<br>Series 2025-A, Class B<br>5.04%, 07/25/2031<sup>(a)</sup>  |  | 3551 | 3559813 |
|  Stellantis Financial Underwritten Enhanced Lease Trust<br>Series 2025-AA, Class B<br>4.74%, 04/20/2029<sup>(a)</sup>  |  | 5305 | 5317933 |
|  Tesla Auto Lease Trust<br>Series 2024-B, Class A4<br>4.88%, 06/20/2028<sup>(a)</sup>  |  | 3521 | 3540260 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class B<br>5.11%, 08/21/2028<sup>(a)</sup>  |  | 8017 | 8039137 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Wheels Fleet Lease Funding 1 LLC<br>Series 2023-2A, Class A<br>6.46%, 08/18/2038<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2643 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678036 |
|  |  |  | 49852703 |
|  **Other ABS - Floating Rate – 0.3%** |  |  |  |
|  Capital Street Master Trust<br>Series 2024-1, Class A<br>5.65% (CME Term SOFR + 1.35%), 10/16/2028<sup>(a) (d)</sup> |  | 3929 | 3926451 |
|  PFS Financing Corp.<br>Series 2025-C, Class A<br>5.25% (CME Term SOFR + 0.95%), 04/15/2029<sup>(a) (d)</sup> |  | 4293 | 4292981 |
|  Sotheby's Artfi Master Trust<br>Series 2024-1A, Class A2<br>5.82% (CME Term SOFR 3 Month + 1.50%), 12/22/2031<sup>(a) (d)</sup> |  | 8490 | 8478844 |
|  |  |  | 16698276 |
|  Total Asset-Backed Securities<br>(cost $161,166,598) |  |  | 161091169 |
|  **COVERED BONDS – 2.4%** |  |  |  |
|  Bank of Nova Scotia (The)<br>Series E<br>0.01%, 12/15/2027<sup>(a)</sup>  | EUR | 3220 | 3586755 |
|  BPCE SFH SA<br>Series E<br>0.01%, 05/27/2030<sup>(a)</sup>  |  | 10600 | 10972738 |
|  Caisse de Refinancement de l'Habitat SA<br>2.75%, 04/12/2028<sup>(a)</sup>  |  | 12300 | 14639087 |
|  Caisse Francaise de Financement Local SA<br>0.01%, 02/22/2028<sup>(a)</sup><br>|  | 7100 | 7856590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.00%, 10/02/2028<sup>(a)</sup>  |  | 1100 | 1316832 |
|  Cie de Financement Foncier SA<br>2.625%, 03/05/2030<sup>(a)</sup>  |  | 2300 | 2709034 |
|  Commonwealth Bank of Australia<br>Series E<br>0.75%, 02/28/2028<sup>(a)</sup><br>|  | 4795 | 5416571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/19/2029<sup>(a)</sup>  |  | 8000 | 8902977 |
|  Credit Agricole Home Loan SFH SA<br>2.875%, 06/23/2028<sup>(a)</sup><br>|  | 1600 | 1910283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.01%, 04/12/2028<sup>(a)</sup><br>|  | 1900 | 2097184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 08/31/2027<sup>(a)</sup><br>|  | 1900 | 2173562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 09/04/2028<sup>(a)</sup>  |  | 8400 | 10172741 |
|  Credit Mutuel Home Loan SFH SA<br>Series E<br>3.25%, 04/20/2029<sup>(a)</sup>  |  | 4000 | 4835618 |
|  National Australia Bank Ltd.<br>0.01%, 01/06/2029<sup>(a)</sup><br>|  | 17865 | 19274245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>0.625%, 03/16/2027<sup>(a)</sup> |  | 11055 | 12672352 |
|  Nationwide Building Society<br>3.625%, 03/15/2028<sup>(a)</sup><br>|  | 10740 | 13078518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.125%, 05/31/2028<sup>(a)</sup>  |  | 1570 | 1784619 |
|  Santander UK PLC<br>Series E<br>3.00%, 03/12/2029<sup>(a)</sup>  |  | 7500 | 8983182 |
|  Westpac Banking Corp.<br>Series E<br>0.01%, 09/22/2028<sup>(a)</sup>  |  | 10098 | 10992080 |
|  Total Covered Bonds<br>(cost $133,612,695) |  |  | 143374968 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **INFLATION-LINKED SECURITIES – 1.8%** |  |  |  |
|  **Brazil – 0.2%** |  |  |  |
|  Brazil Notas do Tesouro Nacional Serie B Series NTNB<br>6.00%, 08/15/2050 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18778 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14168141 |
|  **United States – 1.6%** |  |  |  |
|  U.S. Treasury Inflation Index<br>1.625%, 04/15/2030 | U.S.$| 91206 | 91854835 |
|  Total Inflation-Linked Securities<br>(cost $105,047,267) |  |  | 106022976 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 1.8%** | **GOVERNMENTS - SOVEREIGN AGENCIES – 1.8%** |  |  |
|  **Belgium – 0.2%** |  |  |  |
|  Dexia SA<br>Series E<br>Zero Coupon, 01/21/2028<sup>(a)</sup>  | EUR | 3500 | 3892388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.01%, 01/22/2027<sup>(a)</sup>  |  | 7200 | 8198661 |
|  |  |  | 12091049 |
|  **Canada – 0.6%** |  |  |  |
|  Canada Housing Trust No. 1<br>3.55%, 09/15/2032<sup>(a)</sup>  | CAD | 37285 | 27776912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/2034<sup>(a)</sup>  |  | 9605 | 7444076 |
|  |  |  | 35220988 |
|  **France – 0.5%** |  |  |  |
|  SNCF Reseau<br>Series E<br>1.875%, 03/30/2034<sup>(a)</sup>  | EUR | 3200 | 3342142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 10/25/2028<sup>(a)</sup>  |  | 9800 | 11751346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/10/2033 |  | 9303 | 12322631 |
|  |  |  | 27416119 |
|  **Japan – 0.4%** |  |  |  |
|  Development Bank of Japan, Inc.<br>Series G<br>0.01%, 09/09/2025<sup>(a)</sup>  |  | 15859 | 18607477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 10/10/2025<sup>(a)</sup>  |  | 5600 | 6574196 |
|  Organization for Workers' Retirement Allowance Mutual Aid<br>Series 38<br>0.01%, 03/24/2026 | JPY | 8900 | 61486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 39<br>0.01%, 06/30/2026 |  | 3000 | 20670 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 44<br>0.005%, 09/28/2027 |  | 4300 | 29214 |
|  |  |  | 25293043 |
|  **Kazakhstan – 0.1%** |  |  |  |
|  Baiterek National Managing Holding JSC<br>5.45%, 05/08/2028<sup>(a)</sup>  | U.S.$| 2488 | 2514721 |
|  Total Governments - Sovereign Agencies<br>(cost $96,342,277) |  |  | 102535920 |
|  **CORPORATES - NON-INVESTMENT GRADE – 1.7%** | **CORPORATES - NON-INVESTMENT GRADE – 1.7%** |  |  |
|  **Industrial – 1.7%** |  |  |  |
|  **Basic – 0.1%** |  |  |  |
|  INEOS Quattro Finance 2 PLC<br>8.50%, 03/15/2029<sup>(a)</sup>  | EUR | 1002 | 1175082 |
|  SNF Group SACA<br>3.125%, 03/15/2027<sup>(a)</sup>  | U.S.$| 1664 | 1613470 |
|  |  |  | 2788552 |
|  **Capital Goods – 0.0%** |  |  |  |
|  Axon Enterprise, Inc.<br>6.125%, 03/15/2030<sup>(a)</sup>  |  | 87 | 89502 |
|  Luna 2 5SARL<br>5.50%, 07/01/2032<sup>(a)</sup>  | EUR | 632 | 758551 |
|  |  |  | 848053 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Communications - Media – 0.1%** |  |  |  |
|  Warnermedia Holdings, Inc.<br>3.755%, 03/15/2027 | U.S.$| 88 | $85428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 03/15/2032 |  | 3199 | 2698091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 03/15/2052 |  | 1474 | 909252 |
|  |  |  | 3692771 |
|  **Consumer Cyclical - Automotive – 0.3%** |  |  |  |
|  Nissan Motor Acceptance Co. LLC<br>1.85%, 09/16/2026<sup>(a)</sup>  |  | 3120 | 2978781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/09/2026<sup>(a)</sup>  |  | 4070 | 3953649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/15/2028<sup>(a)</sup>  |  | 5328 | 4720078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/13/2027<sup>(a)</sup>  |  | 1469 | 1442151 |
|  ZF Finance GmbH<br>Series E<br>2.00%, 05/06/2027<sup>(a)</sup>  | EUR | 5300 | 5913272 |
|  |  |  | 19007931 |
|  **Consumer Cyclical - Entertainment – 0.0%** |  |  |  |
|  Carnival Corp.<br>5.75%, 03/01/2027<sup>(a)</sup>  | U.S.$| 199 | 200604 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Hilton Domestic Operating Co., Inc.<br>5.875%, 04/01/2029<sup>(a)</sup>  |  | 3279 | 3349246 |
|  Standard Industries, Inc./NY<br>4.75%, 01/15/2028<sup>(a)</sup>  |  | 2392 | 2366851 |
|  Travel & Leisure Co.<br>6.625%, 07/31/2026<sup>(a)</sup>  |  | 1567 | 1583066 |
|  |  |  | 7299163 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>3.875%, 01/15/2028<sup>(a)</sup>  |  | 2221 | 2162717 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  FirstCash, Inc.<br>4.625%, 09/01/2028<sup>(a)</sup>  |  | 2218 | 2178055 |
|  **Consumer Non-Cyclical – 0.3%** |  |  |  |
|  CVS Health Corp.<br>6.75%, 12/10/2054 |  | 662 | 664969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055 |  | 7578 | 7831996 |
|  IQVIA, Inc.<br>5.00%, 10/15/2026<sup>(a)</sup>  |  | 1801 | 1797490 |
|  METRO AG<br>4.625%, 03/07/2029<sup>(a)</sup>  | EUR | 527 | 637840 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV<br>4.125%, 04/30/2028<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 | 5072191 |
|  Tenet Healthcare Corp.<br>5.125%, 11/01/2027 |  | 2720 | 2714595 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18719081 |
|  **Energy – 0.3%** |  |  |  |
|  Antero Midstream Partners LP/Antero Midstream Finance Corp.<br>5.375%, 06/15/2029<sup>(a)</sup>  |  | 303 | 300900 |
|  NuStar Logistics LP<br>6.00%, 06/01/2026 |  | 1576 | 1582202 |
|  Sunoco LP/Sunoco Finance Corp.<br>7.00%, 09/15/2028<sup>(a)</sup>  |  | 10993 | 11329276 |
|  Venture Global Plaquemines LNG LLC<br>6.50%, 01/15/2034<sup>(a)</sup>  |  | 5896 | 5896000 |
|  |  |  | 19108378 |
|  **Services – 0.1%** |  |  |  |
|  Clarivate Science Holdings Corp.<br>3.875%, 07/01/2028<sup>(a)</sup>  |  | 3576 | 3426706 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<br>3.375%, 08/31/2027<sup>(a)</sup>  | U.S.$| 1686 | $1631032 |
|  |  |  | 5057738 |
|  **Technology – 0.1%** |  |  |  |
|  Cedacri SpA<br>6.77% (EURIBOR 3 Month + 4.63%), 05/15/2028<sup>(a)</sup> <sup>(d)</sup> | EUR | 2165 | 2552444 |
|  **Transportation - Airlines – 0.2%** |  |  |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.75%, 04/20/2029<sup>(a)</sup>  | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5557 | 5569969 |
|  JetBlue Airways Corp./JetBlue Loyalty LP<br>9.875%, 09/20/2031<sup>(a)</sup>  |  | 7634 | 7404980 |
|  |  |  | 12974949 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96590436 |
|  **Financial Institutions – 0.0%** |  |  |  |
|  **REITs – 0.0%** |  |  |  |
|  Vivion Investments SARL<br>Series E<br>6.50%, 02/28/2029<sup>(a)</sup> <sup>(e) (g)</sup> | EUR | 23 | 26856 |
|  Total Corporates - Non-Investment Grade<br>(cost $96,209,178) |  |  | 96617292 |
|  **SUPRANATIONALS – 1.2%** |  |  |  |
|  European Union<br>Series UFA<br>3.375%, 10/05/2054<sup>(a)</sup>  |  | 27216 | 29234726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/04/2044<sup>(a)</sup>  |  | 33571 | 41325669 |
|  Total Supranationals<br>(cost $67,607,249) |  |  | 70560395 |
|  **EMERGING MARKETS - CORPORATE BONDS – 1.2%** |  |  |  |
|  **Industrial – 0.9%** |  |  |  |
|  **Basic – 0.4%** |  |  |  |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(a)</sup> <sup>(h)</sup> | U.S.$| 3142 | 2174951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.99%, 02/20/2032<sup>(a)</sup>  |  | 244 | 168901 |
|  Braskem Netherlands Finance BV<br>4.50%, 01/10/2028<sup>(a)</sup>  |  | 8736 | 7501603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2034<sup>(a)</sup>  |  | 1215 | 966772 |
|  JSW Steel Ltd.<br>3.95%, 04/05/2027<sup>(a)</sup>  |  | 3300 | 3178065 |
|  Periama Holdings LLC/DE<br>5.95%, 04/19/2026<sup>(a)</sup>  |  | 2478 | 2476538 |
|  Sasol Financing USA LLC<br>8.75%, 05/03/2029<sup>(a)</sup>  |  | 2046 | 2023664 |
|  Stillwater Mining Co.<br>4.00%, 11/16/2026<sup>(a)</sup>  |  | 5827 | 5662206 |
|  UPL Corp., Ltd.<br>4.625%, 06/16/2030<sup>(a)</sup>  |  | 380 | 343710 |
|  |  |  | 24496410 |
|  **Capital Goods – 0.1%** |  |  |  |
|  Ambipar Lux SARL<br>10.875%, 02/05/2033<sup>(a)</sup>  |  | 7997 | 7592477 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |  |
|  BRF GmbH<br>4.35%, 09/29/2026<sup>(a)</sup>  |  | 1475 | 1456046 |
|  Natura &Co Luxembourg Holdings SARL<br>4.125%, 05/03/2028<sup>(a)</sup>  |  | 4122 | 3875826 |
|  |  |  | 5331872 |
|  **Energy – 0.3%** |  |  |  |
|  Acu Petroleo Luxembourg SARL<br>7.50%, 01/13/2032<sup>(a)</sup>  |  | 2768 | 2767929 |
|  Ecopetrol SA<br>6.875%, 04/29/2030 |  | 1505 | 1486940 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 01/19/2036 | U.S.$| 1614 | $1554685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 |  | 4947 | 5225912 |
|  Gran Tierra Energy, Inc.<br>9.50%, 10/15/2029<sup>(a)</sup>  |  | 5525 | 4209605 |
|  Greenko Dutch BV<br>3.85%, 03/29/2026<sup>(a)</sup>  |  | 352 | 345136 |
|  |  |  | 15590207 |
|  **Other Industrial – 0.0%** |  |  |  |
|  Telecommunications co Telekom Srbija AD Belgrade<br>7.00%, 10/28/2029<sup>(a)</sup>  |  | 1155 | 1152546 |
|  |  |  | 54163512 |
|  **Utility – 0.3%** |  |  |  |
|  **Electric – 0.2%** |  |  |  |
|  Diamond II Ltd.<br>7.95%, 07/28/2026<sup>(a)</sup>  |  | 5305 | 5343593 |
|  Saavi Energia SARL<br>8.875%, 02/10/2035<sup>(a)</sup>  |  | 5390 | 5609903 |
|  |  |  | 10953496 |
|  **Other Utility – 0.1%** |  |  |  |
|  Aegea Finance SARL<br>6.75%, 05/20/2029<sup>(a)</sup>  |  | 5407 | 5401038 |
|  |  |  | 16354534 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $72,592,423) |  |  | 70518046 |
|  **QUASI-SOVEREIGNS – 1.2%** |  |  |  |
|  **Quasi-Sovereign Bonds – 1.2%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Corp. Nacional del Cobre de Chile<br>3.75%, 01/15/2031<sup>(a)</sup>  |  | 530 | 492337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/02/2033<sup>(a)</sup>  |  | 211 | 204459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/08/2034<sup>(a)</sup>  |  | 906 | 922988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.44%, 01/26/2036<sup>(a)</sup>  |  | 520 | 542620 |
|  Empresa de Transporte de Pasajeros Metro SA<br>3.65%, 05/07/2030<sup>(a)</sup>  |  | 370 | 350068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/07/2050<sup>(a)</sup>  |  | 370 | 296825 |
|  Empresa Nacional del Petroleo<br>5.95%, 07/30/2034<sup>(a)</sup>  |  | 280 | 282800 |
|  |  |  | 3092097 |
|  **China – 0.1%** |  |  |  |
|  Agricultural Development Bank of China<br>3.80%, 10/27/2030<sup>(a)</sup>  | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | 3866989 |
|  CNAC HK Finbridge Co., Ltd.<br>3.00%, 09/22/2030<sup>(a)</sup>  | U.S.$| 540 | 496827 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363816 |
|  **Hong Kong – 0.5%** |  |  |  |
|  Airport Authority<br>2.10%, 03/08/2026<sup>(a)</sup> <sup>(c)</sup> |  | 250 | 244838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/12/2062<sup>(a)</sup>  |  | 350 | 247096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.93%, 06/05/2034<sup>(a)</sup>  | CNH | 96670 | 13972014 |
|  Hong Kong Mortgage Corp., Ltd. (The)<br>Series E<br>2.60%, 10/18/2031<sup>(a)</sup>  |  | 97500 | 13784095 |
|  |  |  | 28248043 |
|  **Indonesia – 0.0%** |  |  |  |
|  Pertamina Persero PT<br>2.30%, 02/09/2031<sup>(a)</sup>  | U.S.$| 570 | 495188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/25/2060<sup>(a)</sup>  |  | 410 | 286200 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Perusahaan Perseroan Persero PT Perusahaan Listrik Negara<br>4.125%, 05/15/2027<sup>(a)</sup>  | U.S.$| 460 | $454250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/24/2042<sup>(a)</sup>  |  | 205 | 181828 |
|  |  |  | 1417466 |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Development Bank of Kazakhstan JSC<br>5.25%, 10/23/2029<sup>(a)</sup>  |  | 225 | 224854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/07/2030<sup>(a)</sup>  |  | 240 | 241651 |
|  Fund of National Welfare Samruk-Kazyna JSC<br>2.00%, 10/28/2026<sup>(a)</sup>  |  | 473 | 453933 |
|  |  |  | 920438 |
|  **Malaysia – 0.0%** |  |  |  |
|  Petronas Capital Ltd.<br>2.48%, 01/28/2032<sup>(a)</sup>  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | 872000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 04/03/2035<sup>(a)</sup>  |  | 500 | 511755 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383755 |
|  **Mexico – 0.3%** |  |  |  |
|  Banco Nacional de Comercio Exterior SNC/Cayman Islands<br>5.875%, 05/07/2030<sup>(a)</sup>  |  | 340 | 344046 |
|  Comision Federal de Electricidad<br>3.35%, 02/09/2031<sup>(a)</sup>  |  | 200 | 176200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/26/2033<sup>(a)</sup>  |  | 200 | 169820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 02/09/2051<sup>(a)</sup>  |  | 220 | 154000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 05/15/2029<sup>(a)</sup>  |  | 240 | 233760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 01/24/2035<sup>(a)</sup>  |  | 390 | 383604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.00%, 09/29/2036<sup>(f)</sup>  |  | 3054 | 2717988 |
|  Petroleos Mexicanos<br>6.35%, 02/12/2048 |  | 8105 | 5640270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/13/2027 |  | 5450 | 5411850 |
|  |  |  | 15231538 |
|  **Panama – 0.0%** |  |  |  |
|  Banco Nacional de Panama<br>2.50%, 08/11/2030<sup>(a)</sup>  |  | 200 | 166800 |
|  **Peru – 0.0%** |  |  |  |
|  Corp. Financiera de Desarrollo SA<br>5.95%, 04/30/2029<sup>(a)</sup>  |  | 230 | 237705 |
|  **Poland – 0.0%** |  |  |  |
|  Bank Gospodarstwa Krajowego<br>5.375%, 05/22/2033<sup>(a)</sup>  |  | 265 | 266388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/09/2054<sup>(a)</sup>  |  | 655 | 645254 |
|  |  |  | 911642 |
|  **Qatar – 0.0%** |  |  |  |
|  QatarEnergy<br>2.25%, 07/12/2031<sup>(a)</sup>  |  | 540 | 471614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/12/2051<sup>(a)</sup>  |  | 500 | 337563 |
|  |  |  | 809177 |
|  **Saudi Arabia – 0.0%** |  |  |  |
|  Gaci First Investment Co.<br>4.875%, 02/14/2035<sup>(a)</sup>  |  | 506 | 494959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/13/2027<sup>(a)</sup>  |  | 430 | 433376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/14/2053<sup>(a)</sup>  |  | 415 | 355397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/29/2054<sup>(a)</sup>  |  | 1030 | 911854 |
|  |  |  | 2195586 |
|  **South Africa – 0.1%** |  |  |  |
|  Transnet SOC Ltd.<br>8.25%, 02/06/2028<sup>(a)</sup>  |  | 7645 | 7910205 |
|  **United Arab Emirates – 0.1%** |  |  |  |
|  Abu Dhabi Crude Oil Pipeline LLC<br>4.60%, 11/02/2047<sup>(a)</sup>  |  | 540 | 482625 |
|  Abu Dhabi Ports Co. PJSC<br>Series E<br>2.50%, 05/06/2031<sup>(a)</sup>  |  | 280 | 248675 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  DP World Crescent Ltd.<br>5.50%, 05/08/2035<sup>(a)</sup>  | U.S.$| 390 | $394129 |
|  MDGH GMTN RSC Ltd.<br>3.70%, 11/07/2049<sup>(a)</sup>  |  | 520 | 383339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>2.50%, 06/03/2031<sup>(a)</sup>  |  | 690 | 612247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/28/2032<sup>(a)</sup>  |  | 260 | 239525 |
|  |  |  | 2360540 |
|  Total Quasi-Sovereigns<br>(cost $68,847,444) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69248808 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 1.2%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Chile Electricity Lux MPC SARL<br>6.01%, 01/20/2033<sup>(a)</sup>  |  | 409 | 423861 |
|  Chile Electricity Lux MPC II SARL<br>5.58%, 10/20/2035<sup>(a)</sup>  |  | 235 | 234953 |
|  Chile Government International Bond<br>3.10%, 05/07/2041 |  | 825 | 613800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/25/2050 |  | 650 | 463125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/14/2032 | EUR | 3435 | 4116137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 01/05/2054 | U.S.$| 265 | 249100 |
|  |  |  | 6100976 |
|  **Colombia – 0.2%** |  |  |  |
|  Colombia Government International Bond<br>8.00%, 11/14/2035 |  | 8167 | 8218044 |
|  **Hong Kong – 0.3%** |  |  |  |
|  Hong Kong Government International Bond<br>Series G<br>3.15%, 07/24/2054<sup>(a)</sup>  | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | 8558586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/07/2033<sup>(a)</sup>  |  | 36090 | 5494231 |
|  |  |  | 14052817 |
|  **Hungary – 0.1%** |  |  |  |
|  Hungary Government International Bond<br>2.125%, 09/22/2031<sup>(a)</sup>  | U.S.$| 673 | 558095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 09/21/2051<sup>(a)</sup>  |  | 200 | 118050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/26/2036<sup>(a)</sup>  |  | 470 | 452032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 05/22/2028<sup>(a)</sup>  |  | 250 | 257580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/22/2032<sup>(a)</sup>  |  | 270 | 280603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/25/2052<sup>(a)</sup>  |  | 740 | 753120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/23/2055<sup>(a)</sup>  |  | 500 | 504000 |
|  |  |  | 2923480 |
|  **Indonesia – 0.3%** |  |  |  |
|  Indonesia Government International Bond<br>1.00%, 07/28/2029 | EUR | 4706 | 5122464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.40%, 10/30/2031 |  | 4290 | 4469889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/28/2031 | U.S.$| 1030 | 898160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/2061 |  | 640 | 404160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 07/30/2025<sup>(a)</sup>  | EUR | 5279 | 6231988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/31/2032 | U.S.$| 200 | 186750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/31/2052 |  | 750 | 611437 |
|  |  |  | 17924848 |
|  **Israel – 0.0%** |  |  |  |
|  Israel Government International Bond<br>Series 5Y<br>5.375%, 02/19/2030 |  | 380 | 388090 |
|  **Mexico – 0.0%** |  |  |  |
|  Mexico Government International Bond<br>2.66%, 05/24/2031 |  | 400 | 345900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 08/14/2041 |  | 500 | 384625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/27/2051 |  | 550 | 427900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 05/04/2053 |  | 248 | 228036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 05/13/2055 |  | 240 | 248400 |
|  |  |  | 1634861 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Panama – 0.1%** |  |  |  |
|  Panama Government International Bond<br>3.87%, 07/23/2060 | U.S.$| 400 | $228000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/17/2028 |  | 670 | 649900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 04/01/2029 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | 5502953 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380853 |
|  **Peru – 0.0%** |  |  |  |
|  Peruvian Government International Bond<br>2.78%, 12/01/2060 |  | 105 | 56385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/10/2051 |  | 660 | 452760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/08/2054 |  | 120 | 115872 |
|  |  |  | 625017 |
|  **Philippines – 0.0%** |  |  |  |
|  Philippine Government International Bond<br>1.95%, 01/06/2032 |  | 1660 | 1408925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 03/29/2027 |  | 205 | 200900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/29/2032 |  | 205 | 190394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/29/2047 |  | 205 | 167587 |
|  |  |  | 1967806 |
|  **Poland – 0.0%** |  |  |  |
|  Republic of Poland Government International Bond<br>Series 10Y<br>4.875%, 10/04/2033 |  | 442 | 438623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 30Y<br>5.50%, 04/04/2053 |  | 158 | 146980 |
|  |  |  | 585603 |
|  **Qatar – 0.0%** |  |  |  |
|  Qatar Government International Bond<br>3.75%, 04/16/2030<sup>(a)</sup>  |  | 1110 | 1084892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/16/2050<sup>(a)</sup>  |  | 200 | 169025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 03/14/2049<sup>(a)</sup>  |  | 320 | 286800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/27/2035<sup>(a)</sup>  |  | 240 | 243921 |
|  |  |  | 1784638 |
|  **Romania – 0.1%** |  |  |  |
|  Romanian Government International Bond<br>2.875%, 04/13/2042<sup>(a)</sup>  | EUR | 300 | 219503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/14/2031<sup>(a)</sup>  | U.S.$| 1130 | 965585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/27/2032<sup>(a)</sup>  |  | 256 | 219441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/25/2027<sup>(a)</sup>  |  | 694 | 693132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 02/17/2028<sup>(a)</sup>  |  | 270 | 278384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 02/10/2037<sup>(a)</sup>  |  | 640 | 664243 |
|  |  |  | 3040288 |
|  **Saudi Arabia – 0.0%** |  |  |  |
|  KSA Sukuk Ltd.<br>5.27%, 10/25/2028<sup>(a)</sup>  |  | 405 | 415088 |
|  Saudi Government International Bond<br>3.625%, 03/04/2028<sup>(a)</sup>  |  | 370 | 362833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/21/2055<sup>(a)</sup>  |  | 970 | 659600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/17/2049<sup>(a)</sup>  |  | 407 | 352666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/13/2028<sup>(a)</sup>  |  | 200 | 203200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/16/2054<sup>(a)</sup>  |  | 225 | 214234 |
|  |  |  | 2207621 |
|  **Uruguay – 0.0%** |  |  |  |
|  Oriental Republic of Uruguay<br>5.25%, 09/10/2060 |  | 595 | 538901 |
|  Uruguay Government International Bond<br>4.375%, 01/23/2031 |  | 152 | 152326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 02/14/2037 |  | 303 | 310462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/28/2034 |  | 220 | 232320 |
|  |  |  | 1234009 |
|  Total Governments - Sovereign Bonds<br>(cost $69,304,666) |  |  | 69068951 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **LOCAL GOVERNMENTS - REGIONAL BONDS – 0.8%** | **LOCAL GOVERNMENTS - REGIONAL BONDS – 0.8%** |  |  |
|  **Japan – 0.8%** |  |  |  |
|  Japan Finance Organization for Municipalities<br>Series G<br>0.05%, 02/12/2027<sup>(a)</sup>  | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29930 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34034751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/08/2027<sup>(a)</sup>  |  | 9345 | 11018503 |
|  Total Local Governments - Regional Bonds<br>(cost $43,917,083) |  |  | 45053254 |
|  **BANK LOANS – 0.7%** |  |  |  |
|  **Industrial – 0.7%** |  |  |  |
|  **Capital Goods – 0.1%** |  |  |  |
|  Quikrete Holdings, Inc.<br>6.58% (CME Term SOFR 1 Month + 2.25%), 03/19/2029<sup>(i)</sup>  |  | 3890 | 3887156 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.<br>08/02/2028<sup>(j)</sup>  | U.S.$| 5697 | 5690434 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  IRB Holding Corp.<br>6.83% (CME Term SOFR 1 Month + 2.50%), 12/15/2027<sup>(i)</sup>  |  | 1078 | 1077677 |
|  **Consumer Non-Cyclical – 0.4%** |  |  |  |
|  Hertz Corp. (The)<br>8.04% (CME Term SOFR 3 Month + 3.50%), 06/30/2028<sup>(i)</sup>  |  | 8900 | 7376194 |
|  Jazz Pharmaceuticals PLC<br>6.58% (CME Term SOFR 1 Month + 2.25%), 05/05/2028<sup>(i)</sup>  |  | 5674 | 5695600 |
|  Opal Bidco SAS<br>7.54% (CME Term SOFR 3 Month + 3.25%), 04/28/2032<sup>(i)</sup>  |  | 8079 | 8106792 |
|  |  |  | 21178586 |
|  **Technology – 0.1%** |  |  |  |
|  Broadcom, Inc.<br>5.45% (CME Term SOFR 1 Month + 1.13%), 08/15/2028<sup>(i)</sup> <sup>(k)</sup> |  | 4275 | 4269938 |
|  MKS Instruments, Inc.<br>6.32% (CME Term SOFR 1 Month + 2.00%), 08/17/2029<sup>(i)</sup>  |  | 2725 | 2727989 |
|  |  |  | 6997927 |
|  Total Bank Loans<br>(cost $39,167,295) |  |  | 38831780 |
|  **LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.5%** | **LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.5%** |  |  |
|  **Canada – 0.5%** |  |  |  |
|  Hydro Quebec Interest Strip<br>Zero Coupon, 08/15/2041 | CAD | 5631 | 1994598 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 02/15/2042 |  | 5631 | 1949589 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2042 |  | 5631 | 1893657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 02/15/2044 |  | 5631 | 1757022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2044 |  | 5631 | 1716843 |
|  Province of Ontario Generic Coupon Strip<br>Zero Coupon, 12/02/2037 |  | 5631 | 2433479 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/02/2038 |  | 5669 | 2328525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2039 |  | 5669 | 2270211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2040 |  | 5669 | 2151775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/02/2040 |  | 5631 | 2082521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2041 |  | 5631 | 2029215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/02/2041 |  | 5669 | 1991948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2042 |  | 5669 | 1940345 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  Province of Quebec Canada<br>4.40%, 12/01/2055 | CAD | 2717 |  | $1976321 |
|  Total Local Governments - Provincial Bonds<br>(cost $28,964,199) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28516049 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.3%** |  |  |  |  |
|  **United States – 0.3%** |  |  |  |  |
|  California Earthquake Authority<br>Series 2022-A<br>5.60%, 07/01/2027 | U.S.$| 4745 |  | 4795421 |
|  Commonwealth Financing Authority<br>Series 2016-A<br>4.14%, 06/01/2038 |  | 2640 |  | 2434941 |
|  State Board of Administration Finance Corp.<br>Series 2020-A<br>2.15%, 07/01/2030 |  | 7016 |  | 6277571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-A<br>5.53%, 07/01/2034 |  | 4802 |  | 4927051 |
|  State of Hawaii<br>Series 2023-G<br>5.25%, 10/01/2029 |  | 1640 |  | 1716802 |
|  Total Local Governments - US Municipal Bonds<br>(cost $19,853,242) |  |  |  | 20151786 |
|  **EMERGING MARKETS - SOVEREIGNS – 0.1%** |  |  |  |  |
|  **Dominican Republic – 0.1%** |  |  |  |  |
|  Dominican Republic International Bond<br>5.95%, 01/25/2027<sup>(a)</sup>(cost $6,924,278) |  | 7003 |  | 7066027 |
|  **LOCAL GOVERNMENTS - CANADIAN MUNICIPAL BONDS – 0.0%** |  |  |  |  |
|  **Canada – 0.0%** |  |  |  |  |
|  City of Calgary Canada<br>4.20%, 06/01/2034<br>(cost $2,561,999) |  | 3456 |  | 2603703 |
|  | **Shares** | **Shares** |  |  |
|  **COMMON STOCKS – 0.0%** |  |  |  |  |
|  **Energy – 0.0%** |  |  |  |  |
|  **Oil, Gas & Consumable Fuels – 0.0%** |  |  |  |  |
|  SandRidge Energy, Inc.<br>(cost $1,387,701) |  | 4459 |  | 48246 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |  |
|  **EMERGING MARKETS - TREASURIES – 0.0%** |  |  |  |  |
|  **South Africa – 0.0%** |  |  |  |  |
|  Republic of South Africa Government Bond<br>Series 2030<br>8.00%, 01/31/2030<br>(cost $1) |  | 0 | \*\* | 1 |
|  | **Shares** | **Shares** |  |  |
|  **SHORT-TERM INVESTMENTS – 3.2%** |  |  |  |  |
|  **Investment Companies – 1.7%** |  |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.17%<sup>(l)</sup> <sup>(m) (n)</sup>(cost $99,544,970) |  | &nbsp;&nbsp;&nbsp;&nbsp;99544970 |  | 99544970 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  **Treasury Bills – 1.1%** |  |  |  |  |
|  **Japan – 1.1%** |  |  |  |  |
|  Japan Treasury Discount Bill<br>Series 1315<br>Zero Coupon, 09/29/2025<br>(cost $65,334,990) | U.S.$| 9475900000 |  | $65731122 |
|  **Time Deposits – 0.4%** |  |  |  |  |
|  ANZ, London<br>2.61%, 07/01/2025 | AUD | 321 |  | 211218 |
|  BBH, New York<br>2.00%, 07/01/2025 | NZD | 0 | \*\* | 1 |
|  Citibank, London<br>0.86%, 07/01/2025 | EUR | 2739 |  | 3225827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.17%, 07/01/2025 | GBP | 77 |  | 105973 |
|  JPMorgan Chase, New York<br>3.68%, 07/01/2025 | U.S.$| 16975 |  | 16974786 |
|  Nordea, Oslo<br>2.94%, 07/01/2025 | NOK | 4 |  | 394 |
|  Royal Bank of Canada, Toronto<br>1.55%, 07/02/2025 | CAD | 111 |  | 81603 |
|  SMBC, Tokyo<br>0.12%, 07/01/2025 | JPY | 103295 |  | 717300 |
|  Standard Chartered Bank, Johannesburg<br>5.16%, 07/01/2025 | ZAR | 0 | \*\* | 1 |
|  Total Time Deposits<br>(cost $21,317,103) |  |  |  | 21317103 |
|  Total Short-Term Investments<br>(cost $186,197,063) |  |  |  | 186593195 |
|  **Total Investments – 115.4%**<br> (cost $6,726,613,730)<sup>(o)</sup>  |  |  |  | 6768243286 |
|  Other assets less liabilities – (15.4)% |  |  |  | (901211493) |
|  **Net Assets – 100.0%** |  |  |  | $**5867031793** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| Australian 10 Yr Bond Futures | 1181 | September 2025 | $89090696 | $714358 |
| Canadian 5 Yr Bond Futures | 24 | September 2025 | 2011118 | 7740 |
| Canadian 10 Yr Bond Futures | 5 | September 2025 | 447953 | 1344 |
| Euro Buxl 30 Yr Bond Futures | 131 | September 2025 | 18322941 | (97699) |
| Euro-BTP Futures | 555 | September 2025 | 79105231 | 172593 |
| Euro-Bund Futures | 7 | September 2025 | 1073171 | (5006) |
| Euro-OAT Futures | 573 | September 2025 | 83587708 | (587220) |
| Euro-Schatz Futures | 57 | September 2025 | 7201103 | (11414) |
| Long Gilt Futures | 8 | September 2025 | 1021581 | 18352 |
| U.S. 10 Yr Ultra Futures | 28 | September 2025 | 3199437 | 61836 |
| U.S. Long Bond (CBT) Futures | 159 | September 2025 | 18359531 | 350515 |
| U.S. T-Note 2 Yr (CBT) Futures | 1080 | September 2025 | 224665313 | 682657 |
| U.S. T-Note 5 Yr (CBT) Futures | 7908 | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861972000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10108750 |
| U.S. Ultra Bond (CBT) Futures | 4 | September 2025 | 476500 | 2937 |
| **Sold Contracts** |  |  |  |  |
| Canadian 10 Yr Bond Futures | 1822 | September 2025 | 163234074 | (1003488) |
| Euro-BOBL Futures | 61 | September 2025 | 8455891 | 19189 |
| Euro-Bund Futures | 665 | September 2025 | 101951276 | 682763 |
| Euro-Schatz Futures | 169 | September 2025 | 21350638 | 32847 |
| Japan 10 Yr Bond (OSE) Futures | 228 | September 2025 | 220107357 | (559303) |
| U.S. 10 Yr Ultra Futures | 2025 | September 2025 | 231387891 | (3462391) |
| U.S. Long Bond (CBT) Futures | 11 | September 2025 | 1270156 | (32656) |
| U.S. T-Note 2 Yr (CBT) Futures | 59 | September 2025 | 12273383 | (48836) |
| U.S. T-Note 10 Yr (CBT) Futures | 7 | September 2025 | 784875 | (13625) |
| U.S. Ultra Bond (CBT) Futures | 357 | September 2025 | 42527625 | (322094) |
|  |  |  |  | $6712149 |

---

------

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement<br>Date** | **Unrealized**<br> **Appreciation<br>(Depreciation)** |
| Bank of America NA | BRL | 60618 | USD | 11108 | 07/02/2025 | $(49068) |
| Bank of America NA | USD | 10893 | BRL | 60618 | 07/02/2025 | 264443 |
| Bank of America NA | CAD | 93459 | USD | 68085 | 07/11/2025 | (579194) |
| Bank of America NA | KRW | 111527468 | USD | 77428 | 07/17/2025 | (5075741) |
| Bank of America NA | BRL | 60618 | USD | 10810 | 08/04/2025 | (252324) |
| Bank of America NA | CNH | 49394 | USD | 6903 | 08/07/2025 | (17926) |
| Barclays Bank PLC | GBP | 194296 | USD | 264448 | 07/11/2025 | (2263201) |
| Barclays Bank PLC | PLN | 232949 | USD | 63742 | 07/11/2025 | (873756) |
| BNP Paribas SA | USD | 13500 | JPY | 1960780 | 07/11/2025 | 129750 |
| BNP Paribas SA | CNH | 29598 | USD | 4146 | 08/07/2025 | (1497) |
| Brown Brothers Harriman & Co. | EUR | 4120 | USD | 4709 | 07/09/2025 | (146924) |
| Brown Brothers Harriman & Co. | USD | 1773 | EUR | 1565 | 07/09/2025 | 71300 |
| Brown Brothers Harriman & Co. | EUR | 14800 | USD | 17093 | 07/10/2025 | (349691) |
| Brown Brothers Harriman & Co. | GBP | 45186 | USD | 61558 | 07/11/2025 | (468949) |
| Brown Brothers Harriman & Co. | GBP | 997 | USD | 1351 | 07/16/2025 | (17353) |
| Brown Brothers Harriman & Co. | USD | 1374 | GBP | 1016 | 07/16/2025 | 20168 |
| Brown Brothers Harriman & Co. | EUR | 8733 | USD | 9957 | 07/25/2025 | (347280) |
| Brown Brothers Harriman & Co. | CNH | 137230 | USD | 19146 | 08/07/2025 | (81695) |
| Brown Brothers Harriman & Co. | EUR | 23075 | USD | 26367 | 08/08/2025 | (885970) |
| Citibank NA | JPY | 13231716 | USD | 90990 | 07/11/2025 | (988322) |
| Citibank NA | USD | 50930 | COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208236674 | 07/15/2025 | (59881) |
| Citibank NA | GBP | 120482 | USD | 160224 | 07/16/2025 | (5167136) |
| Citibank NA | USD | 14931 | KRW | 20290796 | 07/17/2025 | 79693 |
| Citibank NA | USD | 14260 | HUF | 4854429 | 07/18/2025 | 36013 |
| Citibank NA | IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544362237 | USD | 32262 | 07/24/2025 | (1355619) |
| Citibank NA | USD | 10421 | CNH | 74831 | 08/07/2025 | 63594 |
| Deutsche Bank AG | CNH | 15500 | USD | 2167 | 08/07/2025 | (5116) |
| Goldman Sachs Bank USA | MYR | 115081 | USD | 27344 | 09/17/2025 | (41861) |
| HSBC Bank USA | EUR | 994424 | USD | 1134426 | 07/09/2025 | (37494813) |
| HSBC Bank USA | USD | 1018 | EUR | 881 | 07/09/2025 | 19789 |
| HSBC Bank USA | AUD | 13578 | USD | 8902 | 07/10/2025 | (35370) |
| HSBC Bank USA | PEN | 24266 | USD | 6658 | 07/15/2025 | (189324) |
| HSBC Bank USA | USD | 11403 | BRL | 63744 | 08/04/2025 | 230053 |
| HSBC Bank USA | CNH | 8420 | USD | 1176 | 08/07/2025 | (3536) |
| JPMorgan Chase Bank NA | EUR | 7171 | USD | 8208 | 07/09/2025 | (243378) |
| JPMorgan Chase Bank NA | AUD | 38757 | USD | 25297 | 07/10/2025 | (213453) |
| JPMorgan Chase Bank NA | USD | 24183 | EUR | 20763 | 07/10/2025 | 287570 |
| JPMorgan Chase Bank NA | USD | 14544 | ZAR | 258781 | 07/10/2025 | 64333 |
| JPMorgan Chase Bank NA | CAD | 8124 | USD | 5969 | 07/11/2025 | 785 |
| JPMorgan Chase Bank NA | CAD | 21112 | USD | 15506 | 07/11/2025 | (4379) |
| JPMorgan Chase Bank NA | JPY | 9465950 | USD | 65405 | 07/11/2025 | (395974) |
| Morgan Stanley Capital Services LLC | BRL | 60618 | USD | 10646 | 07/02/2025 | (511222) |
| Morgan Stanley Capital Services LLC | USD | 11108 | BRL | 60618 | 07/02/2025 | 49068 |
| Morgan Stanley Capital Services LLC | EUR | 1039 | USD | 1189 | 07/09/2025 | (36006) |
| Morgan Stanley Capital Services LLC | MXN | 1590579 | USD | 83354 | 07/10/2025 | (1341629) |
| Morgan Stanley Capital Services LLC | CAD | 331419 | USD | 241287 | 07/11/2025 | (2205525) |
| Morgan Stanley Capital Services LLC | COP | 221679661 | USD | 51737 | 07/15/2025 | (2417661) |
| Morgan Stanley Capital Services LLC | CNH | 2312187 | USD | 320261 | 08/05/2025 | (3654427) |
| Morgan Stanley Capital Services LLC | JPY | 77161757 | USD | 529165 | 08/27/2025 | (10162412) |
| Societe Generale | EUR | 57497 | USD | 66903 | 07/10/2025 | (862232) |
| Standard Chartered Bank | AUD | 141372 | USD | 91929 | 07/10/2025 | (1124853) |
| Standard Chartered Bank | PEN | 105518 | USD | 29032 | 07/15/2025 | (744211) |
| Standard Chartered Bank | USD | 15634 | IDR | 254898014 | 07/24/2025 | 107549 |
| UBS AG | CAD | 202044 | USD | 149654 | 08/28/2025 | 841024 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78403777) |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>June 30,<br>2025** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Australia Series 43,<br>5 Year Index, 6/20/2030\* | 1.00% | Quarterly | 0.74% | USD | 55701 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(672065) | $(625660) | $(46405) |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 44,<br>5 Year Index, 6/20/2030\* | 1.00 | Quarterly | 0.51 | USD | 55701 | 1250640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052457 | 198183 |
|  |  |  |  |  |  | $578575 | $426797 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151778 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** |<br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| CNY | 644702 | 02/20/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.616% | Quarterly | $534831 $| -0- | $534831 |
| CNY | 586868 | 02/20/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.602% | Quarterly | 436033 | -0- | 436033 |
| CNY | 428453 | 04/03/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.591% | Quarterly | 296715 | -0- | 296715 |
| CNY | 396687 | 04/03/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.583% | Quarterly | 253315 | -0- | 253315 |
| NZD | 75120 | 03/18/2035 | 3 Month<br>BKBM | 4.153% | Quarterly/<br>Semi-Annual | 847712 | -0- | 847712 |
| NZD | 38130 | 03/18/2035 | 3 Month<br>BKBM | 4.155% | Quarterly/<br> Semi-Annual | 435182 | -0- | 435182 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803788 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803788 |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal<br>Amount<br>(000)** | **Interest<br>Rate** | **Maturity** | **U.S. $Value at<br>June 30,<br>2025** |
| Jefferies LLC† | USD | 143 | 1.75% | – $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142528 |

---

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on June 30, 2025.* 

The type of underlying collateral and the remaining maturity of open reverse repurchase agreements on statements of assets and liabilities is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Overnight and**<br> **Continuous** | **Up to 30 Days** | **31-90 Days** | **Greater than<br>90 Days** | **Total** |
| Emerging Markets - Corporate Bonds | $142528 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142528 |

---

------

*\*\** *Principal amount less than 500.* 

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At June 30, 2025, the aggregate market value of these securities amounted to $3,067,069,267 or 52.28% of net assets.* 

*(b)* *Position, or a portion thereof, has been segregated to collateralize OTC derivatives outstanding.* 

*(c)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(d)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at June 30, 2025.* 

*(e)* *Coupon rate adjusts periodically based upon a predetermined schedule. Stated interest rate in effect at June 30, 2025.* 

*(f)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.05% of net assets as of June 30, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Chile Electricity PEC SpA<br>Zero Coupon, 01/25/2028* | *10/06/2021* | $*189997* | | $*175971* | | *0.00%* |
|  *Comision Federal de Electricidad<br>Series E<br>5.00%, 09/29/2036* | *06/23/2021* | *3155384* | | *2717988* | | *0.05%* |

---

*(g)* *Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at June 30, 2025.* 

*(h)* *Position, or a portion thereof, has been segregated to collateralize reverse repurchase agreements.* 

*(i)* *The stated coupon rate represents the greater of the SOFR or an alternate base rate such as the PRIME or the SOFR/PRIME floor rate plus a spread at June 30, 2025.* 

*(j)* *This position or a portion of this position represents an unsettled loan purchase. The coupon rate will be determined at the time of settlement and will be based upon the Secured Overnight Financing Rate ("SOFR") plus a premium which was determined at the time of purchase.* 

*(k)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(l)* *The rate shown represents the 7-day yield as of period end.* 

*(m)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(n)* *Affiliated investments.* 

*(o)* *As of June 30, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $216,903,126 and gross unrealized depreciation of investments was $(244,009,632), resulting in net unrealized depreciation of $(27,106,506).* 

*Currency Abbreviations:* 

*AUD* – *Australian Dollar* 

*BRL* – *Brazilian Real* 

*CAD* – *Canadian Dollar* 

*CNH* – *Chinese Yuan Renminbi (Offshore)* 

*CNY* – *Chinese Yuan Renminbi* 

*COP* – *Colombian Peso* 

*EUR* – *Euro* 

*GBP* – *Great British Pound* 

*HUF* – *Hungarian Forint* 

*IDR* – *Indonesian Rupiah* 

*JPY* – *Japanese Yen* 

*KRW* – *South Korean Won* 

*MXN* – *Mexican Peso* 

*MYR* – *Malaysian Ringgit* 

*NOK* – *Norwegian Krone* 

*NZD* – *New Zealand Dollar* 

*PEN* – *Peruvian Sol* 

*PLN* – *Polish Zloty* 

*SEK* – *Swedish Krona* 

*USD* – *United States Dollar* 

*ZAR* – *South African Rand* 

------

*Glossary:* 

*ABS* – *Asset-Backed Securities* 

*AD* – *Assessment District* 

*BKBM* – *Bank Bill Reference Rate (New Zealand)* 

*BOBL* – *Bundesobligationen* 

*BTP* – *Buoni del Tesoro Poliennali* 

*CBT* – *Chicago Board of Trade* 

*CDX-NAIG* – *North American Investment Grade Credit Default Swap Index* 

*CLO* – *Collateralized Loan Obligations* 

*CMBS* – *Commercial Mortgage-Backed Securities* 

*CME* – *Chicago Mercantile Exchange* 

*EURIBOR* – *Euro Interbank Offered Rate* 

*GMTN* – *Global Medium Term Note* 

*JSC* – *Joint Stock Company* 

*MTN* – *Medium Term Note* 

*OAT* – *Obligations Assimilables du Trésor* 

*OSE* – *Osaka Securities Exchange* 

*PJSC* – *Public Joint Stock Company* 

*REIT* – *Real Estate Investment Trust* 

*SOFR* – *Secured Overnight Financing Rate* 

*TBA* – *To Be Announced* 

**COUNTRY BREAKDOWN<sup>1</sup>** 

**June 30, 2025 (unaudited)** 

40.0 % United States

10.4 % Japan

8.6 % United Kingdom

7.2 % Canada

4.1 % France

4.1 % China

3.9 % Germany

2.1 % Australia

1.9 % Mexico

1.8 % Italy

1.3 % South Korea

1.0 % Spain

1.0 % Supranational

9.8 % Other

2.8 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 1.0% or less in the following: Austria, Belgium, Brazil, Chile, Colombia, Czech Republic, Denmark, Dominican Republic, Finland, Greece, Hong Kong, Hungary, India, Indonesia, Ireland, Israel, Kazakhstan, Kuwait, Luxembourg, Macau, Malaysia, Morocco, Netherlands, Norway, Panama, Peru, Philippines, Poland, Portugal, Qatar, Romania, Saudi Arabia, Serbia, Singapore, South Africa, Sweden, Switzerland, Taiwan, Thailand, United Arab Emirates and Uruguay. 

------

**AB Global Bond Fund** 

**June 30, 2025 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which are then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

Valuations of mortgage-backed or other asset-backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset-backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

Bank loan prices are provided by third party pricing services and consist of a composite of the quotes received by the vendor into a consensus price. Certain bank loans are classified as Level 3, as a significant input used in the fair value measurement of these instruments is the market quotes that are received by the vendor and these inputs are not observable.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of June 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Governments - Treasuries | $-0- | $2682002370 | $-0- | $2682002370 |
| Corporates - Investment Grade | -0- | 1413851695 | -0- | 1413851695 |
| Mortgage Pass-Throughs | -0- | 881429663 | -0- | 881429663 |
| Collateralized Mortgage Obligations | -0- | 214777773 | -0- | 214777773 |
| Collateralized Loan Obligations | -0- | 192260167 | -0- | 192260167 |
| Commercial Mortgage-Backed Securities | -0- | 166019052 | -0- | 166019052 |
| Asset-Backed Securities | -0- | 161091169 | -0- | 161091169 |
| Covered Bonds | -0- | 143374968 | -0- | 143374968 |
| Inflation-Linked Securities | -0- | 106022976 | -0- | 106022976 |
| Governments - Sovereign Agencies | -0- | 102535920 | -0- | 102535920 |
| Corporates - Non-Investment Grade | -0- | 96617292 | -0- | 96617292 |
| Supranationals | -0- | 70560395 | -0- | 70560395 |
| Emerging Markets - Corporate Bonds | -0- | 70518046 | -0- | 70518046 |
| Quasi-Sovereigns | -0- | 69248808 | -0- | 69248808 |
| Governments - Sovereign Bonds | -0- | 69068951 | -0- | 69068951 |
| Local Governments - Regional Bonds | -0- | 45053254 | -0- | 45053254 |
| Bank Loans | -0- | 34561842 | 4269938 | 38831780 |
| Local Governments - Provincial Bonds | -0- | 28516049 | -0- | 28516049 |
| Local Governments - US Municipal Bonds | -0- | 20151786 | -0- | 20151786 |
| Emerging Markets - Sovereigns | -0- | 7066027 | -0- | 7066027 |
| Local Governments - Canadian Municipal Bonds | -0- | 2603703 | -0- | 2603703 |
| Common Stocks | 48246 | -0- | -0- | 48246 |
| Emerging Markets - Treasuries | -0- | 1 | -0- | 1 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 99544970 | -0- | -0- | 99544970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Treasury Bills | -0- | 65731122 | -0- | 65731122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Deposits | 21317103 | -0- | -0- | 21317103 |
| Total Investments in Securities | 120910319 | 6643063029 | 4269938 | 6768243286 |
| **Other Financial Instruments\*:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | 12855881 | -0- | -0- | 12855881 |
| Forward Currency Exchange Contracts | -0- | 2265132 | -0- | 2265132 |
| Centrally Cleared Credit Default Swaps | -0- | 1250640 | -0- | 1250640 |
| Centrally Cleared Interest Rate Swaps | -0- | 2803788 | -0- | 2803788 |
| **Liabilities** |  |  |  |  |
| Futures | (6143732) | -0- | -0- | (6143732) |
| Forward Currency Exchange Contracts | -0- | (80668909) | -0- | (80668909) |
| Centrally Cleared Credit Default Swaps | -0- | (672065) | -0- | (672065) |
| **Total** | $**127622468** | $**6568041615** | $**4269938** | $**6699934021** |

---

*\** *Other financial instruments include derivative instruments, such as futures, forwards and swaps. Derivative instruments are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Fund's transactions in AB mutual funds for the nine months ended June 30, 2025 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>9/30/24**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>6/30/25**<br> **(000)** | **Dividend<br>Income<br>(000)** |
| AB Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97830 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762872 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761157 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99545 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6963124291.14

**Total Liabilities:** $1118118974.32

**Net Assets:** $5845005316.82

**Delayed Delivery Securities:** $24703036.12

**Cash Not Reported:** $33188377.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4913.43000000 | **1-Year:** -169331.91000000 | **5-Year:** -459793.69000000 | **10-Year:** -229559.99000000 | **30-Year:** -78515.21000000

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

- **3-Month:** -2530.30000000 | **1-Year:** -31488.19000000 | **5-Year:** -47533.86000000 | **10-Year:** -62172.25000000 | **30-Year:** -28604.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135460 | 0.89%                | -0.13%               | 1.03%                |
| Class ID C000057412 | 0.89%                | 0.01%                | 0.89%                |
| Class ID C000028113 | 0.87%                | -0.15%               | 1.01%                |
| Class ID C000057411 | 0.89%                | -0.14%               | 1.03%                |
| Class ID C000028115 | 0.80%                | -0.07%               | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10216572.73            | $137840616.27                              |
| Month 2  | $-4015284.71             | $-22646051.77                              |
| Month 3  | $-14074704.22            | $100901166.53                              |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU:IND

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                                                                                                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |       517000 | PA      | $512022.33    | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                       | United Airlines Inc                                                                                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      2341000 | PA      | $2324358.58   | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                                                                                          | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       198000 | PA      | $228757.31    | 0.00%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $174822.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $435463.28    | 0.01%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-3                                                                                                       | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       759714 | PA      | $332458.19    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     44032044 | PA      | $45258222.27  | 0.77%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       108000 | PA      | $109271.40    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       653000 | PA      | $636471.11    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                   | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10096000 | PA      | $8139195.84   | 0.14%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                                                                            | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |       220000 | PA      | $251876.10    | 0.00%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       260000 | PA      | $226259.80    | 0.00%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                                        | Betony CLO 2 Ltd                                                                                                                             | CUSIP: 08763QAA0<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |       756951 | PA      | $757859.50    | 0.01%             | 2031-04-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                             | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |     99544970 | NS      | $99544970.45  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                           | Allegro CLO XI Ltd                                                                                                                           | CUSIP: 01750HAU6<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |     11754607 | PA      | $11764480.87  | 0.20%             | 2033-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SAMRUK KAZYNA JSC                                         | Fund of National Welfare Samruk-Kazyna JSC                                                                                                   | CUSIP: 84612WAA1<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |       473000 | PA      | $453933.37    | 0.01%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       316000 | PA      | $397149.10    | 0.01%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      5606000 | PA      | $5654212.05   | 0.10%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       236000 | PA      | $275018.97    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       385000 | PA      | $393903.49    | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IS8   IRS R01.58PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IS8   IRS PCN07R01.58 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    396687000 | OU      | $253499.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $202256.63    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     12010000 | PA      | $7996367.85   | 0.14%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     11650000 | PA      | $14435633.06  | 0.25%             | 2029-07-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       319000 | PA      | $318867.71    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $239136.80    | 0.00%             | 2028-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       483000 | PA      | $495889.38    | 0.01%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux Mpc II Sarl                                                                                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       234601 | PA      | $234953.10    | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9753 | PA      | $8978.28      | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243044889 | PA      | $243286329.79 | 4.16%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      2046000 | PA      | $2023663.63   | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       178000 | PA      | $208035.70    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                   | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       714000 | PA      | $500102.23    | 0.01%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5446000 | PA      | $6409210.10   | 0.11%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-GW                                                                                                                             | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5057000 | PA      | $5066491.48   | 0.09%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       643000 | PA      | $635494.63    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $190393.75    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals, Inc.                                | Jazz Pharmaceuticals, Inc. Tranche B-2 Dollar Term Loan                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      5673813 | PA      | $5695599.97   | 0.10%             | 2028-05-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $135480.74    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                                                                             | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       170000 | PA      | $183032.44    | 0.00%             | 2031-03-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       290000 | PA      | $247950.00    | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1300000000 | PA      | $9377020.83   | 0.16%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                 | Mylan Inc                                                                                                                                    | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       730000 | PA      | $613509.74    | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       267000 | PA      | $279761.46    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       522000 | PA      | $534927.24    | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                  | Sweihan PV Power Co PJSC                                                                                                                     | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |       451898 | PA      | $372390.74    | 0.01%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-511222.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                                                                                           | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      7318000 | PA      | $8605030.39   | 0.15%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      3200000 | PA      | $3342142.22   | 0.06%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       752000 | PA      | $897071.88    | 0.02%             | 2028-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS /GBP/ REGD V/R REG S EMTN                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $570688.35    | 0.01%             | 2029-08-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       387000 | PA      | $415093.16    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                      | Grupo Energia Bogota SA ESP                                                                                                                  | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $222056.36    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                     | Duke Energy Carolinas LLC                                                                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       397000 | PA      | $405798.03    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1124853.11  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100482.99    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -7 | NC      | $-13625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |        90000 | PA      | $86686.64     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       391000 | PA      | $333212.97    | 0.01%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4375000 | PA      | $5807399.51   | 0.10%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $256179.18    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                           | Cigna Group/The                                                                                                                              | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        76000 | PA      | $66068.55     | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HANWHA ENERGY USA HOLDN                                   | Hanwha Energy USA Holdings Corp                                                                                                              | CUSIP: 41135WAC5<br>LEI: 549300VVIE7XDIYNIT55 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250682.85    | 0.00%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                       | Fortive Corp                                                                                                                                 | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |       519000 | PA      | $512088.92    | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANCE                                  | Rentokil Initial Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $124400.16    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      3086000 | PA      | $2849545.34   | 0.05%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      4002000 | PA      | $5611934.09   | 0.10%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                  | John Deere Financial Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     12710000 | PA      | $8591368.17   | 0.15%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       138000 | PA      | $142278.68    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     58543000 | PA      | $15049464.99  | 0.26%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                    | Puget Sound Energy Inc                                                                                                                       | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       131000 | PA      | $128521.13    | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       355000 | PA      | $348914.30    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $687182.88    | 0.01%             | 2026-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |         8000 | PA      | $8042.93      | 0.00%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD PLN                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-873756.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                             | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        84000 | PA      | $76596.66     | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       711000 | PA      | $794628.73    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       587000 | PA      | $596297.95    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     17818000 | PA      | $21914882.95  | 0.37%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       629000 | PA      | $633530.08    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       246000 | PA      | $325754.02    | 0.01%             | 2031-11-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HONG KONG MORTGAGE CORP                                   | Hong Kong Mortgage Corp Ltd/The                                                                                                              | CUSIP: 000000000<br>LEI: 254900W04TBDJ4UBOS04 | Long             | DBT              | NUSS              | HK        |     97500000 | PA      | $13784095.27  | 0.24%             | 2031-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                                                                                   | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55179.76     | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       259000 | PA      | $307443.84    | 0.01%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM STERLING FINANCE                                   | HOLCIM STERLING FINANCE /GBP/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $107277.10    | 0.00%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VARANASI AURA NH-2 TOLL                                   | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd                                                                                                     | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       290000 | PA      | $296655.50    | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       678000 | PA      | $689048.77    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       118000 | PA      | $130091.76    | 0.00%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                           | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       137000 | PA      | $134909.59    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PT TOWER BERSAMA INFRAST REGD REG S                       | PT TOWER BERSAMA INFRAST REGD REG S                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |       200000 | PA      | $191500.00    | 0.00%             | 2027-05-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                             | VERDE CLO Ltd                                                                                                                                | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |      3853426 | PA      | $3852281.17   | 0.07%             | 2032-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                                                                               | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118597.23    | 0.00%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       672000 | PA      | $652951.26    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       235000 | PA      | $230176.12    | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       680000 | PA      | $671005.63    | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      9605000 | PA      | $7444076.09   | 0.13%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       665000 | PA      | $643297.02    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55089.61     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       930000 | PA      | $983379.33    | 0.02%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       504000 | PA      | $509587.60    | 0.01%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                      | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |      1340749 | PA      | $1340357.48   | 0.02%             | 2044-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      7478000 | PA      | $8152809.54   | 0.14%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1355618.90  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                                                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |        54000 | PA      | $51214.78     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       402000 | PA      | $410891.96    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA /JPY/ REGD REG S SER 41                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $694267.56    | 0.01%             | 2028-07-04      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       273000 | PA      | $297527.13    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                      | Peace Park CLO Ltd                                                                                                                           | CUSIP: 70470MAC9<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |      4620000 | PA      | $4622693.46   | 0.08%             | 2034-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        82000 | PA      | $83821.70     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51610.85     | 0.00%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        14000 | PA      | $11310.95     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       428000 | PA      | $529755.00    | 0.01%             | 2048-06-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       220000 | PA      | $154000.00    | 0.00%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       373000 | PA      | $433418.91    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       109249 | PA      | $51517.85     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       589000 | PA      | $579183.21    | 0.01%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       540000 | PA      | $464481.00    | 0.01%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | Goldman Sachs Bank USA/New York NY                                                                                                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |       332000 | PA      | $334716.41    | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116461.04    | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       146000 | PA      | $153578.83    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                      | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     14142374 | PA      | $14195853.68  | 0.24%             | 2041-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51074.79     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                        | RGA Global Funding                                                                                                                           | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |        82000 | PA      | $84084.13     | 0.00%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | Ooredoo International Finance Ltd                                                                                                            | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |       200000 | PA      | $195588.92    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                                                                                                        | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56025.59     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       247000 | PA      | $275253.53    | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $199230.00    | 0.00%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       557000 | PA      | $720933.40    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                | Intuit Inc                                                                                                                                   | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       400000 | PA      | $379207.51    | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       253000 | PA      | $249075.49    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                                  | GE Capital UK Funding Unlimited Co                                                                                                           | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $143893.15    | 0.00%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                            | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       496443 | PA      | $495469.18    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       377000 | PA      | $427241.13    | 0.01%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48212800 | PA      | $47640273.00  | 0.82%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                                               | easyJet PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119958.64    | 0.00%             | 2031-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9792659 | PA      | $10107861.19  | 0.17%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | Hyundai Auto Lease Securitization Trust 2025-A                                                                                               | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8465000 | PA      | $8555305.47   | 0.15%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                   | Acu Petroleo Luxembourg Sarl                                                                                                                 | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1353517 | PA      | $1353517.14   | 0.02%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                                                                                          | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      5405000 | PA      | $5398157.05   | 0.09%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-252324.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | BANCO SANTANDER SA /GBP/ REGD REG S EMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       100000 | PA      | $140231.69    | 0.00%             | 2031-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                                                                            | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |        78000 | PA      | $80940.81     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       570000 | PA      | $681054.37    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       143000 | PA      | $112529.92    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2582 | PA      | $2660.48      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                               | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       278000 | PA      | $309479.34    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        37000 | PA      | $37326.15     | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       131000 | PA      | $133624.08    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131766.80    | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                           | Axiata SPV2 Bhd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |       200000 | PA      | $178242.00    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-6641.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                             | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2576152 | PA      | $2615616.50   | 0.04%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                                                                            | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $266542.14    | 0.00%             | 2043-08-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                                                                                 | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       355000 | PA      | $220956.86    | 0.00%             | 2047-08-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      1934771 | PA      | $1942929.54   | 0.03%             | 2044-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-A                                                                                                              | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1719223 | PA      | $1722016.24   | 0.03%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       127000 | PA      | $133540.66    | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3882123 | PA      | $3972796.13   | 0.07%             | 2042-05-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       533000 | PA      | $643755.86    | 0.01%             | 2030-07-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       204000 | PA      | $203925.54    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H5LT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6028 | PA      | $5523.21      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                  | Adani Electricity Mumbai Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |       490000 | PA      | $437325.00    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                             | FUTURE CONTRACT ON EURO-BTP FUTURE SEP25 /EUR                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          555 | NC      | $172593.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1425698000 | PA      | $75469224.29  | 1.29%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                                                                                   | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119283.44    | 0.00%             | 2026-08-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |        56000 | PA      | $52223.45     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                             | Takeda US Financing Inc                                                                                                                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |       514000 | PA      | $514041.11    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       506000 | PA      | $513292.65    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       763000 | PA      | $651206.01    | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                                                                                      | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       248000 | PA      | $299794.12    | 0.01%             | 2028-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     19632000 | PA      | $20696531.90  | 0.35%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                   | New York Life Insurance Co                                                                                                                   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |        80000 | PA      | $62296.50     | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                                                     | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       380000 | PA      | $389690.00    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       625000 | PA      | $618696.18    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $122618.60    | 0.00%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       132000 | PA      | $127846.13    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2025-1 LLC                                                                                                                               | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5926940 | PA      | $5990685.07   | 0.10%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term C Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1250000 | PA      | $1035937.50   | 0.02%             | 2028-06-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                | Amdocs Ltd                                                                                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |       295000 | PA      | $266885.30    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $217843.04    | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |       643000 | PA      | $664583.17    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                                                                                            | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55517.44     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                       | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      3689000 | PA      | $3730501.25   | 0.06%             | 2030-04-29      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       181000 | PA      | $196555.30    | 0.00%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2619756.69   | 0.04%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       234000 | PA      | $287753.51    | 0.00%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                      | Public Storage Operating Co                                                                                                                  | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |        56000 | PA      | $55842.09     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                                                                                   | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       347000 | PA      | $346625.21    | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1505000 | PA      | $1486940.00   | 0.03%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HFJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6708 | PA      | $6145.96      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        50000 | PA      | $52789.95     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                              | Oriental Republic of Uruguay                                                                                                                 | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       594814 | PA      | $538901.48    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       362000 | PA      | $261164.68    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-15CB                                                                                                             | CUSIP: 02151CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       236114 | PA      | $134813.58    | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       115000 | PA      | $114967.86    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                                                                                          | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       138000 | PA      | $139222.85    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       676000 | PA      | $652515.33    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                       | Minejesa Capital BV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      1018326 | PA      | $995413.67    | 0.02%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       442000 | PA      | $438623.12    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                                                                                | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     15859000 | PA      | $18607477.16  | 0.32%             | 2025-09-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-3424.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32CD8   IRS R01.60PCN07 02/20/30 CITIGROUPGL FIXED / Short: IS32CD8   IRS PCN07R01.60 02/20/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    586868000 | OU      | $436037.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP                                   | TNB Global Ventures Capital Bhd                                                                                                              | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |       430000 | PA      | $435590.00    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                   | KazMunayGas National Co JSC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       334000 | PA      | $288285.42    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                       | Inversiones CMPC SA                                                                                                                          | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |       482000 | PA      | $492738.65    | 0.01%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       647000 | PA      | $663522.76    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4835618.49   | 0.08%             | 2029-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                  | Banco de Credito del Peru S.A.                                                                                                               | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |       510000 | PA      | $493469.63    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                          | Transnet SOC Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      2580000 | PA      | $2669500.20   | 0.05%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       127000 | PA      | $125850.08    | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                     | Transportadora de Gas del Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |       120000 | PA      | $118725.60    | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4589467 | PA      | $4685570.81   | 0.08%             | 2043-05-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                  | Israel Electric Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      3001000 | PA      | $2911690.24   | 0.05%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                        | Aegea Finance Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      5407000 | PA      | $5401038.40   | 0.09%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       621000 | PA      | $630107.62    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                    | Sirius Real Estate Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              |  | GG        |       200000 | PA      | $231084.94    | 0.00%             | 2026-06-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-17926.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA /EUR/ REGD V/R EMTN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       301000 | PA      | $315212.06    | 0.01%             | 2042-07-10      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     11600000 | PA      | $13853131.30  | 0.24%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                                             | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |      1226000 | PA      | $886937.44    | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                            | Ohio Edison Co                                                                                                                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98000 | PA      | $99346.79     | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     10331539 | PA      | $10312307.05  | 0.18%             | 2041-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       215000 | PA      | $211953.95    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-3654427.24  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $553703.38    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       509000 | PA      | $559647.38    | 0.01%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2709034.08   | 0.05%             | 2030-03-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                                      | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      4004122 | PA      | $4214687.16   | 0.07%             | 2042-04-25      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| CALGARY (CITY OF)                                         | City of Calgary Canada                                                                                                                       | CUSIP: 178916AA0<br>LEI: 549300HSTXVCQ4ECT255 | Long             | DBT              | NUSS              | CA        |      3456000 | PA      | $2603702.89   | 0.04%             | 2034-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55401.94     | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                           | Cigna Group/The                                                                                                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7009.25      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                  | Apollo Debt Solutions BDC                                                                                                                    | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       640000 | PA      | $667624.70    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       300000 | PA      | $310718.73    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       426000 | PA      | $420278.74    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       427000 | PA      | $518750.38    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                               | FUTURE CONTRACT ON EURO-SCHATZ FUT SEP25 /EUR                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -178 | NC      | $34596.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-243378.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                     | DP World Crescent Ltd                                                                                                                        | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |       390000 | PA      | $394128.38    | 0.01%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       673000 | PA      | $688858.86    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bondvision                                                | FUTURE CONTRACT ON AUST 10Y BOND FUT SEP25 /AUD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1181 | NC      | $714357.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      2182000 | PA      | $2234215.02   | 0.04%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                        | Viterra Finance BV                                                                                                                           | CUSIP: 000000000<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |       281000 | PA      | $311402.47    | 0.01%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       473000 | PA      | $547679.41    | 0.01%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                                                                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       199000 | PA      | $194642.38    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $80562.77     | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       548000 | PA      | $541507.39    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | GWT 2024-WLF2                                                                                                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2316000 | PA      | $2321068.80   | 0.04%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2882000 | PA      | $3986297.91   | 0.07%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       192000 | PA      | $156393.59    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                  | MetLife Capital Trust IV                                                                                                                     | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $120589.55    | 0.00%             | 2037-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |            1 | NC      | $264443.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       531000 | PA      | $610090.72    | 0.01%             | 2026-09-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       233000 | PA      | $296778.34    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED JPY / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $129750.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31371800 | PA      | $22108541.95  | 0.38%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       392000 | PA      | $392792.89    | 0.01%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $245000.00    | 0.00%             | 2031-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                  | Indofood CBP Sukses Makmur Tbk PT                                                                                                            | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |       490000 | PA      | $448903.70    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                              | MTR Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |     40000000 | PA      | $5755596.69   | 0.10%             | 2054-09-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                      | Swiss RE Subordinated Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |       178000 | PA      | $210802.01    | 0.00%             | 2033-03-26      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4663000 | PA      | $4406728.23   | 0.08%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     11055000 | PA      | $12672352.06  | 0.22%             | 2027-03-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       664000 | PA      | $655725.11    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                        | Alcon Finance Corp                                                                                                                           | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |       280000 | PA      | $263673.55    | 0.00%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                              | MTR CORP LTD /CNH/ REGD REG S EMTN                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     76620000 | PA      | $11024845.46  | 0.19%             | 2034-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                 | Mylan Inc                                                                                                                                    | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       201000 | PA      | $159486.43    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      2567000 | PA      | $3082871.84   | 0.05%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2018-3 Ltd                                                                                                                          | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |      4533717 | PA      | $4537026.61   | 0.08%             | 2031-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 39                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      3000000 | PA      | $20669.96     | 0.00%             | 2026-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                   | Periama Holdings LLC/DE                                                                                                                      | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |      2478000 | PA      | $2476537.98   | 0.04%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48980000 | PA      | $6811753.97   | 0.12%             | 2030-04-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                             | Fresnillo PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $172200.00    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       200000 | PA      | $210500.00    | 0.00%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $139405.78    | 0.00%             | 2034-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                     | Entergy Louisiana LLC                                                                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       298000 | PA      | $298312.17    | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       692000 | PA      | $677174.56    | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       560000 | PA      | $622090.18    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |            1 | NC      | $4686.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                     | Cousins Properties LP                                                                                                                        | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |        55000 | PA      | $55999.26     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |       600000 | PA      | $712805.93    | 0.01%             | 2029-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                     | MKS Instruments, Inc. 2025-1 Dollar Term B Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2736851 | PA      | $2739587.62   | 0.05%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                                                                                      | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $376830.77    | 0.01%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2263201.21  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                     | Intercorp Financial Services Inc                                                                                                             | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |       840000 | PA      | $816438.00    | 0.01%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                         | Entergy Texas Inc                                                                                                                            | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       116000 | PA      | $110789.00    | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $8686868.91   | 0.15%             | 2031-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       514000 | PA      | $497965.90    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        23000 | PA      | $23469.57     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                                                                                        | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $123185.64    | 0.00%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       367000 | PA      | $369895.26    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       699000 | PA      | $688587.47    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       411000 | PA      | $423700.63    | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                                                                                         | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |       642000 | PA      | $627773.73    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       274000 | PA      | $312217.28    | 0.01%             | 2028-02-24      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                                                                                            | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      3761000 | PA      | $4318091.99   | 0.07%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        52000 | PA      | $52617.61     | 0.00%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                       | Jazz Securities DAC                                                                                                                          | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |      1827000 | PA      | $1765406.81   | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       410000 | PA      | $286200.50    | 0.00%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     23925568 | PA      | $32410238.27  | 0.55%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2683000 | PA      | $3004674.64   | 0.05%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       430000 | PA      | $380266.20    | 0.01%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     11257000 | PA      | $8761690.84   | 0.15%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                              | Illumina Inc                                                                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |       137000 | PA      | $137158.62    | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2987000 | PA      | $2679279.14   | 0.05%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1030000 | PA      | $898160.00    | 0.02%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       911000 | PA      | $887762.70    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       139000 | PA      | $140107.28    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                           | Cigna Group/The                                                                                                                              | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       656000 | PA      | $572541.83    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-MGP                                                                                               | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |      4554928 | PA      | $4532153.36   | 0.08%             | 2041-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       520000 | PA      | $383338.80    | 0.01%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $212252.69    | 0.00%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                                                                                      | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       364000 | PA      | $359712.86    | 0.01%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       300000 | PA      | $312480.00    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                                                                            | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       420000 | PA      | $427350.00    | 0.01%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       471000 | PA      | $442802.29    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |       140000 | PA      | $138640.76    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       210000 | PA      | $151195.31    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2012-CCRE3 Mortgage Trust                                                                                                               | CUSIP: 12624PAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2322000 | PA      | $1845966.78   | 0.03%             | 2045-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96980.97     | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC /EUR/ REGD V/R REG S                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       395000 | PA      | $497821.49    | 0.01%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                       | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                                      | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1223053 | PA      | $1264883.87   | 0.02%             | 2025-10-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       238000 | PA      | $295469.27    | 0.01%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                              | Coca-Cola Co/The                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       207000 | PA      | $228898.99    | 0.00%             | 2044-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       260000 | PA      | $257404.20    | 0.00%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       299000 | PA      | $367158.39    | 0.01%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |       260000 | PA      | $239525.00    | 0.00%             | 2032-03-28      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       681000 | PA      | $694311.28    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     42708419 | PA      | $27042213.17  | 0.46%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       240000 | PA      | $290458.53    | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       130000 | PA      | $124390.88    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        87000 | PA      | $88992.93     | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130534.73    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       138000 | PA      | $140016.55    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59702683 | PA      | $57121616.61  | 0.98%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       261000 | PA      | $261009.53    | 0.00%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                                                            | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       115000 | PA      | $119180.15    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55630.42     | 0.00%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                     | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       154000 | PA      | $160229.91    | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                   | AEP Transmission Co LLC                                                                                                                      | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       283000 | PA      | $286418.47    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |       181000 | PA      | $195122.13    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                                 | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       600000 | PA      | $594588.00    | 0.01%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64938000 | PA      | $53835095.57  | 0.92%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       667587 | PA      | $678148.92    | 0.01%             | 2028-04-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2628320.32   | 0.04%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       500000 | PA      | $337562.50    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2025-1                                                                                                          | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1003000 | PA      | $1012104.16   | 0.02%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $110996.46    | 0.00%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       199000 | PA      | $251414.23    | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     46220000 | PA      | $6626593.99   | 0.11%             | 2035-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                           | Oklahoma Gas and Electric Co                                                                                                                 | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |        51000 | PA      | $50891.40     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26750000 | PA      | $26739538.08  | 0.46%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                                | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       331000 | PA      | $339908.23    | 0.01%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA /AUD/ REGD REG S MTN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2870000 | PA      | $2000792.82   | 0.03%             | 2028-10-24      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       143000 | PA      | $162754.59    | 0.00%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      3369000 | PA      | $3972769.91   | 0.07%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       440000 | PA      | $496988.80    | 0.01%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |        54000 | PA      | $54376.19     | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       115000 | PA      | $143819.47    | 0.00%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                                                                                  | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       186000 | PA      | $187482.35    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                         | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       261000 | PA      | $266432.62    | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                  | CNAC HK Finbridge Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |       540000 | PA      | $496827.00    | 0.01%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      3565000 | PA      | $3742766.02   | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       152478 | PA      | $152325.52    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       160000 | PA      | $210372.02    | 0.00%             | 2031-09-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                        | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        47222 | PA      | $47177.98     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |        78000 | PA      | $79420.65     | 0.00%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                              | WB Commercial Mortgage Trust 2024-HQ                                                                                                         | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4011738.00   | 0.07%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      1944000 | PA      | $2420102.19   | 0.04%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                       | LYB International Finance BV                                                                                                                 | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |       662000 | PA      | $558568.98    | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       259000 | PA      | $259906.62    | 0.00%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-217347.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      5328000 | PA      | $4720078.18   | 0.08%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |        23435 | PA      | $26856.03     | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $5841706.07   | 0.10%             | 2030-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       129000 | PA      | $127264.39    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                             | Owens Corning                                                                                                                                | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       129000 | PA      | $133955.83    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2672000 | PA      | $2697927.46   | 0.05%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $248651.05    | 0.00%             | 2030-03-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |       146000 | PA      | $168866.95    | 0.00%             | 2026-10-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       578000 | PA      | $585469.11    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      9500000 | PA      | $11813599.03  | 0.20%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-2                                                                                                                | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1599000 | PA      | $1593841.98   | 0.03%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18605000 | PA      | $22252292.09  | 0.38%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                       | HINNT 2024-A LLC                                                                                                                             | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2388755 | PA      | $2416925.89   | 0.04%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                                                               | CUSIP: 000000000<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       270000 | PA      | $312042.01    | 0.01%             | 2026-11-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                                  | Metropolitan Bank & Trust Co                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |       200000 | PA      | $204000.00    | 0.00%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      1396000 | PA      | $1442192.47   | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      8167000 | PA      | $8218043.75   | 0.14%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2024-1                                                                                                                 | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5132563 | PA      | $5161032.53   | 0.09%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2529000000 | PA      | $10752988.72  | 0.18%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       178000 | PA      | $147416.17    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       247000 | PA      | $302330.49    | 0.01%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                                                | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $54925.54     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5799995.45   | 0.10%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                                                      | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      4267567 | PA      | $4260909.47   | 0.07%             | 2045-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XIX Ltd                                                                                                                            | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |      5995714 | PA      | $5993039.91   | 0.10%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       256000 | PA      | $262932.02    | 0.00%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10579444 | PA      | $13176763.46  | 0.23%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3505094.17   | 0.06%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       100000 | PA      | $116591.51    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1809731 | PA      | $1979673.58   | 0.03%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                                   | Invesco CLO 2021-1 Ltd                                                                                                                       | CUSIP: 46090XAA9<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5513057.00   | 0.09%             | 2034-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55976.79     | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $397199.17    | 0.01%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-36006.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       250000 | PA      | $257580.00    | 0.00%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2023-A LLC                                                                                                                      | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      2137024 | PA      | $2150900.32   | 0.04%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                                                                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      1036000 | PA      | $1042965.17   | 0.02%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $688531.65    | 0.01%             | 2026-06-03      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                                                                                     | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       415000 | PA      | $355397.63    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     11086000 | PA      | $12721077.36  | 0.22%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                                                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      3550925 | PA      | $3559812.69   | 0.06%             | 2031-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        59000 | PA      | $61326.61     | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68327ZBS3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668626 | PA      | $1940345.31   | 0.03%             | 2042-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       636000 | PA      | $639610.57    | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $466803.00    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp                                                                                                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       133000 | PA      | $133662.72    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                      | Peace Park CLO Ltd                                                                                                                           | CUSIP: 70470MAE5<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |      3667443 | PA      | $3670233.92   | 0.06%             | 2034-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 512244000000 | PA      | $32214420.94  | 0.55%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED HUF / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |            1 | NC      | $36012.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RH INTL SINGAPORE CORP                                    | RH International Singapore Corp Pte Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFBAY9ELFJAI17 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $196164.00    | 0.00%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       542000 | PA      | $549135.48    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8812000 | PA      | $11138092.13  | 0.19%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WV6   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WV6   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     75120000 | OU      | $831624.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                       | NuStar Logistics LP                                                                                                                          | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      1576000 | PA      | $1582201.86   | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1870788.77   | 0.03%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       129000 | PA      | $133630.37    | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      8450000 | PA      | $5650863.12   | 0.10%             | 2027-05-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10538000 | PA      | $5536966.90   | 0.09%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BDO UNIBANK INC                                           | BDO Unibank Inc                                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |       240000 | PA      | $236640.00    | 0.00%             | 2026-01-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5450000 | PA      | $5411850.00   | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $204600.00    | 0.00%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        53000 | PA      | $53571.06     | 0.00%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                    | Tennessee Gas Pipeline Co LLC                                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $230853.29    | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                                                                                   | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      6874000 | PA      | $5433852.15   | 0.09%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                          | Bundesobligation                                                                                                                             | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     15099870 | PA      | $17979010.81  | 0.31%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1156000 | PA      | $1215497.91   | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       247000 | PA      | $252714.54    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                       | Abu Dhabi Crude Oil Pipeline LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       540000 | PA      | $482625.00    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities             | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                 | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |       527227 | PA      | $121885.19    | 0.00%             | 2037-04-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2024-WOLF                                                                                                                   | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16019000 | PA      | $16044029.69  | 0.27%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       572399 | PA      | $574230.39    | 0.01%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                     | Micron Technology Inc                                                                                                                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       129000 | PA      | $134924.04    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131403.60    | 0.00%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       120000 | PA      | $107883.85    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7315233 | PA      | $7365173.75   | 0.13%             | 2041-11-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4848496.99  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $142126.95    | 0.00%             | 2033-06-02      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                                                                                                               | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55683.55     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2024-B                                                                                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4022000 | PA      | $4024979.10   | 0.07%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34033550000 | PA      | $236391881.45 | 4.04%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-272930.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3892388.01   | 0.07%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 113 CLO Ltd                                                                                                                           | CUSIP: 26253EAZ1<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |     19750000 | PA      | $19763390.50  | 0.34%             | 2037-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-1 LLC                                                                                                                          | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1890409 | PA      | $1896843.16   | 0.03%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                               | Target Corp                                                                                                                                  | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |        53000 | PA      | $53475.35     | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $112560.59    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z8L6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668626 | PA      | $1991948.56   | 0.03%             | 2041-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                     | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       142000 | PA      | $139122.59    | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA /GBP/ REGD V/R EMTN                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       100000 | PA      | $143953.67    | 0.00%             | 2033-10-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      6938000 | PA      | $8246067.87   | 0.14%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED IDR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |            1 | NC      | $107549.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      2905000 | PA      | $4261901.12   | 0.07%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                                                                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      5327000 | PA      | $5984058.32   | 0.10%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97180.22     | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       408112 | PA      | $192451.33    | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust 2025-ASHF                                                                                                                        | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17283000 | PA      | $17295162.05  | 0.30%             | 2042-02-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      8594000 | PA      | $10334117.28  | 0.18%             | 2027-05-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $134399.09    | 0.00%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     11630000 | PA      | $11917630.14  | 0.20%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       122000 | PA      | $119314.29    | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $262607.13    | 0.00%             | 2033-11-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       111000 | PA      | $119474.08    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       500000 | PA      | $511755.00    | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MITSUI & CO                                               | Mitsui & Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | DBT              | CORP              | JP        |       677000 | PA      | $654731.79    | 0.01%             | 2027-01-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                     | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AP4<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              |  | US        |       260000 | PA      | $249904.76    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $505078.54    | 0.01%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7578000 | PA      | $7831996.07   | 0.13%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       330000 | PA      | $316550.00    | 0.01%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9800000 | PA      | $11751346.03  | 0.20%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       408000 | PA      | $418538.96    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |        87000 | PA      | $87818.07     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                        | Saavi Energia Sarl                                                                                                                           | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5390000 | PA      | $5609902.51   | 0.10%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       187000 | PA      | $227289.39    | 0.00%             | 2027-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD/THE                                 | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       470000 | PA      | $476580.00    | 0.01%             | 2034-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       202000 | PA      | $202925.86    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $207386.06    | 0.00%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      9345000 | PA      | $11018503.15  | 0.19%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                  | Northwestern Mutual Life Insurance Co/The                                                                                                    | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |        54000 | PA      | $56386.97     | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       553000 | PA      | $382682.62    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       240000 | PA      | $244464.00    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     12300000 | PA      | $14639086.93  | 0.25%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       123000 | PA      | $131997.88    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |        65000 | PA      | $50769.05     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       760000 | PA      | $740475.60    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       135000 | PA      | $135553.98    | 0.00%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       173000 | PA      | $171543.63    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     62000000 | PA      | $8888694.86   | 0.15%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-7576.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       170000 | PA      | $194671.76    | 0.00%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                   | Reliance Industries Ltd                                                                                                                      | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $205164.00    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | SWEDBANK AB /GBP/ REGD V/R REG S SER .                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1904000 | PA      | $2743948.48   | 0.05%             | 2032-11-15      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |      6918995 | PA      | $6996418.55   | 0.12%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | Citibank NA                                                                                                                                  | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |       303000 | PA      | $304601.72    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       625000 | PA      | $718657.90    | 0.01%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       149000 | PA      | $135581.43    | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       129000 | PA      | $120509.89    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       790000 | PA      | $702760.30    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       138000 | PA      | $139802.23    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       256000 | PA      | $301491.26    | 0.01%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                        | Hawaii Hotel Trust 2025-MAUI                                                                                                                 | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8158000 | PA      | $8162333.53   | 0.14%             | 2042-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $384625.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      2663982 | PA      | $2791224.70   | 0.05%             | 2043-04-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                                                                                           | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |        78000 | PA      | $78826.09     | 0.00%             | 2029-03-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                             | FUTURE CONTRACT ON EURO-BUND FUTURE SEP25 /EUR                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -665 | NC      | $682763.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                                                                                 | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       137000 | PA      | $137511.47    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                    | Blue Owl Credit Income Corp                                                                                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       160000 | PA      | $160466.33    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       103000 | PA      | $117993.93    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                                                                                    | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2717000 | PA      | $1976321.18   | 0.03%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       668000 | PA      | $680067.84    | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     49470000 | PA      | $55756081.14  | 0.95%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       167000 | PA      | $167766.96    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1988000 | PA      | $1875804.52   | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                               | Home RE 2023-1 Ltd                                                                                                                           | CUSIP: 43731BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       119064 | PA      | $119144.59    | 0.00%             | 2033-10-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      7313000 | PA      | $8554462.21   | 0.15%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                        | Qatarenergy LNG S3                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |       225408 | PA      | $228667.40    | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                 | IDEX Corp                                                                                                                                    | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       279000 | PA      | $259456.49    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       242000 | PA      | $225374.60    | 0.00%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1215000 | PA      | $966771.81    | 0.02%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                      | American National Global Funding                                                                                                             | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        54000 | PA      | $54285.03     | 0.00%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                          | LG Energy Solution Ltd                                                                                                                       | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       390000 | PA      | $386926.80    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD MYR                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-41860.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                                | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20257.70     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       196000 | PA      | $218757.13    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       660000 | PA      | $452760.00    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | OOREDOO INTL FINANCE REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       420000 | PA      | $377336.40    | 0.01%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        52000 | PA      | $49898.21     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68564.19     | 0.00%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       849000 | PA      | $691311.86    | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       145000 | PA      | $171425.22    | 0.00%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                   | Alexander Funding Trust II                                                                                                                   | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2863000 | PA      | $3061257.60   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       301000 | PA      | $305461.05    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                                                                                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |       216000 | PA      | $210274.98    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                         | ONEOK Partners LP                                                                                                                            | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |        36000 | PA      | $38675.72     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $14484.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     25102000 | PA      | $15619706.09  | 0.27%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                   | Sammons Financial Group Inc                                                                                                                  | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |       131000 | PA      | $140297.31    | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC /AUD/ REGD V/R MTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3450000 | PA      | $2342586.62   | 0.04%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US LONG BOND(CBT) SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -11 | NC      | $-32656.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-468948.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       463000 | PA      | $468301.38    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                     | Molson Coors Beverage Co                                                                                                                     | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       224000 | PA      | $269244.99    | 0.00%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                                    | Wharf REIC Finance BVI Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              |  | VG        |       260000 | PA      | $239623.80    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      8736000 | PA      | $7501603.20   | 0.13%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       300000 | PA      | $378027.00    | 0.01%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       297000 | PA      | $307901.82    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       240000 | PA      | $233546.87    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                      | Freeport-McMoRan Inc                                                                                                                         | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       420000 | PA      | $411844.75    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                       | Suzano Austria GmbH                                                                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $263248.50    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       533000 | PA      | $544340.14    | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                    | Sunoco LP / Sunoco Finance Corp                                                                                                              | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10993000 | PA      | $11329276.09  | 0.19%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       465000 | PA      | $550372.85    | 0.01%             | 2030-08-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      7216000 | PA      | $7193951.30   | 0.12%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                            | Capital One NA                                                                                                                               | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |       432000 | PA      | $397644.32    | 0.01%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                                                | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |       272000 | PA      | $272538.08    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129630.08    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                            | TD SYNNEX Corp                                                                                                                               | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |       249000 | PA      | $240865.01    | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MANAGEMENT                             | CHINA CINDA 2020 I MNGMN REGD REG S EMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       350000 | PA      | $342454.00    | 0.01%             | 2027-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA                                   | Komatsu Finance America Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |       374000 | PA      | $382899.82    | 0.01%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7462 | NC      | $10118507.79  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       276000 | PA      | $276077.71    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      6027000 | PA      | $6249400.70   | 0.11%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1062000 | PA      | $997483.50    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                          | Essential Properties LP                                                                                                                      | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |       260000 | PA      | $231167.93    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      4706000 | PA      | $5122464.34   | 0.09%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                           | Xcel Energy Inc                                                                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |        54000 | PA      | $55094.12     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              |  | LU        |       100000 | PA      | $112528.01    | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       420000 | PA      | $425583.07    | 0.01%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                                                                                      | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |       568000 | PA      | $564433.97    | 0.01%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        54000 | PA      | $53818.12     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 108308780000 | PA      | $81140795.34  | 1.39%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $149396.26    | 0.00%             | 2033-11-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                              | Comerica Inc                                                                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |       129000 | PA      | $132111.21    | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                       | Repsol International Finance BV                                                                                                              | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |       390000 | PA      | $467045.21    | 0.01%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-862232.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       223000 | PA      | $229292.42    | 0.00%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       674000 | PA      | $596490.00    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      3731000 | PA      | $3979560.92   | 0.07%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1553000 | PA      | $1560198.45   | 0.03%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        75000 | PA      | $75818.03     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192738.40    | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                                                                                    | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              |  | NL        |       100000 | PA      | $103549.15    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    433590000 | PA      | $317047344.29 | 5.42%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       353000 | PA      | $359786.63    | 0.01%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                                                                                                                 | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |        23000 | PA      | $24187.65     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS333F0   CDX 2I65BYEH4 01.000 SP 06/20/2030 MSNYUS33XXX FIXED / Short: IS333F0   CDX 2I65BYEH4 01.000 SP 06/20/2030 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55701000 | OU      | $1250639.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       277000 | PA      | $266833.21    | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                                  | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3928557 | PA      | $3926450.90   | 0.07%             | 2028-10-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        79000 | PA      | $88241.00     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |            1 | NC      | $10040.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      2946000 | PA      | $2937310.57   | 0.05%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                                                                                   | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       101000 | PA      | $101763.56    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                                                                                       | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       125000 | PA      | $128368.49    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                   | Bank of New York Mellon/The                                                                                                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |       250000 | PA      | $253419.80    | 0.00%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp                                                                                                             | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       288000 | PA      | $275911.87    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6843300000 | PA      | $47593352.11  | 0.81%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        53000 | PA      | $54356.55     | 0.00%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |        54000 | PA      | $55038.79     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       138000 | PA      | $140308.27    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                                   | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |        31000 | PA      | $28679.35     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       104000 | PA      | $104963.25    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     22925000 | PA      | $6714096.68   | 0.11%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       282000 | PA      | $285197.22    | 0.00%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       588000 | PA      | $511708.52    | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                             | KSA Sukuk Ltd                                                                                                                                | CUSIP: 48266XAF2<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |       405000 | PA      | $415088.14    | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     10740000 | PA      | $13078517.73  | 0.22%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      3585000 | PA      | $5494813.81   | 0.09%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $120824.05    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | FUTURE CONTRACT ON CAN 10YR BOND FUT SEP25 /CAD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |            2 | NC      | $1101.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                                                                                       | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       250000 | PA      | $255299.97    | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z5R6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668626 | PA      | $2514083.77   | 0.04%             | 2037-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                   | Gold Fields Orogen Holdings BVI Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $207437.50    | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129493.99    | 0.00%             | 2027-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                       | Inversiones CMPC SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |       210000 | PA      | $185522.40    | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $883424.28    | 0.02%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                                                                                      | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       356000 | PA      | $359431.74    | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91020.62     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-37494813.00 | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       580000 | PA      | $583187.81    | 0.01%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H4 Mortgage Trust                                                                                                                 | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6365582 | PA      | $6390561.97   | 0.11%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        61000 | PA      | $51410.93     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       145000 | PA      | $147373.27    | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      8000000 | PA      | $8902976.68   | 0.15%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XBA1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $185339.14    | 0.00%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   7237400000 | PA      | $40170361.33  | 0.69%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      3110000 | PA      | $3204615.31   | 0.05%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123129.18    | 0.00%             | 2028-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       280000 | PA      | $327283.12    | 0.01%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       640000 | PA      | $638425.46    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2173562.17   | 0.04%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       470000 | PA      | $452031.90    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       123000 | PA      | $123958.11    | 0.00%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                                                                                 | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |       410000 | PA      | $366359.60    | 0.01%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1130000 | PA      | $965585.00    | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 38                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      8900000 | PA      | $61485.42     | 0.00%             | 2026-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       309000 | PA      | $311757.28    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       283000 | PA      | $242607.12    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $118618.05    | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       102000 | PA      | $135322.66    | 0.00%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc. Term A-5 Loan                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4275282 | PA      | $4269937.90   | 0.07%             | 2028-08-15      | Floating      | 5.45%                 | No            |                  3 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      3699000 | PA      | $4359931.62   | 0.07%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED COP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $-59880.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA REGD REG S                                        | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |       270000 | PA      | $278383.50    | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $124217.23    | 0.00%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       205000 | PA      | $181827.83    | 0.00%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                     | RIO TINTO FIN USA PLC                                                                                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       138000 | PA      | $140005.08    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       266000 | PA      | $308744.06    | 0.01%             | 2028-05-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       516000 | PA      | $427471.39    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                               | FUTURE CONTRACT ON EURO-SCHATZ FUT SEP25 /EUR                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           57 | NC      | $-11414.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8220011 | PA      | $8403369.61   | 0.14%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    202226000 | PA      | $8880560.61   | 0.15%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $199340.48    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       204000 | PA      | $201148.82    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FUTURE CONTRACT ON LONG GILT FUTURE SEP25 /GBP                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            8 | NC      | $18352.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2221000 | PA      | $2162716.90   | 0.04%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       360000 | PA      | $414710.67    | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-5802.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |       200000 | PA      | $197366.78    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                | Philippines Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $167587.50    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1570000 | PA      | $1784618.83   | 0.03%             | 2028-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5289350000 | PA      | $33429370.78  | 0.57%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5580000 | PA      | $5587345.12   | 0.10%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                                                                              | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |       234000 | PA      | $206699.53    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       250000 | PA      | $303334.78    | 0.01%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       580000 | PA      | $577071.42    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $132147.80    | 0.00%             | 2026-10-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-101291.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                                                                                        | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       308000 | PA      | $370864.03    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      7100000 | PA      | $7856589.58   | 0.13%             | 2028-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       304000 | PA      | $305298.09    | 0.01%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $207551.51    | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                         | Ma'aden Sukuk Ltd                                                                                                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       340000 | PA      | $345667.81    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                      | 225 Liberty Street Trust 2016-225L                                                                                                           | CUSIP: 902055AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9097970 | PA      | $7915233.90   | 0.14%             | 2036-02-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-12546.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                                                                                     | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       303000 | PA      | $307731.95    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5930000 | PA      | $3944802.39   | 0.07%             | 2027-06-10      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |            1 | NC      | $5440.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                                                                            | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       137000 | PA      | $138043.04    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                                      | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      3117000 | PA      | $3176818.69   | 0.05%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                        | Scotiabank Peru SAA                                                                                                                          | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |       200000 | PA      | $202420.00    | 0.00%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      2549000 | PA      | $3005819.32   | 0.05%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |       252000 | PA      | $303181.94    | 0.01%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $494635.96    | 0.01%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                  | Telecommunications co Telekom Srbija AD Belgrade                                                                                             | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      1155000 | PA      | $1152545.63   | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                         | Ma'aden Sukuk Ltd                                                                                                                            | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       262000 | PA      | $266504.31    | 0.00%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | HONG KONG /CNH/ REGD REG S EMTN SER GMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HK        |     36090000 | PA      | $5494230.78   | 0.09%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                 | KEB Hana Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $191428.00    | 0.00%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2889000 | PA      | $2911374.55   | 0.05%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       250000 | PA      | $252415.00    | 0.00%             | 2027-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                   | Natura &Co Luxembourg Holdings Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      4122000 | PA      | $3875826.12   | 0.07%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       878000 | PA      | $646553.20    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $199073.65    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | ZURICH FINANCE IRELAND /GBP/ REGD V/R EMTN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $134549.47    | 0.00%             | 2052-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z8H5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668626 | PA      | $2151775.05   | 0.04%             | 2040-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $252312.04    | 0.00%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6743100000 | PA      | $42945323.52  | 0.73%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       129000 | PA      | $141534.82    | 0.00%             | 2029-09-24      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                                                                                                        | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55613.45     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD COP                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-2417660.76  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |        78000 | PA      | $78848.98     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        71000 | PA      | $71360.62     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4080 | PA      | $3737.83      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                          | Public Service Co of New Hampshire                                                                                                           | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54306.41     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5520000 | PA      | $3664417.55   | 0.06%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      9360000 | PA      | $6263370.18   | 0.11%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       247000 | PA      | $299419.71    | 0.01%             | 2030-03-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-579194.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                         | IRB Holding Corp. TLB                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1080763 | PA      | $1080384.50   | 0.02%             | 2027-12-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       307000 | PA      | $327885.46    | 0.01%             | 2031-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       410000 | PA      | $260222.90    | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        99000 | PA      | $96024.21     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55381.13     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                      | Blue Owl Finance LLC                                                                                                                         | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       128000 | PA      | $131628.37    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       134000 | PA      | $137404.48    | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED CNH / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $63594.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                    | Rockford Tower CLO 2018-2 Ltd                                                                                                                | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      3952500 | PA      | $3954895.22   | 0.07%             | 2031-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GLAXOSMITHKLINE CAPITAL                                                                                                                      | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |       138000 | PA      | $139131.55    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                            | Diamond II Ltd                                                                                                                               | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      2135000 | PA      | $2150531.78   | 0.04%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       194000 | PA      | $197471.61    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                                                                | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       199000 | PA      | $200603.68    | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       136000 | PA      | $135300.33    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       201137 | PA      | $201321.63    | 0.00%             | 2025-07-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32CF0   IRS R01.61PCN07 02/20/30 CITIGROUPGL FIXED / Short: IS32CF0   IRS PCN07R01.61 02/20/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    644702000 | OU      | $534831.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                                              | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $200960.70    | 0.00%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-5657.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       530000 | PA      | $492336.88    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       121000 | PA      | $111507.19    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       205000 | PA      | $169842.50    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       117000 | PA      | $119598.70    | 0.00%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129538.65    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     57986000 | PA      | $37581478.57  | 0.64%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H1DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6930 | PA      | $6367.09      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                      | Thaioil Treasury Center Co Ltd                                                                                                               | CUSIP: 88323AAG7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       330000 | PA      | $286928.40    | 0.00%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     35310422 | PA      | $48499659.83  | 0.83%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $1152914.33   | 0.02%             | 2030-11-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       225000 | PA      | $214233.75    | 0.00%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      7400000 | PA      | $8385409.46   | 0.14%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                    | GE Capital Funding LLC                                                                                                                       | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |       518000 | PA      | $514554.77    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       650000 | PA      | $463125.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       270000 | PA      | $193557.60    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       208000 | PA      | $195000.00    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      4315000 | PA      | $4402548.93   | 0.08%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $287569.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                                                                                           | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $480450.01    | 0.01%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $76870.20     | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       562000 | PA      | $546444.76    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                               | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       148000 | PA      | $154676.51    | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                                                                             | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       287000 | PA      | $290975.37    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       316000 | PA      | $430371.84    | 0.01%             | 2027-08-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       125000 | PA      | $129577.49    | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                      | IBM International Capital Pte Ltd                                                                                                            | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |       129000 | PA      | $120141.91    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        29000 | PA      | $25450.29     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       148000 | PA      | $176000.23    | 0.00%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        87000 | PA      | $89501.57     | 0.00%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        94000 | PA      | $90593.30     | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       250000 | PA      | $244837.50    | 0.00%             | 2026-03-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $590746.06    | 0.01%             | 2028-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       635000 | PA      | $642408.65    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd                                          | BOC Aviation Ltd                                                                                                                             | CUSIP: 09681MAB4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |       620000 | PA      | $617079.80    | 0.01%             | 2026-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                  | METRO AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |       527000 | PA      | $637840.09    | 0.01%             | 2029-03-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      9030065 | PA      | $9171204.49   | 0.16%             | 2043-04-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                       | Fifth Third Bank NA                                                                                                                          | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |       250000 | PA      | $251880.11    | 0.00%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $156349.18    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2714595.12   | 0.05%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                   | Acu Petroleo Luxembourg Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1414412 | PA      | $1414411.58   | 0.02%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       423000 | PA      | $496600.59    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2005-QS14 Trust                                                                                                                  | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       373285 | PA      | $328289.00    | 0.01%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                  | Agree LP                                                                                                                                     | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |       353000 | PA      | $359358.00    | 0.01%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6560150000 | PA      | $45506038.35  | 0.78%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                    | Marlette Funding Trust 2024-1                                                                                                                | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       427243 | PA      | $427890.62    | 0.01%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     47140000 | PA      | $6668285.09   | 0.11%             | 2030-03-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1316831.66   | 0.02%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       650000 | PA      | $565333.93    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                                                                                 | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50886.32     | 0.00%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      8895000 | PA      | $10399687.32  | 0.18%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       461000 | PA      | $503759.50    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                                                                            | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       252000 | PA      | $299187.88    | 0.01%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $205525.91    | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |        90000 | PA      | $91778.90     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                        | Analog Devices Inc                                                                                                                           | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       300000 | PA      | $278047.62    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       179000 | PA      | $200294.03    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                                                                               | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      6005000 | PA      | $4611561.87   | 0.08%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       428000 | PA      | $422830.03    | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                   | Corebridge Global Funding                                                                                                                    | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55485.04     | 0.00%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       253000 | PA      | $269710.56    | 0.00%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie B                                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     18778000 | PA      | $14168141.67  | 0.24%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                         | Newmark Group Inc                                                                                                                            | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |       152000 | PA      | $161025.23    | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |       338000 | PA      | $415253.24    | 0.01%             | 2030-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       637000 | PA      | $587591.72    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $186750.00    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                                    | CK Hutchison International 21 Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |       460000 | PA      | $411442.07    | 0.01%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4163000 | PA      | $4201927.34   | 0.07%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       148000 | PA      | $139522.50    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       433000 | PA      | $423433.51    | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |       244000 | PA      | $168901.36    | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                         | Ralph Lauren Corp                                                                                                                            | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |       508000 | PA      | $515809.42    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       205000 | PA      | $212638.85    | 0.00%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                                                                                | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      5600000 | PA      | $6574196.15   | 0.11%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                  | Harley-Davidson Financial Services Inc                                                                                                       | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |      1232000 | PA      | $1253091.41   | 0.02%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       100000 | PA      | $104578.31    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                        | Elmwood CLO 15 Ltd                                                                                                                           | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5000000.00   | 0.09%             | 2035-04-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      7003000 | PA      | $7066027.00   | 0.12%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $223628.02    | 0.00%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 46 Ltd                                                                                                    | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |      5005000 | PA      | $5006791.79   | 0.09%             | 2037-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       203000 | PA      | $208989.87    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     27216042 | PA      | $29234726.26  | 0.50%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                     | Silver Point Clo 3 Ltd                                                                                                                       | CUSIP: 827925AA6<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | JE        |     10514124 | PA      | $10552616.21  | 0.18%             | 2036-11-29      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       454000 | PA      | $449676.51    | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53684792 | PA      | $54550894.12  | 0.93%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                            | Qatar Government International Bond                                                                                                          | CUSIP: 74738PUJ5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       240000 | PA      | $243921.60    | 0.00%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                                                                                | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      2218000 | PA      | $2178054.88   | 0.04%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1858000 | PA      | $2623766.83   | 0.04%             | 2027-11-16      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       390000 | PA      | $383604.00    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |       559000 | PA      | $669981.59    | 0.01%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77473964 | PA      | $65842929.49  | 1.13%             | 2054-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                  | China Cinda 2020 I Management Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |       510000 | PA      | $468100.95    | 0.01%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      5410000 | PA      | $5387240.13   | 0.09%             | 2035-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       317000 | PA      | $308534.11    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       980000 | PA      | $978686.80    | 0.02%             | 2033-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      4898576 | PA      | $4891247.73   | 0.08%             | 2034-05-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $162947.56    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       382000 | PA      | $415258.36    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       256000 | PA      | $219440.64    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                                          | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      8105000 | PA      | $5640269.50   | 0.10%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                                                                                  | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        48000 | PA      | $42343.12     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                  | Baiterek National Managing Holding JSC                                                                                                       | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      2488000 | PA      | $2514721.12   | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       260000 | PA      | $316075.16    | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1100000 | PA      | $975194.00    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-2193.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       633000 | PA      | $635881.26    | 0.01%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR MANU INDO                                   | Hyundai Motor Manufacturing Indonesia PT                                                                                                     | CUSIP: 000000000<br>LEI: 254900KOD0FA9PVF3N64 | Long             | DBT              | CORP              | ID        |       250000 | PA      | $243950.00    | 0.00%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       506000 | PA      | $494959.10    | 0.01%             | 2035-02-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $247867.59    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                          | Black Hills Corp                                                                                                                             | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |         2000 | PA      | $2072.11      | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z5V7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668626 | PA      | $2270211.10   | 0.04%             | 2039-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $638562.67    | 0.01%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | BANK LEUMI LE-ISRAEL REGD V/R                                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       210000 | PA      | $215140.28    | 0.00%             | 2033-07-18      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       940000 | PA      | $672348.95    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Trust 2016-1 LLC                                                                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10770000 | PA      | $10946060.42  | 0.19%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3878791 | PA      | $3877588.72   | 0.07%             | 2044-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       265000 | PA      | $305995.11    | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4369000 | PA      | $4480066.14   | 0.08%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       565000 | PA      | $706395.81    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $195250.00    | 0.00%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      4290000 | PA      | $4469888.69   | 0.08%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       236000 | PA      | $241524.57    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-349690.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $110924.62    | 0.00%             | 2029-01-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                   | Sierra Pacific Power Co                                                                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |       178000 | PA      | $178551.56    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      3880000 | PA      | $3795292.69   | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                                                                                | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |       348000 | PA      | $378147.92    | 0.01%             | 2050-09-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     49861000 | PA      | $34094214.67  | 0.58%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                                                     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4974913 | PA      | $4992302.82   | 0.09%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $437564.03    | 0.01%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119572.57    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS CO PJSC                                   | Abu Dhabi Ports Co PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800F5LEV1NQJ68T87 | Long             | DBT              | CORP              | AE        |       280000 | PA      | $248675.00    | 0.00%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA               | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $296825.10    | 0.01%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA DISTRI                                   | NorteGas Energia Distribucion SA                                                                                                             | CUSIP: 000000000<br>LEI: 959800K24LB8NMVR7K61 | Long             | DBT              | CORP              | ES        |       269000 | PA      | $310871.50    | 0.01%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Series 2025-R01                                                                                                | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4329906 | PA      | $4332547.47   | 0.07%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       656000 | PA      | $757747.03    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                    | Gran Tierra Energy Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      5525000 | PA      | $4209605.13   | 0.07%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                  | BHP Billiton Finance USA Ltd                                                                                                                 | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       201000 | PA      | $204605.75    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                        | Niagara Energy SAC                                                                                                                           | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |       390000 | PA      | $385368.75    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21                                           | HPHT Finance 21 Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300F5U2UH77I50R70 | Long             | DBT              | CORP              | KY        |       250000 | PA      | $245377.50    | 0.00%             | 2026-03-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-5117.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-2527.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                       | PFS Financing Corp                                                                                                                           | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4293000 | PA      | $4292980.68   | 0.07%             | 2029-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z5S4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5631019 | PA      | $2433478.63   | 0.04%             | 2037-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $1723677.33   | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1712000 | PA      | $2213802.48   | 0.04%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                  | CNH Industrial Finance Europe SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116356.40    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |       134000 | PA      | $141537.66    | 0.00%             | 2030-04-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       285000 | PA      | $281330.00    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $110947.15    | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       628000 | PA      | $655696.51    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                                                                                   | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |     13719000 | PA      | $10707486.12  | 0.18%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term B Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7650386 | PA      | $6340257.07   | 0.11%             | 2028-06-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                          | RELX Capital Inc                                                                                                                             | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130726.37    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $336305.06    | 0.01%             | 2028-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PANDORA A/S                                               | Pandora A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | DBT              | CORP              | DK        |       144000 | PA      | $173640.57    | 0.00%             | 2030-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                                                                                        | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       261000 | PA      | $220804.59    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129895.25    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       354000 | PA      | $359928.54    | 0.01%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       662000 | PA      | $652315.54    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1984250000 | PA      | $11043839.04  | 0.19%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       106000 | PA      | $107402.75    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       415000 | PA      | $408824.80    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |            1 | NC      | $79693.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227377.02    | 0.00%             | 2027-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $309436.21    | 0.01%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        17000 | PA      | $14941.72     | 0.00%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14120000 | PA      | $17724296.54  | 0.30%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                                                | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |       653000 | PA      | $674241.29    | 0.01%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $7597034.24   | 0.13%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                                                                               | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        54000 | PA      | $54746.91     | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5797000 | PA      | $7317901.55   | 0.13%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                           | ZF Finance GmbH                                                                                                                              | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      5300000 | PA      | $5913271.94   | 0.10%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     50793000 | PA      | $12338609.50  | 0.21%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                                                                                       | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       258000 | PA      | $261002.12    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                   | Public Service Electric and Gas Co                                                                                                           | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       287000 | PA      | $283644.94    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2022-JERI                                                                                       | CUSIP: 63875LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8113245 | PA      | $7265904.99   | 0.12%             | 2039-01-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       746000 | PA      | $643502.25    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $159794.10    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $124489.19    | 0.00%             | 2029-10-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       403000 | PA      | $384709.85    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                                                                                  | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      3445000 | PA      | $4088881.41   | 0.07%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       295000 | PA      | $297985.50    | 0.01%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |        96000 | PA      | $94898.99     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                                                                                       | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       125000 | PA      | $129377.16    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H2YB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7599 | PA      | $6981.10      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                                                                                        | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       402000 | PA      | $409559.20    | 0.01%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                                  | Octagon Loan Funding Ltd                                                                                                                     | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |      3680542 | PA      | $3683332.17   | 0.06%             | 2031-11-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234718.82    | 0.00%             | 2027-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $102023.24    | 0.00%             | 2032-01-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     11525000 | PA      | $14008841.53  | 0.24%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      4460000 | PA      | $4557259.89   | 0.08%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      2987000 | PA      | $3581010.89   | 0.06%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                          | Bain Capital Credit CLO 2020-1 Ltd                                                                                                           | CUSIP: 05684DAQ6<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |      6802031 | PA      | $6806370.70   | 0.12%             | 2033-04-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                    | Engie Energia Chile SA                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       250000 | PA      | $230750.00    | 0.00%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                              | Luna 2 5SARL                                                                                                                                 | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |       632000 | PA      | $758551.46    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       540000 | PA      | $471614.40    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $110620.45    | 0.00%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                        | Ameren Illinois Co                                                                                                                           | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |        54000 | PA      | $53428.58     | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       632000 | PA      | $613651.88    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3778539 | PA      | $3816367.78   | 0.07%             | 2043-06-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-35369.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                                                                                         | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       401000 | PA      | $408199.18    | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                          | Transnet SOC Ltd                                                                                                                             | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      5065000 | PA      | $5240704.85   | 0.09%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $342353.10    | 0.01%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       699000 | PA      | $722212.51    | 0.01%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       354000 | PA      | $360457.63    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                        | Honda Motor Co Ltd                                                                                                                           | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |        56000 | PA      | $56051.38     | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                            | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                     | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15630331 | PA      | $15499352.73  | 0.27%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        56000 | PA      | $57454.29     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                         | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130260.78    | 0.00%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                        | HARBOUR ENERGY PLC                                                                                                                           | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |       149000 | PA      | $147910.17    | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       125000 | PA      | $159007.27    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      2049000 | PA      | $2151538.56   | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $301864.09    | 0.01%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXL2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631019 | PA      | $1893656.84   | 0.03%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       303000 | PA      | $300900.35    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    227803000 | PA      | $61875310.67  | 1.06%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | ALIBABA GROUP HOLDING /CNH/ REGD REG S                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     97910000 | PA      | $13950207.77  | 0.24%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      3142000 | PA      | $2174951.16   | 0.04%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              |  | LU        |       100000 | PA      | $122757.70    | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $832517.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |       320000 | PA      | $285388.80    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       100000 | PA      | $120165.96    | 0.00%             | 2030-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                                                                              | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |       251000 | PA      | $308265.74    | 0.01%             | 2029-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       266000 | PA      | $315003.05    | 0.01%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Parking Meters LLC                                | CHICAGO PARKING METERS LLC     REGD                                                                                                          | CUSIP: 000000000<br>LEI: 254900Z26NS1YNY4MM48 | Long             | DBT              | CORP              | US        |     16500000 | PA      | $16424634.60  | 0.28%             | 2025-12-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                      | Doha Finance Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $294345.00    | 0.01%             | 2026-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-70652.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891CBP7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       300000 | PA      | $285298.06    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $616568.48    | 0.01%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       750000 | PA      | $611437.50    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     11235980 | PA      | $13006725.05  | 0.22%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      1179000 | PA      | $1217753.95   | 0.02%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z8K8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $2029215.11   | 0.03%             | 2041-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $355536.01    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       420000 | PA      | $427446.60    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55360.07     | 0.00%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       303000 | PA      | $306634.69    | 0.01%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |       100000 | PA      | $129996.11    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                             | REVERSE REPO CONTRACT U S_____ JEFFER                                                                                                        | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |      -142500 | PA      | $-142500.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       616000 | PA      | $656701.63    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                                                                                  | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       187000 | PA      | $153227.82    | 0.00%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       288000 | PA      | $295954.74    | 0.01%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2392000 | PA      | $2366850.73   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51271.23     | 0.00%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                             | JSW Steel Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      3300000 | PA      | $3178065.00   | 0.05%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -62 | NC      | $-51320.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                  | Health Care Service Corp A Mutual Legal Reserve Co                                                                                           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       657000 | PA      | $639137.94    | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XII LLC                                                                                                   | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |      1949020 | PA      | $1968199.18   | 0.03%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                        | Panama Government International Bond                                                                                                         | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      4885000 | PA      | $5502952.50   | 0.09%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112588.31    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                                                             | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       624000 | PA      | $644507.95    | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                  | Sammons Financial Group Global Funding                                                                                                       | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55604.38     | 0.00%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       134000 | PA      | $137463.70    | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       136000 | PA      | $138601.02    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       241000 | PA      | $285715.48    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | NESTLE HOLDINGS INC /GBP/ REGD REG S                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $138621.98    | 0.00%             | 2026-09-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2024-BOCA                                                                                                     | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2005000.00   | 0.03%             | 2041-08-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $200900.00    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      1664000 | PA      | $1976067.83   | 0.03%             | 2029-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $8507.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120823.87    | 0.00%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    604000000 | PA      | $2536240.52   | 0.04%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66081.49     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       401000 | PA      | $483584.45    | 0.01%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       350000 | PA      | $327096.00    | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $259450.04    | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                                                                             | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |        38000 | PA      | $38378.11     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                                                                                          | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       324000 | PA      | $379473.67    | 0.01%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                | Woori Bank                                                                                                                                   | CUSIP: 98105HAG5<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |       210000 | PA      | $212524.20    | 0.00%             | 2028-08-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130468.86    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      1030000 | PA      | $911854.03    | 0.02%             | 2054-01-29      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3435000 | PA      | $4116137.06   | 0.07%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       144000 | PA      | $141751.72    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                                                                                     | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       553000 | PA      | $492157.43    | 0.01%             | 2054-09-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198631.07    | 0.00%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXP3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1757021.85   | 0.03%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119715.33    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       350000 | PA      | $341687.50    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       353000 | PA      | $353006.05    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $234237.50    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       279000 | PA      | $298135.23    | 0.01%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       519000 | PA      | $578256.35    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      3515000 | PA      | $3050445.75   | 0.05%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                                      | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      6000000 | PA      | $6249052.20   | 0.11%             | 2043-06-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       134000 | PA      | $154029.59    | 0.00%             | 2027-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                          | Greenko Dutch BV                                                                                                                             | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |       352000 | PA      | $345136.00    | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |       255458 | PA      | $254819.19    | 0.00%             | 2041-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                            | BAHA Trust 2024-MAR                                                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5176185.00   | 0.09%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       346000 | PA      | $342636.89    | 0.01%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       240000 | PA      | $219566.88    | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |       100000 | PA      | $100601.53    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $368520.69    | 0.01%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                       | Amcor Group Finance PLC                                                                                                                      | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |       651000 | PA      | $668598.54    | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        53000 | PA      | $53656.75     | 0.00%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       539000 | PA      | $701468.15    | 0.01%             | 2034-01-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      5279000 | PA      | $6231987.64   | 0.11%             | 2025-07-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                                                      | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |      9914774 | PA      | $10060421.64  | 0.17%             | 2043-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                                                                                                               | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       559000 | PA      | $561797.71    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       432000 | PA      | $484365.65    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $4085470.14   | 0.07%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       610000 | PA      | $632081.37    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                        | Finland Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     10467000 | PA      | $11351261.94  | 0.19%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $872000.00    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       139000 | PA      | $141308.97    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                        | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       545837 | PA      | $496024.02    | 0.01%             | 2037-12-28      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                                                                                        | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54820.93     | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                                                                                        | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $205264.00    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust    | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                                                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5305000 | PA      | $5317933.06   | 0.09%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                  | Empresa Nacional del Petroleo                                                                                                                | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $282800.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      2870000 | PA      | $3354469.61   | 0.06%             | 2033-02-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                     | American Homes 4 Rent LP                                                                                                                     | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |       658000 | PA      | $666393.61    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                      | SandRidge Energy Inc                                                                                                                         | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         4459 | NS      | $48246.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       191000 | PA      | $221032.85    | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS 2018-ATLS                                                                                                                               | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7357539 | PA      | $7353693.95   | 0.13%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | SVENSKA HANDELSBANKEN AB /GBP/ REGD V/R REG S EMTN                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      6655000 | PA      | $9058087.24   | 0.15%             | 2032-08-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                                                     | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $193610.00    | 0.00%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       299000 | PA      | $305597.40    | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      1496000 | PA      | $1421667.50   | 0.02%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                        | Chile Electricity PEC SpA                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       200679 | PA      | $175971.08    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -1 | NC      | $-164.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8017000 | PA      | $8039137.34   | 0.14%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $198619.27    | 0.00%             | 2025-09-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       346000 | PA      | $334322.63    | 0.01%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-395974.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |        63000 | PA      | $63775.95     | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     29930000 | PA      | $34034751.03  | 0.58%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRITAX EUROBOX PLC                                        | Tritax EuroBox PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800HK59N7H979QU33 | Long             | DBT              |  | GB        |       169000 | PA      | $195903.55    | 0.00%             | 2026-06-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       253000 | PA      | $245915.33    | 0.00%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3282000 | PA      | $4131944.35   | 0.07%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                  | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                                              | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       594550 | PA      | $598491.89    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       426000 | PA      | $432040.65    | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                      | Duke Energy Ohio Inc                                                                                                                         | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       131000 | PA      | $128007.19    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-5075741.32  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1469000 | PA      | $1442150.72   | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                        | Accelerated 2024-1 LLC                                                                                                                       | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6017259 | PA      | $6041849.64   | 0.10%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                          | BOF VII AL Funding Trust I                                                                                                                   | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2927590 | PA      | $2976020.67   | 0.05%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |       421000 | PA      | $516143.23    | 0.01%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                              | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2531044 | PA      | $2549608.07   | 0.04%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       105000 | PA      | $56385.00     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       238000 | PA      | $242740.32    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       684000 | PA      | $661803.18    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                                      | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |      8392723 | PA      | $8397936.95   | 0.14%             | 2044-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2878800 | PA      | $2812227.75   | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                                                                                   | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       553000 | PA      | $608653.17    | 0.01%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                                                                                   | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $124485.08    | 0.00%             | 2043-01-18      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       514000 | PA      | $515227.58    | 0.01%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $103732.68    | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225324.85    | 0.00%             | 2028-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        52000 | PA      | $50855.27     | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | CARGILL INC /EUR/ REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5792000 | PA      | $7089862.61   | 0.12%             | 2030-04-24      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-988321.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       290000 | PA      | $302615.00    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       112000 | PA      | $127675.43    | 0.00%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8702000 | PA      | $10750350.17  | 0.18%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       359000 | PA      | $358177.36    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-6053.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $113937.72    | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-5115.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       666000 | PA      | $681008.63    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       327000 | PA      | $309669.46    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       278000 | PA      | $262650.29    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTROLUX AB                                             | W2457QDH1 ELECTROLUX 4.5% 09/29/28/EUR                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       289000 | PA      | $352845.15    | 0.01%             | 2028-09-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                               | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       135000 | PA      | $130537.91    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $499959.38    | 0.01%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3171219 | PA      | $2915430.13   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                            | Qatar Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       200000 | PA      | $169025.00    | 0.00%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      9131000 | PA      | $10529707.04  | 0.18%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     79804543 | PA      | $108903295.59 | 1.86%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                  | Oaktree Strategic Credit Fund                                                                                                                | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |       665000 | PA      | $681204.13    | 0.01%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMIRATES SEMBCORP WATER                                   | Emirates Semb Corp Water & Power Co PJSC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |       220000 | PA      | $205959.60    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-2 LLC                                                                                                                          | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1862284 | PA      | $1876404.56   | 0.03%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       240000 | PA      | $241651.20    | 0.00%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8807483.22   | 0.15%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $211278.46    | 0.00%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                  | President and Fellows of Harvard College                                                                                                     | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |       575000 | PA      | $392966.26    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3699600000 | PA      | $16030933.16  | 0.27%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US ULTRA BOND CBT SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |            2 | NC      | $2750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1311000 | PA      | $1282014.97   | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       287000 | PA      | $319130.34    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       138000 | PA      | $139617.67    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        54000 | PA      | $55154.78     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5557000 | PA      | $5569969.09   | 0.10%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4496 | PA      | $4629.52      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       332000 | PA      | $340878.03    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                                                       | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       658000 | PA      | $652599.81    | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      4562599 | PA      | $4569631.02   | 0.08%             | 2044-05-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z8J1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $2082520.87   | 0.04%             | 2040-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-347280.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       396000 | PA      | $426678.76    | 0.01%             | 2031-06-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     23740435 | PA      | $27494397.44  | 0.47%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       249000 | PA      | $268081.03    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT REGD REG S                          | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       430000 | PA      | $433375.75    | 0.01%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17468365 | PA      | $16233714.94  | 0.28%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YBA2<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      2285997 | PA      | $2278146.89   | 0.04%             | 2034-05-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       268000 | PA      | $327582.67    | 0.01%             | 2028-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     38665000 | PA      | $49196999.53  | 0.84%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                                                                                 | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     12312000 | PA      | $9372575.48   | 0.16%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56431.86     | 0.00%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       215000 | PA      | $249688.21    | 0.00%             | 2027-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                    | BP Capital Markets America Inc                                                                                                               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       147000 | PA      | $149455.98    | 0.00%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       600000 | PA      | $544859.58    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       135000 | PA      | $136575.44    | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55435.64     | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      4522000 | PA      | $4518216.85   | 0.08%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                     | AIMCO CLO Series 2015-A                                                                                                                      | CUSIP: 00900LAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8010000 | PA      | $8016255.81   | 0.14%             | 2034-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       390000 | PA      | $297501.34    | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                              | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      8260000 | PA      | $8286438.53   | 0.14%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                        | First Horizon Corp                                                                                                                           | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |       139000 | PA      | $141003.96    | 0.00%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       410000 | PA      | $390068.84    | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                   | Phillips Edison Grocery Center Operating Partnership I LP                                                                                    | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |        55000 | PA      | $55491.37     | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                           | CALIFORNIA ST EARTHQUAKE AUTH                                                                                                                | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |      4745000 | PA      | $4795421.32   | 0.08%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |       490000 | PA      | $354485.60    | 0.01%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                                                  | BRF GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |      1475000 | PA      | $1456046.25   | 0.02%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56189.38     | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2350700000 | PA      | $12501971.01  | 0.21%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      4802000 | PA      | $4927051.28   | 0.08%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                          | Gohl Capital Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |       290000 | PA      | $285396.25    | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33278140 | PA      | $33744113.83  | 0.58%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $209859.77    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-81694.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                                            | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       676000 | PA      | $588120.94    | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                             | Bank Hapoalim BM                                                                                                                             | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |       257000 | PA      | $245997.83    | 0.00%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                | Intuit Inc                                                                                                                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       178000 | PA      | $176577.10    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                  | Regatta XVI Funding Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      4500000 | PA      | $4498492.50   | 0.08%             | 2033-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                         | NJ Trust 2023-GSP                                                                                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6237681 | PA      | $6560577.68   | 0.11%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                     | Dick's Sporting Goods Inc                                                                                                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       368000 | PA      | $262483.49    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       137000 | PA      | $136265.91    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       481000 | PA      | $413555.39    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140GSRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105168 | PA      | $96619.66     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |        54000 | PA      | $54527.44     | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      1002000 | PA      | $1175082.25   | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      5085000 | PA      | $5061447.50   | 0.09%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       173000 | PA      | $173463.48    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                                                                              | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       691000 | PA      | $684503.36    | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       200000 | PA      | $203200.00    | 0.00%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                                                                                       | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $899607.34    | 0.02%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IU0   IRS R01.59PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IU0   IRS PCN07R01.59 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    428453000 | OU      | $296903.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-335314.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                           | Duke University                                                                                                                              | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |      1099000 | PA      | $671101.87    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1114399.08   | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                    | Blackstone Private Credit Fund                                                                                                               | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       136000 | PA      | $136911.45    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-189324.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA /GBP/ REGD V/R REG S EMTN                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $270663.98    | 0.00%             | 2026-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 000000000<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      4504000 | PA      | $5217437.60   | 0.09%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206728.61    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |       310000 | PA      | $265936.60    | 0.00%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                      | Duke Energy Ohio Inc                                                                                                                         | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       130000 | PA      | $104510.17    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                                                                              | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |       214000 | PA      | $246868.29    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                     | Washington University/The                                                                                                                    | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |       941000 | PA      | $674132.90    | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       120000 | PA      | $115872.00    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $10454.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                       | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       102386 | PA      | $86728.93     | 0.00%             | 2037-03-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       484000 | PA      | $468279.44    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       267000 | PA      | $277285.88    | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       351000 | PA      | $416082.95    | 0.01%             | 2030-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GREAT WALL INTL                                           | GREAT WALL INTL V REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: 254900N6H4J4MJJ8ZN67 | Long             | DBT              | CORP              | VG        |       400000 | PA      | $389604.00    | 0.01%             | 2026-11-23      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4379.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       681000 | PA      | $671618.34    | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                   | Consolidated Edison Co of New York Inc                                                                                                       | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       102000 | PA      | $82840.45     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak Clo 15 2023 Ltd                                                                                                                   | CUSIP: 720922AA1<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |      4990311 | PA      | $5002517.30   | 0.09%             | 2036-10-20      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |       259000 | PA      | $302233.29    | 0.01%             | 2031-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1910283.50   | 0.03%             | 2028-06-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       134000 | PA      | $138075.48    | 0.00%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                      | Ferguson Finance PLC                                                                                                                         | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       624000 | PA      | $609310.94    | 0.01%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       740000 | PA      | $763818.75    | 0.01%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-550655.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       617000 | PA      | $563523.88    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       250000 | PA      | $264218.75    | 0.00%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $387291.78    | 0.01%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       158000 | PA      | $146979.50    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GTCR W DUT/W-2 MERGER SU                                  | GTCR W DUT/W-2 MERGER SU /GBP/ REGD 144A P/P                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       424000 | PA      | $622743.83    | 0.01%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                      | Adnoc Murban Rsc Ltd                                                                                                                         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $181125.00    | 0.00%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $126352.13    | 0.00%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXV                                                                                                                              | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |      5030000 | PA      | $5033837.89   | 0.09%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-3536.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                               | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       508000 | PA      | $500649.28    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3476443.63   | 0.06%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                                                           | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |       645000 | PA      | $662385.41    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       103000 | PA      | $108716.08    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                              | SK Hynix Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       260000 | PA      | $229702.20    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $130911.12    | 0.00%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-10162411.57 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      6331000 | PA      | $6498131.12   | 0.11%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2740336 | PA      | $2742826.07   | 0.05%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1319999.38   | 0.02%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                    | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                       | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |       340000 | PA      | $344046.00    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $123417.97    | 0.00%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1450000000 | PA      | $10100407.49  | 0.17%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2190000 | PA      | $1480121.52   | 0.03%             | 2029-07-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                          | Lenovo Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |       818000 | PA      | $761558.00    | 0.01%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       211000 | PA      | $204459.00    | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      2565000 | PA      | $2283873.90   | 0.04%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       850000 | PA      | $501801.66    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $203546.91    | 0.00%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       129000 | PA      | $127201.37    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       568000 | PA      | $588885.36    | 0.01%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SECURITAS TREASURY IRELA                                  | Securitas Treasury Ireland DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $123331.89    | 0.00%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |           14 | PA      | $0.78         | 0.00%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                        | Kings Park CLO Ltd                                                                                                                           | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5450000 | PA      | $5451526.00   | 0.09%             | 2035-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                  | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                                                | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       230000 | PA      | $236359.50    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       673000 | PA      | $558095.35    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $2978781.37   | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                                     | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4109000 | PA      | $3271232.30   | 0.06%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       290000 | PA      | $291722.36    | 0.00%             | 2028-02-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5508000 | PA      | $4095874.93   | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       288000 | PA      | $250208.32    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $392808.95    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       220000 | PA      | $232320.00    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3396000 | PA      | $3583807.80   | 0.06%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                      | Southern Copper Corp                                                                                                                         | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $229412.00    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2025-1                                                                                                                 | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1283000 | PA      | $1286994.75   | 0.02%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       602000 | PA      | $621428.32    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                                      | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      5176928 | PA      | $5176207.29   | 0.09%             | 2045-01-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | Lockheed Martin Corp                                                                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       233000 | PA      | $239960.53    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2025-NQM2 Trust                                                                                                                         | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5099685 | PA      | $5121445.04   | 0.09%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                                                                            | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       623273 | PA      | $634597.46    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                             | FUTURE CONTRACT ON EURO-BUND FUTURE SEP25 /EUR                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |            5 | NC      | $-5194.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-4759.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       350000 | PA      | $247096.50    | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     10600000 | PA      | $10972737.99  | 0.19%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       147000 | PA      | $154898.93    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15411.83     | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       155000 | PA      | $183870.23    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                  | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $350068.10    | 0.01%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                                                                               | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      1664000 | PA      | $1613469.61   | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       240000 | PA      | $248400.00    | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                             | QIB Sukuk Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $296232.00    | 0.01%             | 2025-10-27      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    131421600 | PA      | $81707279.45  | 1.40%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117145.61    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                               | Opal US LLC USD Term Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8079000 | PA      | $8106791.76   | 0.14%             | 2032-04-28      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                                                                               | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        54000 | PA      | $55134.92     | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       570000 | PA      | $495187.50    | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                            | Qatar Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      1110000 | PA      | $1084891.80   | 0.02%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       190000 | PA      | $230624.15    | 0.00%             | 2027-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | TELIA COMPANY AB /EUR/ REGD REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       271000 | PA      | $273738.58    | 0.00%             | 2030-11-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | Bank Leumi Le-Israel BM                                                                                                                      | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       290000 | PA      | $284283.82    | 0.00%             | 2031-01-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                            | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      7936346 | PA      | $7934044.94   | 0.14%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $285250.00    | 0.00%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       349000 | PA      | $410650.33    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA /GBP/ REGD V/R REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      8600000 | PA      | $11585381.19  | 0.20%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1443595.37   | 0.02%             | 2031-12-09      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      7634000 | PA      | $7404980.00   | 0.13%             | 2031-08-12      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     13835000 | PA      | $16346994.52  | 0.28%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                                                                              | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       400000 | PA      | $402880.41    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     11880000 | PA      | $13716643.21  | 0.23%             | 2027-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $291526.78    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |        54000 | PA      | $56874.77     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                                                                             | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8191104 | PA      | $7141160.92   | 0.12%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       240000 | PA      | $233760.00    | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                                      | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      2377924 | PA      | $2381719.74   | 0.04%             | 2045-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       125000 | PA      | $101275.94    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     11800000 | PA      | $11724622.54  | 0.20%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129523.12    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                 | IQVIA Inc                                                                                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1801000 | PA      | $1797490.10   | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       499000 | PA      | $477045.74    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       307000 | PA      | $335079.23    | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     33571000 | PA      | $41325668.30  | 0.71%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1924000 | PA      | $2809479.37   | 0.05%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                     | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       191379 | PA      | $172258.93    | 0.00%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       209000 | PA      | $164914.89    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                   | Aircastle Ltd / Aircastle Ireland DAC                                                                                                        | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5649000 | PA      | $5690049.42   | 0.10%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                         | Cometa Energia SA de CV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |       297136 | PA      | $305530.09    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                                   | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       642000 | PA      | $636775.96    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $128143.45    | 0.00%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                            | BorgWarner Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       229000 | PA      | $233121.12    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                                | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1073000 | PA      | $1073150.02   | 0.02%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                                   | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       436000 | PA      | $413285.46    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $953026.06    | 0.02%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $400468.32    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                       | SA Global Sukuk Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |       350000 | PA      | $339850.00    | 0.01%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        54000 | PA      | $54546.99     | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       662000 | PA      | $661435.35    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     13277107 | PA      | $13371944.05  | 0.23%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      8422000 | PA      | $9847096.98   | 0.17%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |       109000 | PA      | $133609.09    | 0.00%             | 2029-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $241706.78    | 0.00%             | 2044-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       678000 | PA      | $676940.49    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1668411.42   | 0.03%             | 2027-11-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       138000 | PA      | $138123.62    | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                     | Golub Capital Private Credit Fund                                                                                                            | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |       132000 | PA      | $131899.01    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $330071.23    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     28537000 | PA      | $39871351.67  | 0.68%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                    | Sixth Street Specialty Lending Inc                                                                                                           | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |       305000 | PA      | $305855.78    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       240000 | PA      | $242421.60    | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1430000 | PA      | $946987.44    | 0.02%             | 2028-05-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR ULTRA FUT SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           28 | NC      | $61835.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                            | ServiceNow Inc                                                                                                                               | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |       752000 | PA      | $651501.48    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       690000 | PA      | $632440.38    | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7135000 | PA      | $9048040.84   | 0.15%             | 2034-02-28      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       228000 | PA      | $314599.10    | 0.01%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $219784.92    | 0.00%             | 2032-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2613000 | PA      | $2599935.00   | 0.04%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     55000000 | PA      | $8558586.25   | 0.15%             | 2054-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC REGD V/R REG S                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $294920.67    | 0.01%             | 2027-01-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                | Leidos Inc                                                                                                                                   | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       656000 | PA      | $646913.35    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       226666 | PA      | $229839.23    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4947000 | PA      | $5225911.86   | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        51000 | PA      | $51418.90     | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       247000 | PA      | $224419.51    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                       | Clarivate Science Holdings Corp                                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3576000 | PA      | $3426705.61   | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       522000 | PA      | $474367.50    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48542800 | PA      | $45275641.41  | 0.77%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $336394.35    | 0.01%             | 2029-10-23      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                                                                              | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116774.14    | 0.00%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                                                                                           | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129992.88    | 0.00%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2412000 | PA      | $2419662.03   | 0.04%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                                   | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       133000 | PA      | $133621.94    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2990600000 | PA      | $18508611.88  | 0.32%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       506000 | PA      | $617806.05    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                                        | Intercorp Peru Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |       370000 | PA      | $346989.70    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED ZAR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $64332.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       453000 | PA      | $474164.23    | 0.01%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      2642635 | PA      | $2678035.50   | 0.05%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5875000 | PA      | $8614405.81   | 0.15%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-5                                                                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      5052000 | PA      | $5072989.54   | 0.09%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1080 | NC      | $682656.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                       | Hilton Grand Vacations Borrower LLC Initial Term Loan                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5696643 | PA      | $5690433.95   | 0.10%             | 2028-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       137000 | PA      | $167144.07    | 0.00%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1197944.88   | 0.02%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       267000 | PA      | $262679.13    | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       180000 | PA      | $179775.00    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                             | DTP Commercial Mortgage Trust 2023-STE2                                                                                                      | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1329000 | PA      | $1361489.36   | 0.02%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |        83000 | PA      | $108167.05    | 0.00%             | 2040-07-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       301000 | PA      | $304369.42    | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       225000 | PA      | $224853.75    | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |        75000 | PA      | $75950.42     | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US ULTRA BOND CBT SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -349 | NC      | $-319687.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510051.69    | 0.01%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       120000 | PA      | $115468.78    | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              |  | DE        |       300000 | PA      | $290049.86    | 0.00%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $123511.77    | 0.00%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                        | Analog Devices Inc                                                                                                                           | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55430.95     | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |            1 | NC      | $230052.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLANOVA                                                 | Kellanova                                                                                                                                    | CUSIP: 000000000<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |       250000 | PA      | $297069.76    | 0.01%             | 2034-05-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       290000 | PA      | $277181.14    | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6560000 | PA      | $7406300.03   | 0.13%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |       292000 | PA      | $291210.51    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                               | Cencosud SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $227844.90    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       720000 | PA      | $703625.23    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                      | Pilgrim's Pride Corp                                                                                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4390.71      | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       661000 | PA      | $637708.61    | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      6550000 | PA      | $8674833.51   | 0.15%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3184 | PA      | $3277.75      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       304000 | PA      | $297845.78    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                    | Allegion US Holding Co Inc                                                                                                                   | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |       256000 | PA      | $262902.28    | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     41087000 | PA      | $51893776.19  | 0.89%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                                                                                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      1567000 | PA      | $1583066.18   | 0.03%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       299000 | PA      | $302668.73    | 0.01%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-5 Mortgage Loan Trust                                                                                                              | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |      5351048 | PA      | $5369002.37   | 0.09%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                  | First Abu Dhabi Bank PJSC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       480000 | PA      | $474748.80    | 0.01%             | 2026-04-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA REGD                                              | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |       640000 | PA      | $664243.20    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                           | Nevada Power Co                                                                                                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       385000 | PA      | $383700.04    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120616.05    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $110081.45    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                | Mattel Inc                                                                                                                                   | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |       673000 | PA      | $644944.09    | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      5466000 | PA      | $5176575.30   | 0.09%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       181000 | PA      | $180873.89    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                         | Nexa Resources SA                                                                                                                            | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       230000 | PA      | $240376.12    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       300000 | PA      | $295968.00    | 0.01%             | 2032-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       254000 | PA      | $319106.34    | 0.01%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                                           | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32655400 | PA      | $32247595.93  | 0.55%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-6                                                                                                              | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |      7589273 | PA      | $7592015.20   | 0.13%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234167.02    | 0.00%             | 2031-05-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       444000 | PA      | $411232.42    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                           | HAWAII ST                                                                                                                                    | CUSIP: 419792M45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1640000 | PA      | $1716801.69   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       320000 | PA      | $319904.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                           | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        94000 | PA      | $95231.88     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      2037000 | PA      | $2405005.95   | 0.04%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                                        | CCBL Cayman 1 Corp Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |       400000 | PA      | $389452.00    | 0.01%             | 2026-07-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       135000 | PA      | $134463.83    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                  | AES Panama Generation Holdings SRL                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |       611545 | PA      | $556505.70    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-7900.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | SoFi Consumer Loan Program 2025-2 Trust                                                                                                      | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3941000 | PA      | $3962087.90   | 0.07%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       136000 | PA      | $134489.50    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $8198661.49   | 0.14%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       240000 | PA      | $236428.80    | 0.00%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86645576 | PA      | $76565160.37  | 1.31%             | 2054-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $101135.17    | 0.00%             | 2032-07-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10434000 | PA      | $11768697.56  | 0.20%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       160000 | PA      | $161423.92    | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-2205525.24  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                                  | KLA Corp                                                                                                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       119000 | PA      | $108309.95    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CFAMC IV CO LTD                                           | CFAMC IV Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $193750.00    | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       328000 | PA      | $441766.32    | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       136000 | PA      | $125874.60    | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       457000 | PA      | $532217.65    | 0.01%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                             | BGC Group Inc                                                                                                                                | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130844.17    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |        23000 | PA      | $22973.58     | 0.00%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                               | MEGlobal BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |       260000 | PA      | $244615.80    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |       188000 | PA      | $225170.31    | 0.00%             | 2031-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       298000 | PA      | $301909.22    | 0.01%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       136000 | PA      | $136026.02    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       804000 | PA      | $841788.44    | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                    | Province of Ontario Generic Coupon Strip                                                                                                     | CUSIP: 68323Z5U9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5668620 | PA      | $2328524.82   | 0.04%             | 2038-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2585000 | PA      | $2467766.11   | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       237000 | PA      | $296934.52    | 0.01%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                                      | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       271000 | PA      | $249474.86    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC                                                                                                                  | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      2366671 | PA      | $2384090.16   | 0.04%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        97000 | PA      | $95512.86     | 0.00%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              |  | LU        |      1949000 | PA      | $2025903.87   | 0.03%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       110000 | PA      | $117102.58    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     10551000 | PA      | $9642472.28   | 0.16%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120386.86    | 0.00%             | 2033-08-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       319000 | PA      | $266978.15    | 0.00%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6470000 | PA      | $6450863.10   | 0.11%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                                                    | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |      5063064 | PA      | $5047874.81   | 0.09%             | 2035-07-16      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       307000 | PA      | $301964.13    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122779300 | PA      | $75552438.70  | 1.29%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4210700000 | PA      | $28149817.67  | 0.48%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       212000 | PA      | $250097.38    | 0.00%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       619000 | PA      | $603713.70    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                         | Toyota Motor Corp                                                                                                                            | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |        56000 | PA      | $56184.84     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       433000 | PA      | $431872.12    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1497.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       653000 | PA      | $624375.74    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     16978000 | PA      | $13869014.82  | 0.24%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       390000 | PA      | $438842.56    | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                                                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       494000 | PA      | $354972.56    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | AGRICUL DEV BANK CHINA /CNH/ REGD REG S                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     25000000 | PA      | $3866989.14   | 0.07%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      8475000 | PA      | $11872981.94  | 0.20%             | 2027-12-07      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN               | ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |       290000 | PA      | $258305.90    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                                                         | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       380000 | PA      | $388089.54    | 0.01%             | 2030-02-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                             | Owens Corning                                                                                                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7155.06      | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       679000 | PA      | $694445.78    | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                             | FUTURE CONTRACT ON EURO-BUXL 30Y BND SEP25 /EUR                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          131 | NC      | $-97699.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       649000 | PA      | $634863.81    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                           | Hershey Co/The                                                                                                                               | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       383000 | PA      | $388970.78    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       728000 | PA      | $797432.06    | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       514000 | PA      | $513357.50    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                            | Mastercard Inc                                                                                                                               | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       473000 | PA      | $486611.36    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       240000 | PA      | $302310.63    | 0.01%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       182000 | PA      | $183836.17    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAG3<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      6310000 | PA      | $6312612.34   | 0.11%             | 2035-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FINANCING 2                                    | NBK Tier 1 Financing 2 Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | CORP              | AE        |       290000 | PA      | $288550.00    | 0.00%             | 2025-08-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                       | PayPal Holdings Inc                                                                                                                          | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       130000 | PA      | $127246.04    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       616000 | PA      | $645749.31    | 0.01%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       277000 | PA      | $254330.35    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       611000 | PA      | $650037.08    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       138000 | PA      | $139845.46    | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $216783.14    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       500000 | PA      | $504000.00    | 0.01%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $176200.00    | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7121000 | PA      | $6943789.86   | 0.12%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       265000 | PA      | $249100.00    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                             | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5277000 | PA      | $5072190.71   | 0.09%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                      | LLPL Capital Pte Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |       574488 | PA      | $584541.54    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                      | UltraTech Cement Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |       210000 | PA      | $187651.80    | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                               | Cummins Inc                                                                                                                                  | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       652000 | PA      | $631733.35    | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     13144000 | PA      | $13854003.99  | 0.24%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                   | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                              | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       435000 | PA      | $448593.75    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                     | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1686000 | PA      | $1631032.59   | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |         7000 | PA      | $6824.51      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       270000 | PA      | $280602.90    | 0.00%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     67690000 | PA      | $9413590.82   | 0.16%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                  | University of Southern California                                                                                                            | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       448000 | PA      | $413060.81    | 0.01%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    226400000 | PA      | $32743165.17  | 0.56%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $361280.88    | 0.01%             | 2030-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS33435   CDX 2I668IBQ4 01.000 BP 06/20/2030 MSNYUS33XXX FLOAT / Short: IS33435   CDX 2I668IBQ4 01.000 BP 06/20/2030 MSNYUS33XXX FIXED | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55701000 | OU      | $-672065.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1666079 | PA      | $1666080.24   | 0.03%             | 2044-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       640000 | PA      | $404160.00    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                             | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129314.44    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US LONG BOND(CBT) SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          122 | NC      | $347015.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $11814987.04  | 0.20%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       707000 | PA      | $685939.47    | 0.01%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                         | Brown & Brown Inc                                                                                                                            | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55480.45     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       127000 | PA      | $133131.98    | 0.00%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXJ7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1994597.88   | 0.03%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $145404.97    | 0.00%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                     | American Homes 4 Rent LP                                                                                                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |       357000 | PA      | $360531.15    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       200000 | PA      | $197935.65    | 0.00%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |        53000 | PA      | $50324.42     | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PLDT INC                                                  | PLDT Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | DBT              | CORP              | PH        |       200000 | PA      | $179000.00    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                       | DENTSPLY SIRONA Inc                                                                                                                          | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       711000 | PA      | $648894.44    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                                            | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       277000 | PA      | $252389.05    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       380731 | PA      | $357982.28    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                    | Crossroads Asset Trust 2024-A                                                                                                                | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6075513 | PA      | $6143318.81   | 0.11%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                  | Banco Nacional de Panama                                                                                                                     | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |       200000 | PA      | $166800.00    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                                                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55923.30     | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                               | Rad CLO 14 Ltd                                                                                                                               | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4756165.50   | 0.08%             | 2035-01-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                               | Workday Inc                                                                                                                                  | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       265000 | PA      | $261663.96    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       284000 | PA      | $251610.69    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                  | Time Warner Cable Enterprises LLC                                                                                                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $418811.70    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       451000 | PA      | $531684.60    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR ULTRA FUT SEP25                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1986 | NC      | $-3481640.61  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29133.63     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1080830.02   | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     10439000 | PA      | $10694755.50  | 0.18%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                     | Entergy Louisiana LLC                                                                                                                        | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       130000 | PA      | $128291.57    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55161.76     | 0.00%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        16110 | PA      | $14800.46     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     91206414 | PA      | $91854834.80  | 1.57%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                | Woori Bank                                                                                                                                   | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |       230000 | PA      | $233450.00    | 0.00%             | 2029-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                               | FUTURE CONTRACT ON EURO-OAT FUTURE SEP25 /EUR                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          573 | NC      | $-587219.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-24CB                                                                                                             | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1187103 | PA      | $583608.00    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       734000 | PA      | $639742.73    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2024-1 LLC                                                                                                             | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5529828 | PA      | $5567472.21   | 0.10%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       589000 | PA      | $692757.51    | 0.01%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    150000000 | PA      | $1042977.97   | 0.02%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       256000 | PA      | $276215.04    | 0.00%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $288764.16    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DE TELE                                  | Empresa Nacional de Telecomunicaciones SA                                                                                                    | CUSIP: 000000000<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $200450.00    | 0.00%             | 2026-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        79000 | PA      | $79655.44     | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                    | Cia Cervecerias Unidas SA                                                                                                                    | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $177050.00    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HJTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11267 | PA      | $10323.37     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       526000 | PA      | $509289.51    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLEY US FINANCE SUB                                     | Worley US Finance Sub Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300KI4S3YMNXADG63 | Long             | DBT              | CORP              | US        |       531000 | PA      | $615590.92    | 0.01%             | 2026-06-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                                                                            | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $209591.31    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                                                                               | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      6482000 | PA      | $7576769.73   | 0.13%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       875000 | PA      | $891966.15    | 0.02%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                                                                                   | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       461000 | PA      | $551951.61    | 0.01%             | 2028-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55729.62     | 0.00%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       612000 | PA      | $613406.80    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       681000 | PA      | $682404.05    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1278620000 | PA      | $184474682.68 | 3.16%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN            | SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       200000 | PA      | $203352.00    | 0.00%             | 2029-01-23      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $219503.32    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust 2025-OANA                                                                                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8761130 | PA      | $8807685.77   | 0.15%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       249000 | PA      | $302769.80    | 0.01%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       668000 | PA      | $647000.36    | 0.01%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $19788.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                                                                             | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       348000 | PA      | $352226.10    | 0.01%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       690000 | PA      | $612247.35    | 0.01%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |        48000 | PA      | $48354.25     | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       816000 | PA      | $1032218.87   | 0.02%             | 2032-03-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                      | Duke Energy Ohio Inc                                                                                                                         | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       305000 | PA      | $309785.78    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $211812.00    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                          | MDC Holdings Inc                                                                                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      5611000 | PA      | $5058672.35   | 0.09%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $246945.00    | 0.00%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $435584.21    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       285000 | PA      | $276095.99    | 0.00%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM10 Trust                                                                                                                         | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     10766000 | PA      | $10792103.78  | 0.18%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       235000 | PA      | $156561.30    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                    | El Puerto de Liverpool SAB de CV                                                                                                             | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $206880.00    | 0.00%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |        98000 | PA      | $76258.40     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                  | OZLM XVIII Ltd                                                                                                                               | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |      3895203 | PA      | $3896219.38   | 0.07%             | 2031-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                   | Quikrete Holdings, Inc. Tranche B-2 Term Loan (First Lien)                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3890152 | PA      | $3887156.10   | 0.07%             | 2029-03-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1202000 | PA      | $1278254.88   | 0.02%             | 2043-04-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                                                                               | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |       397000 | PA      | $398257.53    | 0.01%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       646000 | PA      | $591328.69    | 0.01%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                           | CFAMC II Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |       213000 | PA      | $212787.00    | 0.00%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                                             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3279000 | PA      | $3349245.75   | 0.06%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       130000 | PA      | $120832.02    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      3054400 | PA      | $2717988.38   | 0.05%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       111000 | PA      | $112516.65    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       232000 | PA      | $230310.68    | 0.00%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       426000 | PA      | $417874.05    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                        | Alcon Finance Corp                                                                                                                           | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |       290000 | PA      | $265496.04    | 0.00%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     17865000 | PA      | $19274244.96  | 0.33%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       172000 | PA      | $175634.88    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     11373000 | PA      | $13750168.00  | 0.24%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                                                                                          | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |       400000 | PA      | $484608.62    | 0.01%             | 2027-06-29      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       400000 | PA      | $345900.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $310971.04    | 0.01%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                      | Mercedes-Benz Finance North America LLC                                                                                                      | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       341000 | PA      | $343514.71    | 0.01%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                                                                                       | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2944000 | PA      | $2233273.67   | 0.04%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                                                                                         | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       185000 | PA      | $183766.31    | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       622000 | PA      | $645955.76    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                     | Keysight Technologies Inc                                                                                                                    | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |       135000 | PA      | $139248.26    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                  | Adani Transmission Step-One Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |      8086000 | PA      | $7964710.00   | 0.14%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $502750.71    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       400000 | PA      | $228000.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     11659000 | PA      | $11740317.09  | 0.20%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                  | Broadridge Financial Solutions Inc                                                                                                           | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       697000 | PA      | $653197.88    | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                           | Concentrix Corp                                                                                                                              | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |       638000 | PA      | $649570.63    | 0.01%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        95000 | PA      | $95849.11     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                           | CBQ FINANCE LTD REGD REG S EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |       450000 | PA      | $438327.00    | 0.01%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       370000 | PA      | $362833.10    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       100000 | PA      | $137064.89    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                           | Xcel Energy Inc                                                                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       641000 | PA      | $647373.24    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                          | LG Energy Solution Ltd                                                                                                                       | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       490000 | PA      | $490392.00    | 0.01%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $323048.86    | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $238472.49    | 0.00%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       477000 | PA      | $488454.02    | 0.01%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $183215.17    | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       138000 | PA      | $139057.47    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                           | Antofagasta PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |       460000 | PA      | $477148.74    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International Inc                                                                                                                      | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       134000 | PA      | $137357.82    | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       220000 | PA      | $205548.73    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      3249000 | PA      | $3251120.59   | 0.06%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                          | CMWLTH FING AUTH PA                                                                                                                          | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2640000 | PA      | $2434940.90   | 0.04%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     70290959 | PA      | $86072848.90  | 1.47%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                                                   | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       407000 | PA      | $402855.14    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8080800000 | PA      | $49495104.54  | 0.85%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $201987.05    | 0.00%             | 2036-07-31      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                        | Elmwood CLO 15 Ltd                                                                                                                           | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4900000 | PA      | $4900000.00   | 0.08%             | 2035-04-22      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                                | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1761000 | PA      | $1789546.18   | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                  | Loblaw Cos Ltd                                                                                                                               | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      3182000 | PA      | $2652680.08   | 0.05%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        33000 | PA      | $33645.66     | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                         | CIMIC Finance Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |       299000 | PA      | $327342.17    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                               | OCCU Auto Receivables Trust 2023-1                                                                                                           | CUSIP: 674921AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       199620 | PA      | $199763.11    | 0.00%             | 2027-04-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $185191.22    | 0.00%             | 2030-12-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-J1                                                                                                               | CUSIP: 12668BKH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       553376 | PA      | $374347.46    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOXCONN FAR EAST LTD REGD REG                             | FOXCONN FAR EAST LTD REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       200000 | PA      | $180493.44    | 0.00%             | 2030-10-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H7Z91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5485 | PA      | $5025.34      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       691000 | PA      | $696216.40    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       398000 | PA      | $362456.62    | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                             | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1689134 | PA      | $1700289.96   | 0.03%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       240058 | PA      | $247014.54    | 0.00%             | 2028-08-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       152000 | PA      | $180113.06    | 0.00%             | 2032-05-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1614000 | PA      | $1554685.50   | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2281151 | PA      | $2294842.73   | 0.04%             | 2045-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $240005.00    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     37285000 | PA      | $27776912.11  | 0.48%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       129000 | PA      | $128737.67    | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                   | Booz Allen Hamilton Inc                                                                                                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |        84000 | PA      | $85699.41     | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $221740.54    | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                            | PulteGroup Inc                                                                                                                               | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        44000 | PA      | $47175.69     | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       137000 | PA      | $139012.62    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                     | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       138000 | PA      | $138573.86    | 0.00%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       107000 | PA      | $122875.44    | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       333000 | PA      | $387415.29    | 0.01%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WP0   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WP0   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     38130000 | OU      | $427011.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                                                                                           | CUSIP: 66815L2W8<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54581.09     | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                            | Diamond II Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      3170000 | PA      | $3193061.24   | 0.05%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                     | Swire Properties MTN Financing Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              |  | HK        |     40000000 | PA      | $5717954.70   | 0.10%             | 2029-09-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10677000 | PA      | $10836328.60  | 0.19%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                   | Transportadora de Gas Internacional SA ESP                                                                                                   | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $202500.00    | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      7016000 | PA      | $6277570.91   | 0.11%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       867000 | PA      | $610418.75    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9303000 | PA      | $12322630.25  | 0.21%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $716291.10    | 0.01%             | 2031-11-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       248000 | PA      | $228036.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       139000 | PA      | $139229.93    | 0.00%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54915.03     | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       659000 | PA      | $765967.91    | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                     | Blue Owl Capital Corp                                                                                                                        | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       652000 | PA      | $655452.93    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     14400000 | PA      | $16419304.49  | 0.28%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                  | Renesas Electronics Corp                                                                                                                     | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |       877000 | PA      | $847639.72    | 0.01%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |       132000 | PA      | $156026.94    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                                                                             | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       186000 | PA      | $187155.30    | 0.00%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       460000 | PA      | $454250.00    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                   | AEP Transmission Co LLC                                                                                                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       190000 | PA      | $194093.73    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                                                                                       | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       714000 | PA      | $630693.60    | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       680000 | PA      | $661926.22    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-1CON                                                                                                           | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5627880 | PA      | $5650185.09   | 0.10%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                               | Nutrien Ltd                                                                                                                                  | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |        38000 | PA      | $38100.52     | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYDBANK A/S                                               | Sydbank AS                                                                                                                                   | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $123909.16    | 0.00%             | 2028-09-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       947000 | PA      | $698957.80    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       136000 | PA      | $138670.81    | 0.00%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                              | NNN REIT Inc                                                                                                                                 | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |       308000 | PA      | $306390.23    | 0.01%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM8 Trust                                                                                                                          | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      4040072 | PA      | $4053822.71   | 0.07%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $329083.52    | 0.01%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $120930.14    | 0.00%             | 2027-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       450000 | PA      | $395831.25    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                                                                             | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      7500000 | PA      | $8983182.35   | 0.15%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                                                   | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |        95000 | PA      | $112769.99    | 0.00%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       633000 | PA      | $652800.91    | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       297000 | PA      | $307176.71    | 0.01%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 44                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      4300000 | PA      | $29214.12     | 0.00%             | 2027-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       677000 | PA      | $684576.62    | 0.01%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       264000 | PA      | $260811.79    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        54000 | PA      | $54405.08     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |       100000 | PA      | $113234.71    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      9126000 | PA      | $12541042.33  | 0.21%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $628438.40    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | FUTURE CONTRACT ON JPN 10Y BOND(OSE) SEP25 /JPY                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -228 | NC      | $-559303.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       135000 | PA      | $135600.33    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       535000 | PA      | $606823.70    | 0.01%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       825000 | PA      | $613800.00    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux MPC Sarl                                                                                                               | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       409200 | PA      | $423861.13    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |       889000 | PA      | $891434.74    | 0.02%             | 2046-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       401000 | PA      | $311395.88    | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       302000 | PA      | $303518.16    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       405000 | PA      | $420532.46    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                       | University of Miami                                                                                                                          | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |       840000 | PA      | $653218.93    | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     39050000 | PA      | $5687091.82   | 0.10%             | 2054-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      1300000 | PA      | $1838917.26   | 0.03%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $360489.38    | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       316000 | PA      | $285011.54    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       131000 | PA      | $149282.08    | 0.00%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                         | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        78000 | PA      | $79574.22     | 0.00%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-B                                                                                                              | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1179427 | PA      | $1232543.28   | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       366000 | PA      | $412223.82    | 0.01%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                                                                                         | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3014828 | PA      | $2980911.68   | 0.05%             | 2038-08-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $10172740.73  | 0.17%             | 2028-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     38350000 | PA      | $5308883.28   | 0.09%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4321000 | PA      | $4516785.24   | 0.08%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-17004.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-471279.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AAC TECHNOLOGIES HOLDING                                  | AAC Technologies Holdings Inc                                                                                                                | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | DBT              | CORP              | KY        |       290000 | PA      | $265996.70    | 0.00%             | 2031-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | FUTURE CONTRACT ON CAN 5YR BOND FUT SEP25 /CAD                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           24 | NC      | $7740.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                                    | GE HealthCare Technologies Inc                                                                                                               | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55448.84     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6050000 | PA      | $4022902.17   | 0.07%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                      | Kallpa Generacion SA                                                                                                                         | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |       330000 | PA      | $336986.10    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $12056.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       513000 | PA      | $512957.57    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                                                                                     | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |        55000 | PA      | $55809.65     | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN SER GMTN                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       100000 | PA      | $119268.84    | 0.00%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      5190000 | PA      | $5683993.70   | 0.10%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      9360000 | PA      | $6358260.47   | 0.11%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                             | Sutter Health                                                                                                                                | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |       140000 | PA      | $144788.09    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                  | Industrias Penoles SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |       230000 | PA      | $174342.30    | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     42273178 | PA      | $51313091.34  | 0.88%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40772275 | PA      | $32261054.44  | 0.55%             | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                           | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       192000 | PA      | $194912.82    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       191000 | PA      | $240551.33    | 0.00%             | 2029-11-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                                                                                 | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $131341.50    | 0.00%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1172000 | PA      | $1331444.37   | 0.02%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                                      | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      2376511 | PA      | $2387031.70   | 0.04%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       530000 | PA      | $620491.38    | 0.01%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | Bank Leumi Le-Israel BM                                                                                                                      | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       200000 | PA      | $204895.50    | 0.00%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       303038 | PA      | $310462.43    | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       539000 | PA      | $451250.58    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       222000 | PA      | $258650.50    | 0.00%             | 2027-10-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      6774000 | PA      | $7179123.47   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    108644000 | PA      | $31565720.65  | 0.54%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIR2                                                                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2359583 | PA      | $2363997.69   | 0.04%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       410000 | PA      | $404712.58    | 0.01%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                   | Entergy Mississippi LLC                                                                                                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       450000 | PA      | $451131.95    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       205000 | PA      | $195840.21    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                                                                                       | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $55249.55     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3521000 | PA      | $3540259.52   | 0.06%             | 2028-06-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                 | ORL Trust 2024-GLKS                                                                                                                          | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7924719 | PA      | $7922242.53   | 0.14%             | 2039-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                              | UPL Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |       380000 | PA      | $343710.00    | 0.01%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $123890.47    | 0.00%             | 2030-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | FUTURE CONTRACT ON CAN 10YR BOND FUT SEP25 /CAD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -1822 | NC      | $-1003488.16  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALFA DESARROLLO SPA                                       | Alfa Desarrollo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |       306294 | PA      | $224521.39    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |       477000 | PA      | $547278.79    | 0.01%             | 2029-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       437000 | PA      | $435920.72    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-6419.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      5200000 | PA      | $5403029.37   | 0.09%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       282000 | PA      | $348630.58    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2537000 | PA      | $1736477.89   | 0.03%             | 2029-07-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23496.47     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                                                                                          | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       365000 | PA      | $449478.43    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                                                                                         | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      5827000 | PA      | $5662205.45   | 0.10%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                                                                                    | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       638000 | PA      | $648814.79    | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       970000 | PA      | $659600.00    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       299000 | PA      | $306563.73    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                  | Corp Financiera de Desarrollo SA                                                                                                             | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       230000 | PA      | $237704.62    | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       558000 | PA      | $660750.27    | 0.01%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       364000 | PA      | $268313.92    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                    | Engie Energia Chile SA                                                                                                                       | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       485000 | PA      | $500035.00    | 0.01%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      4021000 | PA      | $3582170.78   | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM5                                                                                                    | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |      2289429 | PA      | $2295088.64   | 0.04%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4181000 | PA      | $4183613.13   | 0.07%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                                | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       107000 | PA      | $107882.07    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                  | Harley-Davidson Financial Services Inc                                                                                                       | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2916.23      | 0.00%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      4795000 | PA      | $5416570.83   | 0.09%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                            | ISS Global A/S                                                                                                                               | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |       106000 | PA      | $123291.27    | 0.00%             | 2026-06-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $105188.02    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       471000 | PA      | $586386.57    | 0.01%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                                                                                    | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       642000 | PA      | $634873.82    | 0.01%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       138000 | PA      | $136333.67    | 0.00%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                                                                               | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129995.17    | 0.00%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       407000 | PA      | $352665.50    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                          | REWE International Finance BV                                                                                                                | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $504498.90    | 0.01%             | 2030-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54320.14     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       191000 | PA      | $175864.30    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       550000 | PA      | $427900.00    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9036492 | PA      | $9044503.91   | 0.15%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                                                                                       | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       331000 | PA      | $323081.68    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                     | Rio Tinto Finance USA PLC                                                                                                                    | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       138000 | PA      | $140518.18    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXQ1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1716843.36   | 0.03%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $3953649.20   | 0.07%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       295000 | PA      | $277831.40    | 0.00%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       548000 | PA      | $652119.97    | 0.01%             | 2029-11-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $204067.10    | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       264000 | PA      | $304043.86    | 0.01%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130400.65    | 0.00%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                                                                                | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       248000 | PA      | $243005.39    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                                                                                  | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |       192000 | PA      | $228351.52    | 0.00%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD 2021-FPM Mortgage Trust                                                                                                                 | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2950000 | PA      | $2950000.00   | 0.05%             | 2038-06-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116016.31    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       204000 | PA      | $220693.63    | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178922165 | PA      | $175689184.62 | 3.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                  | NRTH 2024-PARK Mortgage Trust                                                                                                                | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14214000 | PA      | $14222859.59  | 0.24%             | 2039-03-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10690017 | PA      | $10171359.90  | 0.17%             | 2036-07-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       596000 | PA      | $563816.70    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       361000 | PA      | $440113.74    | 0.01%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1660000 | PA      | $1408925.00   | 0.02%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                  | SES GLOBAL Americas Holdings Inc                                                                                                             | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |       379000 | PA      | $279137.94    | 0.00%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                | Clover CLO 2021-3 LLC                                                                                                                        | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10031434 | PA      | $10045126.91  | 0.17%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                                                                             | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      5200000 | PA      | $6102486.93   | 0.10%             | 2027-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      8500000 | PA      | $8812908.77   | 0.15%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       230000 | PA      | $213370.20    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $118050.00    | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       706000 | PA      | $672146.58    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4783000 | PA      | $4917790.25   | 0.08%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                                                                                       | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       340000 | PA      | $309748.89    | 0.01%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                                                                            | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $191126.00    | 0.00%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY REGD                                              | HUNGARY REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |       320000 | PA      | $325673.60    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       152000 | PA      | $179737.73    | 0.00%             | 2035-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                            | Qatar Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       320000 | PA      | $286800.00    | 0.00%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                                                                                      | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |       300000 | PA      | $319033.68    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       278000 | PA      | $280710.03    | 0.00%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2097184.16   | 0.04%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       626000 | PA      | $637737.50    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-1341628.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $483571.61    | 0.01%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                  | Apollo Debt Solutions BDC                                                                                                                    | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       376000 | PA      | $390294.01    | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $169820.00    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1390 | PA      | $1436.18      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       367000 | PA      | $335780.84    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          279 | PA      | $286.92       | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY                                    | SingTel Group Treasury Pte Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |       290000 | PA      | $269995.80    | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO Ltd                                                                                                                                  | CUSIP: 671026AL6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |     10815000 | PA      | $10787962.50  | 0.18%             | 2037-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130624.33    | 0.00%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA /GBP/ REGD REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       293000 | PA      | $431643.23    | 0.01%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       233000 | PA      | $266630.96    | 0.00%             | 2030-10-14      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       320000 | PA      | $325828.00    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                   | KazMunayGas National Co JSC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       260000 | PA      | $223745.60    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       269000 | PA      | $338915.85    | 0.01%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       284000 | PA      | $275855.59    | 0.00%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |     96670000 | PA      | $13972013.93  | 0.24%             | 2034-06-05      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                          | RELX Capital Inc                                                                                                                             | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131882.57    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                                                                                           | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      8927000 | PA      | $10487635.83  | 0.18%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                       | GENM Capital Labuan Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |      9753000 | PA      | $8753317.50   | 0.15%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                               | Cedacri SpA                                                                                                                                  | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      2165000 | PA      | $2552443.71   | 0.04%             | 2028-05-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                   | Chenango Park CLO Ltd                                                                                                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1561499 | PA      | $1564141.06   | 0.03%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                                                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       215000 | PA      | $192220.56    | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54778.92     | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      1929000 | PA      | $2178420.43   | 0.04%             | 2027-10-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HBJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       122625 | PA      | $112351.16    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       274000 | PA      | $277494.53    | 0.00%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       428000 | PA      | $415900.08    | 0.01%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                                                                                 | CUSIP: 44920UAV0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |       320000 | PA      | $323161.60    | 0.01%             | 2029-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |       125000 | PA      | $147184.03    | 0.00%             | 2025-07-22      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1160366.16   | 0.02%             | 2028-02-24      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      1990000 | PA      | $2841918.87   | 0.05%             | 2030-07-30      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10098000 | PA      | $10992080.45  | 0.19%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                                                                                | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       231000 | PA      | $180765.12    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5465000 | PA      | $5467172.01   | 0.09%             | 2026-05-13      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       662000 | PA      | $664968.65    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1949588.90   | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2101210.21   | 0.04%             | 2031-01-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-4                                                                                                              | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |      4133511 | PA      | $4165224.57   | 0.07%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      7622000 | PA      | $7544841.35   | 0.13%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                                                                                    | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       227000 | PA      | $178040.42    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       614000 | PA      | $596872.64    | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       265000 | PA      | $266388.60    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      6488000 | PA      | $7086682.68   | 0.12%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        32000 | PA      | $33598.08     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                                                                                 | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54510.70     | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $222698.99    | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                       | Sotheby's Artfi Master Trust                                                                                                                 | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      8490000 | PA      | $8478844.14   | 0.15%             | 2031-12-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                                                                                          | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |        76000 | PA      | $76795.46     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $264994.83    | 0.00%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       808000 | PA      | $882569.81    | 0.02%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131079.37    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       414000 | PA      | $372770.30    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                      | IBM International Capital Pte Ltd                                                                                                            | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |       101000 | PA      | $101565.94    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                              | Consorcio Transmantaro SA                                                                                                                    | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |       460000 | PA      | $436310.00    | 0.01%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                          | Ambipar Lux Sarl                                                                                                                             | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      7997000 | PA      | $7592476.87   | 0.13%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       670000 | PA      | $649900.00    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                                         | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       416000 | PA      | $416382.41    | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3220000 | PA      | $3586755.12   | 0.06%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                  | Japan Treasury Discount Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |   9475900000 | PA      | $65731121.28  | 1.12%             | 2025-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $197904.00    | 0.00%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                     | Northrop Grumman Corp                                                                                                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       148000 | PA      | $150845.06    | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $204691.00    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BOBL FUTURE SEP25 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -71 | NC      | $23947.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1652000 | PA      | $1800700.30   | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                                                                                          | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |       100000 | PA      | $123018.03    | 0.00%             | 2028-03-08      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |       236000 | PA      | $239540.00    | 0.00%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                                                                            | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       137000 | PA      | $139333.40    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co                                      | Colonial Pipeline Co                                                                                                                         | CUSIP: 195869AQ5<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |       821000 | PA      | $624831.62    | 0.01%             | 2048-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       693000 | PA      | $761810.39    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       136000 | PA      | $137961.19    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       454754 | PA      | $464015.84    | 0.01%             | 2028-09-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $34305.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                          | Ryder System Inc                                                                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       129000 | PA      | $130189.73    | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                                                                                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |        75000 | PA      | $107521.62    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     31838904 | PA      | $41313876.96  | 0.71%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                                                                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       610000 | PA      | $615128.33    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-213452.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller