# EDGAR Filing Document

**Accession Number:** 0000883676
**File Stem:** 0001752724-23-047095
**Filing Date:** 2023-2
**Character Count:** 1027562
**Document Hash:** 1d297a502af4aac4978c5c15eba24f85
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047095.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047095

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB GLOBAL BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000883676
- **IRS NUMBER:** 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:** 23683868

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS 31ST FL
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**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           |
| C000057409 | Class R       | ANARX           |
| C000057410 | Class K       | ANAKX           |
| C000057411 | Class I       | ANAIX           |
| C000057412 | Advisor Class | ANAYX           |
| C000135460 | Class Z       | ANAZX           |

## Nport-Ex

**AB Global Bond Fund** 

**Portfolio of Investments** 

**December 31, 2022 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 46.7%** |  |  |  |
|  **Australia – 2.3%** |  |  |  |
|  Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 136<br>4.75%, 04/21/2027<sup>(a)</sup> | AUD | 119809 | $85161298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 145<br>2.75%, 06/21/2035<sup>(a)</sup> |  | 51003 | 29876740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 150<br>3.00%, 03/21/2047<sup>(a)</sup> |  | 14094 | 7612153 |
|  |  |  | 122650191 |
|  **Austria – 2.2%** |  |  |  |
|  Republic of Austria Government Bond<br>Zero Coupon, 02/20/2030<sup>(a)</sup> | EUR | 5136 | 4421818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/20/2029<sup>(a)</sup> |  | 4212 | 3879437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.90%, 02/20/2032<sup>(a)</sup> |  | 121364 | 106782021 |
|  |  |  | 115083276 |
|  **Belgium – 0.9%** |  |  |  |
|  Kingdom of Belgium Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 84<br>1.45%, 06/22/2037<sup>(a)</sup> |  | 25528 | 21297719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 96<br>2.75%, 04/22/2039<sup>(a)</sup> |  | 27732 | 27041799 |
|  |  |  | 48339518 |
|  **Canada – 1.6%** |  |  |  |
|  Canadian Government Bond<br>2.25%, 12/01/2029 | CAD | 17213 | 11951183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/2027 |  | 97235 | 69816741 |
|  |  |  | 81767924 |
|  **China – 2.7%** |  |  |  |
|  China Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series INBK<br>2.80%, 03/24/2029 | CNY | 181350 | 26088707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.01%, 05/13/2028 |  | 396870 | 57935067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 09/14/2050 |  | 365210 | 57448930 |
|  |  |  | 141472704 |
|  **Germany – 5.1%** |  |  |  |
|  Bundesrepublik Deutschland Bundesanleihe<br>Zero Coupon, 02/15/2032<sup>(a)</sup> | EUR | 25385 | 21638802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.70%, 08/15/2032<sup>(a)</sup> |  | 176742 | 175541758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/04/2042<sup>(a)</sup> |  | 59627 | 70170085 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267350645 |
|  **Indonesia – 0.5%** |  |  |  |
|  Indonesia Treasury Bond <br>Series FR87 <br>6.50%, 02/15/2031 | IDR | 414116000 | 25896382 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Italy – 0.3%** |  |  |  |
|  Italy Buoni Poliennali Del Tesoro <br>Series 13Y <br>4.00%, 04/30/2035<sup>(a)</sup> | EUR | 16125 | $15961174 |
|  **Japan – 3.4%** |  |  |  |
|  Japan Government Forty Year Bond <br>Series 15 <br>1.00%, 03/20/2062 | JPY | 6382500 | 39043426 |
|  Japan Government Thirty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 65<br>0.40%, 12/20/2049 |  | 5587150 | 32376702 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 68<br>0.60%, 09/20/2050 |  | 3939050 | 23642380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 74<br>1.00%, 03/20/2052 |  | 1468300 | 9706422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 76<br>1.40%, 09/20/2052 |  | 4094850 | 29914200 |
|  Japan Government Twenty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 159<br>0.60%, 12/20/2036 |  | 4022550 | 29314493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 169<br>0.30%, 06/20/2039 |  | 1984250 | 13235243 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177232866 |
|  **Malaysia – 0.5%** |  |  |  |
|  Malaysia Government Bond <br>Series 310 <br>4.498%, 04/15/2030 | MYR | 101778 | 23746737 |
|  **New Zealand – 1.2%** |  |  |  |
|  New Zealand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 433<br>3.50%, 04/14/2033<sup>(a)</sup> | NZD | 74208 | 43303678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 532<br>2.00%, 05/15/2032 |  | 39195 | 20219470 |
|  |  |  | 63523148 |
|  **Peru – 0.7%** |  |  |  |
|  Peru Government Bond <br>6.15%, 08/12/2032 | PEN | 157262 | 36406831 |
|  **South Korea – 7.2%** |  |  |  |
|  Korea Treasury Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2506<br>3.125%, 06/10/2025 | KRW | 280508520 | 218374718 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2703<br>2.375%, 03/10/2027 |  | 164589530 | 122886409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2709<br>3.125%, 09/10/2027 |  | 48185960 | 36899288 |
|  |  |  | 378160415 |
|  **United Kingdom – 2.7%** |  |  |  |
|  United Kingdom Gilt<br>0.875%, 01/31/2046<sup>(a)</sup> | GBP | 47452 | 30442301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 10/22/2041<sup>(a)</sup> |  | 50551 | 38894245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 07/31/2051<sup>(a)</sup> |  | 4547 | 2971579 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/31/2053<sup>(a)</sup> | GBP | 14980 | $10390721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/07/2037<sup>(a)</sup> |  | 33653 | 30677628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/29/2038<sup>(a)</sup> |  | 22999 | 26919179 |
|  |  |  | 140295653 |
|  **United States – 15.4%** |  |  |  |
|  U.S. Treasury Bonds<br>1.125%, 05/15/2040 | U.S.$| 125315 | 79026772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 08/15/2040 |  | 95345 | 59709806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 08/15/2041 |  | 34810 | 24002581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/2051 |  | 99191 | 63621787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/2051 |  | 43935 | 29024559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 02/15/2042 |  | 21356 | 16417425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/2045 |  | 3529 | 2921350 |
|  U.S. Treasury Notes<br>0.25%, 05/31/2025 |  | 121173 | 110002364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 02/28/2026 |  | 29655 | 26443921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 11/30/2026<sup>(b)</sup> |  | 58060 | 52136069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/2027<sup>(b)</sup> |  | 127825 | 119037031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/30/2027<sup>(b)</sup> |  | 150162 | 142442742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/2032 |  | 84561 | 77214946 |
|  |  |  | 802001353 |
|  Total Governments - Treasuries <br>(cost $2,683,144,487) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439888817 |
|  **CORPORATES - INVESTMENT GRADE – 25.0%** |  |  |  |
|  **Financial Institutions – 12.1%** |  |  |  |
|  **Banking – 8.2%** |  |  |  |
|  AIB Group PLC<br>0.50%, 11/17/2027<sup>(a)</sup> | EUR | 14715 | 13327556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.263%, 04/10/2025<sup>(a)</sup> | U.S.$| 853 | 824919 |
|  ASB Finance Ltd. <br>0.25%, 09/08/2028<sup>(a)</sup> | EUR | 559 | 475288 |
|  Australia & New Zealand Banking Group Ltd. <br>4.40%, 05/19/2026<sup>(a)</sup> | U.S.$| 9412 | 9013090 |
|  Banco Bilbao Vizcaya Argentaria SA <br>Series 9 <br>6.50%, 03/05/2025<sup>(c)</sup> |  | 12400 | 11896936 |
|  Banco de Credito del Peru SA <br>3.25%, 09/30/2031<sup>(a)</sup> |  | 510 | 447621 |
|  Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand <br>5.375%, 04/17/2025<sup>(a)</sup> |  | 450 | 444881 |
|  Banco Santander SA<br>4.175%, 03/24/2028 |  | 17400 | 16130838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.147%, 08/18/2025 |  | 200 | 198059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.294%, 08/18/2027 |  | 600 | 584975 |
|  Bangkok Bank PCL/Hong Kong <br>9.025%, 03/15/2029<sup>(a)</sup> |  | 440 | 486557 |
|  Bank Hapoalim BM <br>3.255%, 01/21/2032<sup>(a)</sup> |  | 257 | 221020 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Bank Leumi Le-Israel BM <br>3.275%, 01/29/2031<sup>(a)</sup> | U.S.$| 290 | $256834 |
|  Bank Mandiri Persero Tbk PT <br>4.75%, 05/13/2025<sup>(a)</sup> |  | 320 | 312400 |
|  Bank of America Corp.<br>0.583%, 08/24/2028<sup>(a)</sup> | EUR | 9840 | 8858448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.976%, 04/22/2025 | U.S.$| 208 | 194955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.981%, 09/25/2025 |  | 626 | 577432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.898%, 07/23/2031 |  | 270 | 207588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.884%, 10/22/2030 |  | 461 | 387243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.194%, 07/23/2030 |  | 573 | 493146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.384%, 04/02/2026 |  | 68 | 64925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.559%, 04/23/2027 |  | 78 | 73086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.824%, 01/20/2028 |  | 450 | 420098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.841%, 04/25/2025 |  | 569 | 555422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.846%, 03/08/2037 |  | 240 | 198505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/2029 |  | 560 | 516925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.974%, 02/07/2030 |  | 461 | 418762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.571%, 04/27/2033 |  | 124 | 113615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.948%, 07/22/2028 |  | 580 | 566801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.015%, 07/22/2033 |  | 543 | 515188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.204%, 11/10/2028 |  | 165 | 169857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>8.05%, 06/15/2027 |  | 930 | 991726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N<br> 2.651%, 03/11/2032 |  | 425 | 340272 |
|  Bank of Ireland Group PLC <br>6.253%, 09/16/2026<sup>(a)</sup> |  | 200 | 198873 |
|  Bank of Nova Scotia (The)<br>0.125%, 09/04/2026<sup>(a)</sup> | EUR | 531 | 493492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 11/01/2028<sup>(a)</sup> |  | 111 | 94817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/06/2024 | U.S.$| 118 | 118121 |
|  Banque Federative du Credit Mutuel SA<br>0.625%, 11/19/2027<sup>(a)</sup> | EUR | 100 | 90519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/24/2026<sup>(a)</sup> |  | 500 | 508818 |
|  Barclays PLC<br>4.836%, 05/09/2028 | U.S.$| 650 | 598608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.088%, 06/20/2030 |  | 405 | 372719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/12/2026 |  | 515 | 500549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.325%, 11/02/2026 |  | 564 | 584565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.385%, 11/02/2028 |  | 544 | 565479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/2029<sup>(c)</sup> |  | 11342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10686528 |
|  Bbva Bancomer Sa/texas <br>1.875%, 09/18/2025<sup>(a)</sup> |  | 600 | 546862 |
|  BDO Unibank, Inc. <br>2.125%, 01/13/2026<sup>(a)</sup> |  | 240 | 217800 |
|  Belfius Bank SA <br>3.125%, 05/11/2026<sup>(a)</sup> | EUR | 500 | 513934 |
|  Berlin Hyp AG <br>1.25%, 01/22/2025 |  | 500 | 508908 |
|  BNP Paribas SA<br>2.219%, 06/09/2026<sup>(a)</sup> | U.S.$| 475 | 437540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/13/2027<sup>(a)</sup> |  | 609 | 579436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/25/2031<sup>(a) (c)</sup> |  | 3804 | 2944882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/16/2029<sup>(a) (c)</sup> |  | 5120 | 5094618 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  BPCE SA<br>2.875%, 04/22/2026<sup>(a)</sup> | EUR | 500 | $515220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/11/2028<sup>(a)</sup> | U.S.$| 338 | 303105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/2025<sup>(a)</sup> |  | 8251 | 7923905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 07/11/2024<sup>(a)</sup> |  | 719 | 698989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 07/21/2024<sup>(a)</sup> |  | 260 | 254944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/16/2029<sup>(a)</sup> | GBP | 100 | 113468 |
|  CaixaBank SA<br>0.375%, 11/18/2026<sup>(a)</sup> | EUR | 10300 | 9781902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 12/03/2026<sup>(a)</sup> | GBP | 2200 | 2327443 |
|  Capital One Financial Corp. <br>1.65%, 06/12/2029 | EUR | 325 | 276656 |
|  CBQ Finance Ltd. <br>2.00%, 05/12/2026<sup>(a)</sup> | U.S.$| 450 | 405225 |
|  Citigroup, Inc.<br>0.50%, 10/08/2027<sup>(a)</sup> | EUR | 440 | 409888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.981%, 05/01/2025 | U.S.$| 615 | 575718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.352%, 04/24/2025 |  | 593 | 574893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/30/2023<sup>(c)</sup> |  | 903 | 896517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series P<br>5.95%, 05/15/2025<sup>(c)</sup> |  | 2793 | 2553417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W<br>4.00%, 12/10/2025<sup>(c)</sup> |  | 232 | 202367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y<br>4.15%, 11/15/2026<sup>(c)</sup> |  | 7121 | 5861524 |
|  Commonwealth Bank of Australia <br>2.688%, 03/11/2031<sup>(a)</sup> |  | 365 | 280508 |
|  Cooperatieve Rabobank UA<br>3.25%, 12/29/2026<sup>(a) (c)</sup> | EUR | 5600 | 5096372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/29/2027<sup>(a) (c)</sup> |  | 6200 | 5901884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/23/2029<sup>(a)</sup> | GBP | 125 | 137907 |
|  Credit Agricole SA<br>3.25%, 01/14/2030<sup>(a)</sup> | U.S.$| 371 | 303878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/17/2025<sup>(a)</sup> |  | 589 | 568464 |
|  Credit Suisse AG/London<br>0.25%, 01/05/2026<sup>(a)</sup> | EUR | 531 | 483016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 09/01/2028<sup>(a)</sup> |  | 455 | 350431 |
|  Credit Suisse AG/New York NY <br>3.625%, 09/09/2024 | U.S.$| 271 | 253158 |
|  Credit Suisse Group AG<br>3.25%, 04/02/2026<sup>(a)</sup> | EUR | 425 | 408223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/26/2025 | U.S.$| 645 | 582086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.194%, 04/01/2031<sup>(a)</sup> |  | 15457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12042321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.373%, 07/15/2026<sup>(a)</sup> |  | 3735 | 3505267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.016%, 11/15/2033<sup>(a)</sup> |  | 374 | 384736 |
|  Danske Bank A/S<br>0.75%, 06/09/2029<sup>(a)</sup> | EUR | 10211 | 8895421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.621%, 09/11/2026<sup>(a)</sup> | U.S.$| 441 | 388265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.244%, 12/20/2025<sup>(a)</sup> |  | 3465 | 3239123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.298%, 04/01/2028<sup>(a)</sup> |  | 7178 | 6611461 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  DBS Group Holdings Ltd.<br>Series G<br>3.30%, 02/27/2025<sup>(a) (c)</sup> | U.S.$| 240 | $222900 |
|  Deutsche Bank AG<br>1.625%, 01/20/2027<sup>(a)</sup> | EUR | 500 | 471320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/19/2030<sup>(a)</sup> |  | 300 | 251220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/12/2026<sup>(a)</sup> |  | 7400 | 7463702 |
|  Deutsche Bank AG/New York NY<br>3.961%, 11/26/2025 | U.S.$| 240 | 229397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.119%, 07/14/2026 |  | 555 | 551851 |
|  Discover Financial Services <br>6.70%, 11/29/2032 |  | 4179 | 4252694 |
|  DNB Bank ASA<br>0.25%, 02/23/2029<sup>(a)</sup> | EUR | 180 | 158155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/18/2028<sup>(a)</sup> |  | 257 | 239434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/31/2026<sup>(a)</sup> |  | 120 | 121754 |
|  Doha Finance Ltd. <br>2.375%, 03/31/2026<sup>(a)</sup> | U.S.$| 590 | 529082 |
|  Erste Group Bank AG<br>0.875%, 05/13/2027<sup>(a)</sup> | EUR | 300 | 281010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/08/2031<sup>(a)</sup> |  | 200 | 184904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/2027<sup>(a) (c)</sup> |  | 200 | 169495 |
|  Federation des Caisses Desjardins du Quebec<br>4.40%, 08/23/2025<sup>(a)</sup> | U.S.$| 315 | 307119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/23/2027<sup>(a)</sup> |  | 618 | 593006 |
|  First Abu Dhabi Bank PJSC <br>4.50%, 04/05/2026<sup>(a) (c)</sup> |  | 480 | 458940 |
|  Goldman Sachs Group, Inc. (The)<br>1.757%, 01/24/2025 |  | 619 | 592397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.615%, 03/15/2028 |  | 32 | 29711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.223%, 05/01/2029 |  | 230 | 214225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/29/2026<sup>(a)</sup> | GBP | 335 | 392184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.693% (SOFR + 1.39%), 03/15/2024<sup>(d)</sup> | U.S.$| 285 | 285357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 01/18/2038 | GBP | 75 | 97433 |
|  HSBC Holdings PLC<br>1.645%, 04/18/2026 | U.S.$| 431 | 389230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.013%, 09/22/2028 |  | 699 | 582026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/07/2028 | EUR | 484 | 479176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.973%, 05/22/2030 | U.S.$| 420 | 366889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 12/09/2025 |  | 619 | 600984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.292%, 09/12/2026 |  | 204 | 195705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/17/2030<sup>(c)</sup> |  | 7312 | 5738046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.755%, 06/09/2028 |  | 419 | 396488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.762%, 03/29/2033 |  | 363 | 313902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 08/11/2028 |  | 9435 | 9077710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/20/2027<sup>(a)</sup> | GBP | 125 | 148810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.336%, 11/03/2026 | U.S.$| 10146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.39%, 11/03/2028 |  | 200 | 209680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.113%, 11/03/2033 |  | 456 | 482969 |
|  Huntington National Bank (The) <br>5.699%, 11/18/2025 |  | 578 | 579756 |
|  ING Groep NV<br>1.75%, 02/16/2031<sup>(a)</sup> | EUR | 100 | 88897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 05/26/2031<sup>(a)</sup> |  | 200 | 194182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/16/2025<sup>(c)</sup> | U.S.$| 226 | 213886 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Intesa Sanpaolo SpA<br>1.35%, 02/24/2031<sup>(a)</sup> | EUR | 250 | $198374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/14/2027<sup>(a)</sup> | U.S.$| 200 | 179399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.017%, 06/26/2024<sup>(a)</sup> |  | 9793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9456716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/15/2026<sup>(a)</sup> |  | 5580 | 5374162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 11/21/2025<sup>(a)</sup> |  | 1087 | 1110443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series XR<br>3.25%, 09/23/2024<sup>(a)</sup> |  | 610 | 578664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/23/2029<sup>(a)</sup> |  | 200 | 170476 |
|  Investec Bank PLC <br>1.25%, 08/11/2026<sup>(a)</sup> | EUR | 461 | 441298 |
|  JPMorgan Chase & Co.<br>0.563%, 02/16/2025 | U.S.$| 611 | 576311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.824%, 06/01/2025 |  | 283 | 263962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.09%, 03/11/2027<sup>(a)</sup> | EUR | 7804 | 7592037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.578%, 04/22/2027 | U.S.$| 580 | 510485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.522%, 04/22/2031 |  | 206 | 168534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.545%, 11/08/2032 |  | 315 | 248920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.947%, 02/24/2028 |  | 720 | 651752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.22%, 03/01/2025 |  | 11 | 10691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.509%, 01/23/2029 |  | 235 | 213146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 01/29/2027 |  | 383 | 365621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.005%, 04/23/2029 |  | 149 | 138022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.323%, 04/26/2028 |  | 594 | 566266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.452%, 12/05/2029 |  | 604 | 567820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.565%, 06/14/2030 |  | 240 | 226624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.851%, 07/25/2028 |  | 268 | 261643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.546%, 12/15/2025 |  | 300 | 300019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.717%, 09/14/2033 |  | 175 | 171965 |
|  Jyske Bank A/s<br>0.05%, 09/02/2026<sup>(a)</sup> | EUR | 170 | 159804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/05/2029<sup>(a)</sup> |  | 100 | 102126 |
|  KBC Group NV<br>0.125%, 01/14/2029<sup>(a)</sup> |  | 200 | 172123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 03/29/2026<sup>(a)</sup> |  | 100 | 100811 |
|  Kookmin Bank <br>2.50%, 11/04/2030<sup>(a)</sup> | U.S.$| 810 | 641439 |
|  Lloyds Banking Group PLC<br>1.50%, 09/12/2027<sup>(a)</sup> | EUR | 508 | 487617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.574%, 11/07/2028 | U.S.$| 644 | 578778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/18/2028 |  | 285 | 262522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/27/2024<sup>(c)</sup> | GBP | 200 | 222620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.953%, 11/15/2033 | U.S.$| 4370 | 4627274 |
|  Macquarie Group Ltd.<br>0.35%, 03/03/2028<sup>(a)</sup> | EUR | 555 | 480615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/03/2027<sup>(a)</sup> |  | 100 | 92152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.491%, 11/09/2033<sup>(a)</sup> | U.S.$| 124 | 116982 |
|  Mitsubishi UFJ Financial Group, Inc. <br>5.354%, 09/13/2028 |  | 200 | 197982 |
|  Mizuho Financial Group, Inc.<br>0.184%, 04/13/2026<sup>(a)</sup> | EUR | 528 | 499921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.47%, 09/06/2029<sup>(a)</sup> |  | 135 | 115815 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 07/09/2032 | U.S.$| 200 | $152727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.353%, 10/20/2025<sup>(a)</sup> |  | 325 | 315193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.414%, 09/13/2028 |  | 200 | 199554 |
|  Morgan Stanley<br>0.406%, 10/29/2027 | EUR | 14525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13430277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.495%, 10/26/2029 |  | 280 | 239860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.497%, 02/07/2031 |  | 100 | 81032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.79%, 05/30/2025 | U.S.$| 619 | 576765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.791%, 01/22/2025 |  | 609 | 576744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.164%, 10/21/2025 |  | 626 | 576000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 07/22/2025 |  | 601 | 574943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/07/2032 | EUR | 235 | 222995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.772%, 01/24/2029 | U.S.$| 95 | 86948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/2028 |  | 309 | 293502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.679%, 07/17/2026 |  | 152 | 149531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.813%, 10/25/2028 | EUR | 7920 | 8632056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.296%, 10/18/2028 | U.S.$| 245 | 252546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>2.625%, 03/09/2027 | GBP | 245 | 267333 |
|  Nanyang Commercial Bank Ltd. <br>3.80%, 11/20/2029<sup>(a)</sup> | U.S.$| 570 | 534660 |
|  National Australia Bank Ltd. <br>1.375%, 08/30/2028<sup>(a)</sup> | EUR | 102 | 96837 |
|  National Bank of Canada <br>3.75%, 06/09/2025 | U.S.$| 590 | 574017 |
|  National Securities Clearing Corp. <br>5.10%, 11/21/2027<sup>(a)</sup> |  | 250 | 251310 |
|  Nationwide Building Society<br>0.25%, 09/14/2028<sup>(a)</sup> | EUR | 554 | 475389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.972%, 02/16/2028<sup>(a)</sup> | U.S.$| 4664 | 4109665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/14/2026<sup>(a)</sup> |  | 250 | 229356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.089% (SOFR + 1.29%), 02/16/2028<sup>(a) (d)</sup> |  | 290 | 271851 |
|  NatWest Group PLC<br>0.78%, 02/26/2030<sup>(a)</sup> | EUR | 17390 | 14585012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.622%, 08/14/2030<sup>(a)</sup> | GBP | 105 | 116863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.445%, 05/08/2030 | U.S.$| 455 | 412771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.076%, 01/27/2030 |  | 791 | 743633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.472%, 11/10/2026 |  | 2612 | 2719458 |
|  NatWest Markets PLC<br>0.125%, 11/12/2025<sup>(a)</sup> | EUR | 105 | 100569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 06/18/2026<sup>(a)</sup> |  | 534 | 498299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.60%, 09/29/2026<sup>(a)</sup> | U.S.$| 400 | 346975 |
|  NBK Tier 1 Financing 2 Ltd. <br>4.50%, 08/27/2025<sup>(a) (c)</sup> |  | 290 | 266039 |
|  NIBC Bank NV <br>0.25%, 09/09/2026<sup>(a)</sup> | EUR | 500 | 450190 |
|  Nykredit Realkredit AS <br>0.25%, 01/13/2026<sup>(a)</sup> |  | 528 | 498200 |
|  OP Corporate Bank PLC <br>0.375%, 06/16/2028<sup>(a)</sup> |  | 554 | 479560 |
|  Oversea-Chinese Banking Corp. Ltd. <br>1.832%, 09/10/2030<sup>(a)</sup> | U.S.$| 530 | 476226 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Philippine National Bank <br>3.28%, 09/27/2024<sup>(a)</sup> | U.S.$| 480 | $451290 |
|  PNC Financial Services Group, Inc. (The) <br>Series O <br>8.118% (LIBOR 3 Month + 3.68%),<br>02/01/2023<sup>(c) (d)</sup> |  | 1214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215688 |
|  QIB Sukuk Ltd. <br>1.95%, 10/27/2025<sup>(a)</sup> |  | 300 | 272869 |
|  QNB Finance Ltd.<br>1.375%, 01/26/2026<sup>(a)</sup> |  | 510 | 455271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/12/2027<sup>(a)</sup> |  | 240 | 220520 |
|  Raiffeisen Bank International AG <br>0.05%, 09/01/2027<sup>(a)</sup> | EUR | 600 | 512061 |
|  Santander Consumer Bank AS <br>0.125%, 09/11/2024<sup>(a)</sup> |  | 200 | 200994 |
|  Santander Holdings USA, Inc.<br>2.49%, 01/06/2028 | U.S.$| 5605 | 4822040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.807%, 09/09/2026 |  | 120 | 118933 |
|  Santander UK Group Holdings PLC<br>0.603%, 09/13/2029<sup>(a)</sup> | EUR | 1438 | 1195447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.469%, 01/11/2028 | U.S.$| 450 | 384538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.833%, 11/21/2026 |  | 9322 | 9429631 |
|  Shinhan Bank Co., Ltd. <br>4.00%, 04/23/2029<sup>(a)</sup> |  | 760 | 671555 |
|  Shinhan Financial Group Co., Ltd.<br>3.34%, 02/05/2030<sup>(a)</sup> |  | 540 | 499095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/13/2023<sup>(a) (c)</sup> |  | 230 | 225975 |
|  Siam Commercial Bank PCL/Cayman Islands <br>Series G <br>4.40%, 02/11/2029<sup>(a)</sup> |  | 350 | 332894 |
|  Societe Generale SA<br>0.125%, 02/18/2028<sup>(a)</sup> | EUR | 600 | 530242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 05/30/2025<sup>(a)</sup> |  | 100 | 103676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.797%, 01/19/2028<sup>(a)</sup> | U.S.$| 16809 | 14675415 |
|  Standard Chartered PLC<br>0.80%, 11/17/2029<sup>(a)</sup> | EUR | 195 | 165424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.608%, 01/12/2028<sup>(a)</sup> | U.S.$| 12199 | 10575798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.819%, 01/30/2026<sup>(a)</sup> |  | 693 | 644529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/19/2024<sup>(a)</sup> | EUR | 479 | 503372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.925% (LIBOR 3 Month + 1.51%), 01/30/2027<sup>(a) (c) (d)</sup> | U.S.$| 12300 | 9471000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.776%, 11/16/2025<sup>(a)</sup> |  | 595 | 613650 |
|  Sumitomo Mitsui Financial Group, Inc.<br>0.632%, 10/23/2029<sup>(a)</sup> | EUR | 110 | 93164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.546%, 06/15/2026<sup>(a)</sup> |  | 499 | 493097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 07/16/2029 | U.S.$| 585 | 505970 |
|  Svenska Handelsbanken AB <br>4.75%, 03/01/2031<sup>(a) (c)</sup> |  | 200 | 163626 |
|  Swedbank AB<br>0.20%, 01/12/2028<sup>(a)</sup> | EUR | 556 | 486957 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>0.25%, 11/02/2026<sup>(a)</sup> | EUR | 265 | $248394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series NC5 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/17/2024<sup>(a) (c)</sup> | U.S.$| 3600 | 3447723 |
|  Toronto-Dominion Bank (The) <br>0.50%, 01/18/2027<sup>(a)</sup> | EUR | 526 | 488986 |
|  UBS Group AG<br>0.25%, 02/24/2028<sup>(a)</sup> |  | 547 | 476241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.126%, 08/13/2030<sup>(a)</sup> | U.S.$| 295 | 249353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.312% (SOFR + 1.58%), 05/12/2026<sup>(a) (d)</sup> |  | 17565 | 17605157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 07/29/2026<sup>(a) (c)</sup> |  | 200 | 186834 |
|  UniCredit SpA<br>1.982%, 06/03/2027<sup>(a)</sup> |  | 619 | 527194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.569%, 09/22/2026<sup>(a)</sup> |  | 15592 | 13800807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.127%, 06/03/2032<sup>(a)</sup> |  | 9762 | 7388089 |
|  United Overseas Bank Ltd.<br>2.00%, 10/14/2031<sup>(a)</sup> |  | 200 | 174534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>1.75%, 03/16/2031<sup>(a)</sup> |  | 250 | 221088 |
|  Virgin Money UK PLC <br>Series G <br>5.125%, 12/11/2030<sup>(a)</sup> | GBP | 135 | 151101 |
|  Visa, Inc.<br>1.50%, 06/15/2026 | EUR | 375 | 376650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 04/15/2027 | U.S.$| 262 | 236412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/2027 |  | 602 | 558153 |
|  Wells Fargo & Co.<br>0.805%, 05/19/2025 |  | 74 | 69283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.393%, 06/02/2028 |  | 200 | 176383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 08/15/2026 |  | 123 | 120646 |
|  Western Union Co. (The) <br>2.75%, 03/15/2031 |  | 221 | 167210 |
|  Westpac Banking Corp.<br>5.35%, 10/18/2024 |  | 113 | 113830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.457%, 11/18/2027 |  | 113 | 115379 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.322%, 11/23/2031 |  | 185 | 173289 |
|  Woori Bank <br>5.125%, 08/06/2028<sup>(a)</sup> |  | 210 | 198404 |
|  Yorkshire Building Society <br>0.50%, 07/01/2028<sup>(a)</sup> | EUR | 553 | 478027 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429606829 |
|  **Brokerage – 0.2%** |  |  |  |
|  Abrdn PLC <br>4.25%, 06/30/2028<sup>(a)</sup> | U.S.$| 299 | 263472 |
|  Blue Owl Finance LLC <br>4.375%, 02/15/2032<sup>(a)</sup> |  | 133 | 105530 |
|  Brookfield Finance, Inc. <br>3.90%, 01/25/2028 |  | 583 | 536124 |
|  Charles Schwab Corp. (The) <br>Series I <br>4.00%, 06/01/2026<sup>(c)</sup> |  | 11930 | 10345125 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Clearstream Banking AG <br>Zero Coupon, 12/01/2025<sup>(a)</sup> | EUR | 200 | $193434 |
|  Intercorp Peru Ltd. <br>3.875%, 08/15/2029<sup>(a)</sup> | U.S.$| 370 | 304556 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11748241 |
|  **Finance – 1.0%** |  |  |  |
|  Aareal Bank AG <br>0.75%, 04/18/2028<sup>(a)</sup> | EUR | 500 | 424111 |
|  Air Lease Corp.<br>2.10%, 09/01/2028 | U.S.$| 2747 | 2242066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/01/2025 |  | 568 | 539376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 04/01/2027 |  | 827 | 754175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/01/2028 |  | 1502 | 1406797 |
|  Aircastle Ltd.<br>2.85%, 01/26/2028<sup>(a)</sup> |  | 9362 | 7660721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/2026 |  | 4586 | 4317609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(a)</sup> |  | 6102 | 5875047 |
|  Aviation Capital Group LLC<br>1.95%, 01/30/2026<sup>(a)</sup> |  | 1832 | 1595970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 09/20/2026<sup>(a)</sup> |  | 2125 | 1795822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2027<sup>(a)</sup> |  | 1342 | 1174292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/2025<sup>(a)</sup> |  | 23 | 21374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/30/2024<sup>(a)</sup> |  | 1889 | 1843469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(a)</sup> |  | 926 | 872349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/2024<sup>(a)</sup> |  | 5268 | 5168198 |
|  Bain Capital Specialty Finance, Inc. <br>2.55%, 10/13/2026 |  | 139 | 114313 |
|  BOC Aviation Ltd. <br>3.875%, 04/27/2026<sup>(a)</sup> |  | 620 | 591499 |
|  CCBL Cayman 1 Corp. Ltd. <br>1.80%, 07/22/2026<sup>(a)</sup> |  | 400 | 355575 |
|  CDBL Funding 1 <br>3.50%, 10/24/2027<sup>(a)</sup> |  | 430 | 393459 |
|  China Development Bank Financial Leasing Co., Ltd. <br>2.875%, 09/28/2030<sup>(a)</sup> |  | 350 | 322722 |
|  EQT AB <br>0.875%, 05/14/2031<sup>(a)</sup> | EUR | 586 | 432879 |
|  Huarong Finance 2017 Co., Ltd.<br>4.25%, 11/07/2027<sup>(a)</sup> | U.S.$| 530 | 447850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/27/2027<sup>(a)</sup> |  | 290 | 253623 |
|  Huarong Finance 2019 Co., Ltd.<br>3.25%, 11/13/2024<sup>(a)</sup> |  | 260 | 238518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 02/24/2030<sup>(a)</sup> |  | 570 | 431348 |
|  ICBCIL Finance Co., Ltd. <br>3.625%, 05/19/2026<sup>(a)</sup> |  | 230 | 218615 |
|  Intercorp Financial Services, Inc. <br>4.125%, 10/19/2027<sup>(a)</sup> |  | 840 | 737257 |
|  KKR Group Finance Co. X LLC <br>3.25%, 12/15/2051<sup>(a)</sup> |  | 139 | 88204 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  OWL Rock Core Income Corp. <br>7.75%, 09/16/2027<sup>(a)</sup> | U.S.$| 571 | $568123 |
|  Owl Rock Technology Finance Corp. <br>2.50%, 01/15/2027 |  | 288 | 234825 |
|  Power Finance Corp., Ltd. <br>Series G <br>3.35%, 05/16/203<sup>(a)</sup> |  | 360 | 297508 |
|  Prospect Capital Corp. <br>3.364%, 11/15/2026 |  | 666 | 555499 |
|  Synchrony Financial<br>2.875%, 10/28/2031 |  | 9262 | 6902400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/2027 |  | 1270 | 1133686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/19/2029 |  | 220 | 207544 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50216823 |
|  **Insurance – 1.2%** |  |  |  |
|  ACE Capital Trust II <br>9.70%, 04/01/2030 |  | 150 | 186051 |
|  Aegon NV <br>5.50%, 04/11/2048 |  | 653 | 587843 |
|  Ageas SA/NV <br>1.875%, 11/24/2051<sup>(a)</sup> | EUR | 100 | 76466 |
|  Allianz SE<br>2.121%, 07/08/2050<sup>(a)</sup> |  | 1900 | 1640192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.241%, 07/07/2045<sup>(a)</sup> |  | 200 | 199814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.099%, 07/06/2047<sup>(a)</sup> |  | 200 | 197455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 09/18/2024<sup>(a) (c)</sup> |  | 200 | 206326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.252%, 07/05/2052<sup>(a)</sup> |  | 6800 | 6673708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/24/2023<sup>(a) (c)</sup> |  | 200 | 212472 |
|  Argentum Netherlands BV for Swiss Re Ltd.<br>5.625%, 08/15/2052<sup>(a)</sup> | U.S.$| 597 | 547546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/2050<sup>(a)</sup> |  | 365 | 346978 |
|  Argentum Netherlands BV for Zurich Insurance Co., Ltd. <br>3.50%, 10/01/2046<sup>(a)</sup> | EUR | 155 | 156227 |
|  Assicurazioni Generali SpA <br>3.875%, 01/29/2029<sup>(a)</sup> |  | 305 | 311398 |
|  Athene Global Funding<br>0.366%, 09/10/2026<sup>(a)</sup> |  | 107 | 96755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.832%, 01/08/2027<sup>(a)</sup> |  | 530 | 482080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.95%, 01/08/2024<sup>(a)</sup> | U.S.$| 201 | 191317 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.646%, 10/04/2031<sup>(a)</sup> |  | 139 | 106158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.717%, 01/07/2029<sup>(a)</sup> |  | 13 | 10751 |
|  Athene Holding Ltd.<br>3.45%, 05/15/2052 |  | 139 | 85817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/2031 |  | 454 | 373949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/12/2028 |  | 467 | 429425 |
|  Aviva PLC <br>4.00%, 06/03/2055<sup>(a)</sup> | GBP | 135 | 125112 |
|  AXA SA 3.25%,<br>05/28/2049<sup>(a)</sup> | EUR | 299 | 283037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/10/2043<sup>(a)</sup> |  | 138 | 134621 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Berkshire Hathaway, Inc. <br>2.15%, 03/15/2028 | EUR | 280 | $276241 |
|  Cloverie PLC for Zurich Insurance Co., Ltd. <br>5.625%, 06/24/2046<sup>(a)</sup> | U.S.$| 859 | 837859 |
|  CNP Assurances<br>1.25%, 01/27/2029<sup>(a)</sup> | EUR | 500 | 430362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/30/2051<sup>(a)</sup> |  | 200 | 173557 |
|  Coface SA <br>6.00%, 09/22/2032<sup>(a)</sup> |  | 200 | 207271 |
|  Credit Agricole Assurances SA <br>4.75%, 09/27/2048<sup>(a)</sup> |  | 8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9176820 |
|  Elevance Health, Inc.<br>2.375%, 01/15/2025 | U.S.$| 46 | 43670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 12/01/2024 |  | 575 | 558126 |
|  F&G Global Funding <br>5.15%, 07/07/2025<sup>(a)</sup> |  | 594 | 580815 |
|  Fairfax Financial Holdings Ltd. <br>5.625%, 08/16/2032<sup>(a)</sup> |  | 123 | 115506 |
|  GA Global Funding Trust <br>2.25%, 01/06/2027<sup>(a)</sup> |  | 150 | 132278 |
|  Guardian Life Insurance Co. of America (The) <br>4.85%, 01/24/2077<sup>(a)</sup> |  | 149 | 122626 |
|  Humana, Inc. <br>5.75%, 03/01/2028 |  | 77 | 78687 |
|  Liberty Mutual Group, Inc. <br>3.625%, 05/23/2059<sup>(a)</sup> | EUR | 8585 | 8094450 |
|  Massmutual Global Funding Ii <br>5.05%, 12/07/2027<sup>(a)</sup> | U.S.$| 200 | 202284 |
|  MetLife Capital Trust IV <br>7.875%, 12/15/2037<sup>(a)</sup> |  | 110 | 119078 |
|  MetLife, Inc. <br>9.25%, 04/08/2038<sup>(a)</sup> |  | 232 | 270875 |
|  Metropolitan Life Global Funding I<br>4.30%, 08/25/2029<sup>(a)</sup> |  | 614 | 581758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.232% (SOFR + 0.91%), 03/21/2025<sup>(a) (d)</sup> |  | 285 | 282980 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen<br>1.00%, 05/26/2042<sup>(a)</sup> | EUR | 300 | 224054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/26/2041<sup>(a)</sup> |  | 100 | 80019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/26/2049<sup>(a)</sup> |  | 3700 | 3540852 |
|  Nationwide Mutual Insurance Co. <br>9.375%, 08/15/2039<sup>(a)</sup> | U.S.$| 4295 | 5561012 |
|  New York Life Insurance Co. <br>4.45%, 05/15/2069<sup>(a)</sup> |  | 80 | 66665 |
|  Protective Life Global Funding<br>3.218%, 03/28/2025<sup>(a)</sup> |  | 150 | 142791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.714%, 07/06/2027<sup>(a)</sup> |  | 150 | 145439 |
|  Prudential Financial, Inc.<br>5.20%, 03/15/2044 |  | 385 | 370240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2043 |  | 435 | 428477 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  QBE Insurance Group Ltd. <br>5.875%, 05/12/2025<sup>(a) (c)</sup> | U.S.$| 325 | $307350 |
|  Sammons Financial Group, Inc. <br>4.75%, 04/08/2032<sup>(a)</sup> |  | 129 | 107105 |
|  Sampo Oyj <br>2.50%, 09/03/2052<sup>(a)</sup> | EUR | 296 | 236596 |
|  Swiss Re Finance Luxembourg SA <br>4.25%, 09/04/2024<sup>(a) (c)</sup> | U.S.$| 200 | 175671 |
|  UNIQA Insurance Group AG <br>1.375%, 07/09/2030<sup>(a)</sup> | EUR | 500 | 425874 |
|  UnitedHealth Group, Inc.<br>3.875%, 08/15/2059 | U.S.$| 644 | 506092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/2052 |  | 121 | 112133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/2062 |  | 616 | 579676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/15/2053 |  | 111 | 120517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/2063 |  | 231 | 254365 |
|  Voya Financial, Inc. <br>5.65%, 05/15/2053 |  | 12751 | 12524981 |
|  |  |  | 61856650 |
|  **Other Finance – 0.0%** |  |  |  |
|  China Cinda 2020 I Management Ltd. <br>3.00%, 01/20/2031<sup>(a)</sup> |  | 510 | 413355 |
|  Computershare US, Inc. <br>1.125%, 10/07/2031<sup>(a)</sup> | EUR | 305 | 238638 |
|  Intercontinental Exchange, Inc. <br>5.20%, 06/15/2062 | U.S.$| 122 | 115809 |
|  |  |  | 767802 |
|  **REITs – 1.5%** |  |  |  |
|  Acef Holding SCA <br>1.25%, 04/26/2030<sup>(a)</sup> | EUR | 436 | 323819 |
|  American Tower Corp.<br>0.40%, 02/15/2027 |  | 270 | 246715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/15/2028 |  | 196 | 172009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/21/2029 |  | 16895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14375415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2025 | U.S.$| 282 | 274561 |
|  Annington Funding PLC <br>3.184%, 07/12/2029<sup>(a)</sup> | GBP | 3571 | 3585623 |
|  Aroundtown SA <br>0.375%, 04/15/2027<sup>(a)</sup> | EUR | 100 | 70694 |
|  Boston Properties LP <br>6.75%, 12/01/2027 | U.S.$| 162 | 167299 |
|  Brandywine Operating Partnership LP <br>7.55%, 03/15/2028 |  | 601 | 590112 |
|  Castellum Helsinki Finance Holding Abp <br>0.875%, 09/17/2029<sup>(a)</sup> | EUR | 596 | 411860 |
|  CBRE Services, Inc. <br>2.50%, 04/01/2031 | U.S.$| 647 | 511366 |
|  Digital Euro Finco LLC <br>2.50%, 01/16/2026<sup>(a)</sup> | EUR | 15955 | 15818446 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Digital Intrepid Holding BV <br>0.625%, 07/15/2031<sup>(a)</sup> | EUR | 330 | $241745 |
|  Equinix, Inc. <br>3.90%, 04/15/2032 | U.S.$| 129 | 114259 |
|  Essential Properties LP <br>2.95%, 07/15/2031 |  | 10801 | 7832352 |
|  Fastighets AB Balder <br>1.25%, 01/28/2028<sup>(a)</sup> | EUR | 265 | 195782 |
|  GLP Capital LP/GLP Financing II, Inc. <br>3.25%, 01/15/2032 | U.S.$| 5638 | 4511528 |
|  Heimstaden Bostad Treasury BV <br>0.75%, 09/06/2029<sup>(a)</sup> | EUR | 275 | 196694 |
|  Host Hotels & Resorts LP <br>Series J <br>2.90%, 12/15/2031 | U.S.$| 105 | 80383 |
|  Icade Sante SACA <br>0.875%, 11/04/2029<sup>(a)</sup> | EUR | 300 | 235863 |
|  MAF Sukuk Ltd. <br>3.933%, 02/28/2030<sup>(a)</sup> | U.S.$| 340 | 314670 |
|  MPT Operating Partnership LP/MPT Finance Corp. <br>3.325%, 03/24/2025 | EUR | 100 | 96954 |
|  NE Property BV <br>1.75%, 11/23/2024<sup>(a)</sup> |  | 509 | 504165 |
|  Nerval SAS <br>2.875%, 04/14/2032<sup>(a)</sup> |  | 300 | 256429 |
|  Office Properties Income Trust<br>2.40%, 02/01/2027 | U.S.$| 365 | 267676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/15/2031 |  | 534 | 359964 |
|  Omega Healthcare Investors, Inc.<br>3.25%, 04/15/2033 |  | 8923 | 6453875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 02/01/2031 |  | 405 | 313141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/2029 |  | 1382 | 1135891 |
|  Prologis Euro Finance LLC<br>0.375%, 02/06/2028 | EUR | 145 | 128561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 02/08/2029 |  | 220 | 194849 |
|  Realty Income Corp. <br>1.125%, 07/13/2027 | GBP | 230 | 228171 |
|  Regency Centers LP <br>4.40%, 02/01/2047 | U.S.$| 33 | 25411 |
|  Sabra Health Care LP <br>5.125%, 08/15/2026 |  | 320 | 304788 |
|  Samhallsbyggnadsbolaget i Norden AB <br>1.125%, 09/04/2026<sup>(a)</sup> | EUR | 100 | 79191 |
|  SBB Treasury Oyj<br>0.75%, 12/14/2028<sup>(a)</sup> |  | 10119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 11/26/2029<sup>(a)</sup> |  | 314 | 213623 |
|  Segro Capital Sarl <br>1.875%, 03/23/2030<sup>(a)</sup> |  | 273 | 247687 |
|  Sirius Real Estate Ltd. <br>1.125%, 06/22/2026<sup>(a)</sup> |  | 200 | 166453 |
|  Spirit Realty LP <br>4.45%, 09/15/2026 | U.S.$| 393 | 375194 |
|  Trust Fibra Uno<br>4.869%, 01/15/2030<sup>(a)</sup> |  | 735 | 630400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.39%, 01/15/2050<sup>(a)</sup> |  | 205 | 165512 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Unibail - Rodamco-Westfield SE <br>2.25%, 05/14/2038<sup>(a)</sup> | EUR | 300 | $231377 |
|  VICI Properties LP <br>4.75%, 02/15/2028 | U.S.$| 123 | 116845 |
|  VICI Properties LP/VICI Note Co., Inc. <br>4.25%, 12/01/2026<sup>(a)</sup> |  | 101 | 94255 |
|  Vornado Realty LP <br>3.40%, 06/01/2031 |  | 233 | 172887 |
|  WEA Finance LLC <br>2.875%, 01/15/2027<sup>(a)</sup> |  | 650 | 557746 |
|  Weyerhaeuser Co. <br>7.375%, 03/15/2032 |  | 140 | 155081 |
|  WPC Eurobond BV<br>0.95%, 06/01/2030 | EUR | 582 | 450292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.35%, 04/15/2028 |  | 10003 | 8887612 |
|  |  |  | 79992015 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634188360 |
|  **Industrial – 11.0%** |  |  |  |
|  **Basic – 0.3%** |  |  |  |
|  Air Products and Chemicals, Inc. <br>0.50%, 05/05/2028 |  | 175 | 160284 |
|  Amcor Flexibles North America, Inc. <br>2.69%, 05/25/2031 | U.S.$| 651 | 528981 |
|  Amcor UK Finance PLC <br>1.125%, 06/23/2027 | EUR | 103 | 96916 |
|  Anglo American Capital PLC<br>1.625%, 09/18/2025<sup>(a)</sup> |  | 506 | 510097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/11/2026<sup>(a)</sup> |  | 210 | 208539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 09/10/2030<sup>(a)</sup> | U.S.$| 260 | 211532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/01/2030<sup>(a)</sup> |  | 260 | 257457 |
|  BHP Billiton Finance Ltd. <br>Series 17 1.50%, 04/29/2030<sup>(a)</sup> | EUR | 125 | 113747 |
|  Braskem Netherlands Finance BV <br>4.50%, 01/10/2028<sup>(a)</sup> | U.S.$| 450 | 402834 |
|  Celanese US Holdings LLC<br>5.90%, 07/05/2024 |  | 130 | 129931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/2025 |  | 90 | 89744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.165%, 07/15/2027 |  | 311 | 307144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.33%, 07/15/2029 |  | 311 | 302706 |
|  Celulosa Arauco y Constitucion SA<br>3.875%, 11/02/2027 |  | 200 | 187163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/29/2030<sup>(a)</sup> |  | 470 | 437482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/30/2049<sup>(a)</sup> |  | 260 | 230393 |
|  Dow Chemical Co. (The)<br>6.90%, 05/15/2053 |  | 111 | 121086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.40%, 05/15/2039 |  | 279 | 368265 |
|  Equate Petrochemical BV <br>2.625%, 04/28/2028<sup>(a)</sup> |  | 1000 | 868000 |
|  Freeport Indonesia PT<br>4.763%, 04/14/2027<sup>(a)</sup> |  | 320 | 306835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.315%, 04/14/2032<sup>(a)</sup> |  | 404 | 370714 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Fresnillo PLC <br>4.25%, 10/02/2050<sup>(a)</sup> | U.S.$| 240 | $188520 |
|  GC Treasury Center Co., Ltd.<br>2.98%, 03/18/2031<sup>(a)</sup> |  | 310 | 248833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/30/2032<sup>(a)</sup> |  | 200 | 175600 |
|  Glencore Capital Finance DAC <br>1.125%, 03/10/2028<sup>(a)</sup> | EUR | 2094 | 1846029 |
|  Glencore Finance Europe Ltd.<br>3.125%, 03/26/2026<sup>(a)</sup> | GBP | 105 | 117520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/2026<sup>(a)</sup> | EUR | 160 | 169130 |
|  Gold Fields Orogen Holdings BVI Ltd. <br>6.125%, 05/15/2029<sup>(a)</sup> | U.S.$| 200 | 202038 |
|  Industrias Penoles SAB de CV <br>4.75%, 08/06/2050<sup>(a)</sup> |  | 230 | 189578 |
|  Inversiones CMPC SA <br>3.00%, 04/06/2031<sup>(a)</sup> |  | 530 | 443312 |
|  LANXESS AG <br>0.625%, 12/01/2029<sup>(a)</sup> | EUR | 600 | 493937 |
|  LG Chem Ltd. <br>2.375%, 07/07/2031<sup>(a)</sup> | U.S.$| 510 | 398693 |
|  LYB International Finance II BV <br>0.875%, 09/17/2026 | EUR | 214 | 199856 |
|  Mondi Finance Europe GmbH <br>2.375%, 04/01/2028<sup>(a)</sup> |  | 490 | 484461 |
|  Nucor Corp. <br>4.30%, 05/23/2027 | U.S.$| 128 | 124556 |
|  SABIC Capital I BV <br>2.15%, 09/14/2030<sup>(a)</sup> |  | 1020 | 855397 |
|  Southern Copper Corp.<br>3.875%, 04/23/2025 |  | 180 | 173621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/23/2045 |  | 170 | 174233 |
|  Suzano Austria GmbH<br>5.00%, 01/15/2030 |  | 200 | 187100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series DM3N<br>3.125%, 01/15/2032 |  | 500 | 389375 |
|  UPL Corp. Ltd. <br>4.625%, 06/16/2030<sup>(a)</sup> |  | 380 | 296590 |
|  Vale Overseas Ltd. <br>3.75%, 07/08/2030 |  | 200 | 174725 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13742954 |
|  **Capital Goods – 0.1%** |  |  |  |
|  3M Co. <br>2.375%, 08/26/2029 |  | 637 | 540681 |
|  Carlisle Cos., Inc. <br>0.55%, 09/01/2023 |  | 323 | 312582 |
|  CNH Industrial Capital LLC <br>1.45%, 07/15/2026 |  | 205 | 181239 |
|  CNH Industrial Finance Europe SA<br>1.625%, 07/03/2029<sup>(a)</sup> | EUR | 261 | 238431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 09/12/2025<sup>(a)</sup> |  | 210 | 212677 |
|  Eaton Corp. <br>4.70%, 08/23/2052 | U.S.$| 180 | 164090 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Emerson Electric Co. <br>0.875%, 10/15/2026 | U.S.$| 655 | $567506 |
|  HeidelbergCement Finance Luxembourg SA <br>1.75%, 04/24/2028<sup>(a)</sup> | EUR | 180 | 172562 |
|  IDEX Corp. <br>2.625%, 06/15/2031 | U.S.$| 667 | 553855 |
|  Lockheed Martin Corp.<br>5.70%, 11/15/2054 |  | 295 | 312844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/2063 |  | 521 | 562741 |
|  Metso Outotec Oyj <br>0.875%, 05/26/2028<sup>(a)</sup> | EUR | 179 | 156214 |
|  Safran SA <br>0.125%, 03/16/2026<sup>(a)</sup> |  | 500 | 479559 |
|  Schneider Electric SE<br>0.25%, 09/09/2024<sup>(a)</sup> |  | 100 | 101741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 09/08/2023<sup>(a)</sup> |  | 200 | 212362 |
|  St Marys Cement, Inc. Canada <br>5.75%, 01/28/2027<sup>(a)</sup> | U.S.$| 440 | 440085 |
|  UltraTech Cement Ltd. <br>2.80%, 02/16/2031<sup>(a)</sup> |  | 410 | 326924 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5536093 |
|  **Communications - Media – 0.8%** |  |  |  |
|  Charter Communications Operating LLC/Charter Communications Operating Capital<br>4.80%, 03/01/2050 |  | 330 | 241471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/01/2047 |  | 2760 | 2174738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/2048 |  | 245 | 201487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.484%, 10/23/2045 |  | 115 | 104219 |
|  Comcast Corp.<br>1.875%, 02/20/2036 | GBP | 122 | 104432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/2038 | U.S.$| 230 | 199404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.049%, 11/01/2052 |  | 300 | 241370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/2042 |  | 210 | 189628 |
|  Cox Communications, Inc. <br>4.50%, 06/30/2043<sup>(a)</sup> |  | 155 | 125472 |
|  Directv Financing LLC/Directv Financing Co-Obligor, Inc. <br>5.875%, 08/15/2027<sup>(a)</sup> |  | 145 | 130032 |
|  Discovery Communications LLC<br>1.90%, 03/19/2027 | EUR | 144 | 139394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/20/2047 | U.S.$| 9179 | 6857914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/2049 |  | 3856 | 2922679 |
|  Fox Corp.<br>3.50%, 04/08/2030 |  | 190 | 168021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.476%, 01/25/2039 |  | 240 | 218192 |
|  Grupo Televisa SAB <br>6.625%, 01/15/2040 |  | 350 | 359800 |
|  Informa PLC <br>2.125%, 10/06/2025<sup>(a)</sup> | EUR | 496 | 504059 |
|  Interpublic Group of Cos., Inc. (The)<br>3.375%, 03/01/2041 | U.S.$| 105 | 74009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/30/2030 |  | 175 | 165038 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  ITV PLC <br>1.375%, 09/26/2026<sup>(a)</sup> | EUR | 517 | $499511 |
|  JCDecaux SA<br>1.625%, 02/07/2030<sup>(a)</sup> |  | 100 | 85499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 04/24/2028<sup>(a)</sup> |  | 500 | 477446 |
|  Meta Platforms, Inc. <br>4.65%, 08/15/2062<sup>(a)</sup> | U.S.$| 92 | 73594 |
|  Netflix, Inc.<br>3.625%, 05/15/2027 | EUR | 6300 | 6467656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/15/2029 |  | 5971 | 6243834 |
|  Omnicom Group, Inc./Omnicom Capital, Inc. <br>3.65%, 11/01/2024 | U.S.$| 197 | 192902 |
|  Paramount Global <br>4.20%, 05/19/2032 |  | 2223 | 1817466 |
|  Prosus NV<br>1.539%, 08/03/2028<sup>(a)</sup> | EUR | 230 | 198889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.778%, 01/19/2034<sup>(a)</sup> |  | 199 | 152859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.257%, 01/19/2027<sup>(a)</sup> | U.S.$| 250 | 224375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 01/21/2030<sup>(a)</sup> |  | 970 | 804069 |
|  Tencent Holdings Ltd. <br>2.39%, 06/03/2030<sup>(a)</sup> |  | 820 | 669637 |
|  Time Warner Cable LLC <br>5.25%, 07/15/2042 | GBP | 100 | 97107 |
|  Walt Disney Co. (The) <br>3.80%, 05/13/2060 | U.S.$| 215 | 165187 |
|  Warnermedia Holdings, Inc.<br>3.755%, 03/15/2027<sup>(a)</sup> |  | 4535 | 4093034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/2042<sup>(a)</sup> |  | 190 | 146110 |
|  Weibo Corp.<br>3.375%, 07/08/2030 |  | 3992 | 3042154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/05/2024 |  | 290 | 279865 |
|  Wolters Kluwer NV <br>0.75%, 07/03/2030<sup>(a)</sup> | EUR | 100 | 85416 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40937969 |
|  **Communications - Telecommunications – 1.2%** |  |  |  |
|  America Movil SAB de CV <br>2.875%, 05/07/2030 | U.S.$| 340 | 289276 |
|  AT&T, Inc.<br>3.55%, 09/15/2055 |  | 320 | 216134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>2.875%, 03/02/2025<sup>(c)</sup> | EUR | 300 | 287987 |
|  Bell Telephone Co. of Canada or Bell Canada (The)<br>3.00%, 03/17/2031 | CAD | 2381 | 1516652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/10/2032 |  | 7893 | 6117326 |
|  British Telecommunications PLC <br>9.625%, 12/15/2030 | U.S.$| 6607 | 7905119 |
|  CK Hutchison Group Telecom Finance SA <br>1.125%, 10/17/2028<sup>(a)</sup> | EUR | 16235 | 14400112 |
|  Corning, Inc. <br>5.45%, 11/15/2079 | U.S.$| 80 | 69359 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Deutsche Telekom International Finance BV<br>2.00%, 12/01/2029<sup>(a)</sup> | EUR | 246 | $237190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/15/2030 | U.S.$| 325 | 383438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 11/27/2028 | GBP | 3702 | 5336991 |
|  Eutelsat SA <br>1.50%, 10/13/2028<sup>(a)</sup> | EUR | 300 | 229491 |
|  HKT Capital No. 4 Ltd. <br>3.00%, 07/14/2026<sup>(a)</sup> | U.S.$| 760 | 698630 |
|  Koninklijke KPN NV <br>0.625%, 04/09/2025<sup>(a)</sup> | EUR | 500 | 500813 |
|  NTT Finance Corp.<br>0.082%, 12/13/2025<sup>(a)</sup> |  | 521 | 504788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.399%, 12/13/2028<sup>(a)</sup> |  | 109 | 96208 |
|  O2 Telefonica Deutschland Finanzierungs GmbH <br>1.75%, 07/05/2025<sup>(a)</sup> |  | 500 | 507295 |
|  Ooredoo International Finance Ltd. <br>2.625%, 04/08/2031<sup>(a)</sup> | U.S.$| 740 | 634550 |
|  Orange SA<br>2.375%, 01/15/2025<sup>(a) (c)</sup> | EUR | 200 | 202213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/07/2024<sup>(a) (c)</sup> |  | 160 | 172345 |
|  PLDT, Inc. <br>2.50%, 01/23/2031<sup>(a)</sup> | U.S.$| 870 | 669519 |
|  SingTel Group Treasury Pte Ltd. <br>2.375%, 08/28/2029<sup>(a)</sup> |  | 290 | 247007 |
|  T-Mobile USA, Inc. <br>2.625%, 04/15/2026 |  | 200 | 183177 |
|  TELUS Corp. <br>5.25%, 11/15/2032 | CAD | 10367 | 7618262 |
|  Verizon Communications, Inc.<br>1.875%, 09/19/2030 | GBP | 355 | 341017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/31/2030 | EUR | 12944 | 13984239 |
|  Vodafone Group PLC<br>3.00%, 08/12/2056<sup>(a)</sup> | GBP | 100 | 73717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/13/2027<sup>(a)</sup> | AUD | 320 | 204641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/19/2059 | U.S.$| 250 | 214310 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63841806 |
|  **Consumer Cyclical - Automotive – 0.5%** |  |  |  |
|  Aptiv PLC <br>1.50%, 03/10/2025 | EUR | 210 | 213108 |
|  Aptiv PLC/Aptiv Corp. <br>4.15%, 05/01/2052 | U.S.$| 79 | 57235 |
|  General Motors Co.<br>5.00%, 10/01/2028 |  | 265 | 254772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2035 |  | 316 | 271952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/15/2029 |  | 122 | 116675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/2032 |  | 122 | 113770 |
|  Harley-Davidson Financial Services, Inc.<br>3.05%, 02/14/2027<sup>(a)</sup> |  | 14185 | 12676248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 06/08/2025<sup>(a)</sup> |  | 335 | 313881 |
|  Hella GmbH & Co. KGaA <br>1.00%, 05/17/2024 | EUR | 505 | 520620 |
|  Hyundai Capital America<br>1.30%, 01/08/2026<sup>(a)</sup> | U.S.$| 365 | 319581 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/15/2026<sup>(a)</sup> | U.S.$| 660 | $573865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 09/15/2028<sup>(a)</sup> |  | 713 | 587957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/15/2027<sup>(a)</sup> |  | 590 | 504584 |
|  Hyundai Motor Manufacturing Indonesia PT <br>1.75%, 05/06/2026<sup>(a)</sup> |  | 250 | 214344 |
|  Kia Corp.<br>2.75%, 02/14/2027<sup>(a)</sup> |  | 290 | 254475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/25/2027<sup>(a)</sup> |  | 230 | 204866 |
|  Lear Corp. <br>3.50%, 05/30/2030 |  | 802 | 677545 |
|  Mercedes-Benz Finance North America LLC <br>5.50%, 11/27/2024<sup>(a)</sup> |  | 256 | 257488 |
|  Nissan Motor Acceptance Co. LLC<br>1.85%, 09/16/2026<sup>(a)</sup> |  | 1878 | 1570556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/09/2028<sup>(a)</sup> |  | 255 | 206735 |
|  Nissan Motor Co., Ltd. <br>3.522%, 09/17/2025<sup>(a)</sup> |  | 261 | 242641 |
|  RCI Banque SA <br>1.75%, 04/10/2026<sup>(a)</sup> | EUR | 521 | 510018 |
|  Toyota Motor Credit Corp. <br>5.45%, 11/10/2027 | U.S.$| 165 | 168900 |
|  Volkswagen Financial Services NV <br>0.875%, 02/20/2025<sup>(a)</sup> | GBP | 100 | 109200 |
|  Volkswagen International Finance NV<br>0.875%, 09/22/2028<sup>(a)</sup> | EUR | 400 | 346727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/17/2025<sup>(a) (c)</sup> |  | 5500 | 5447857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/14/2027<sup>(a) (c)</sup> |  | 300 | 284293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/17/2029<sup>(a) (c)</sup> |  | 100 | 88783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/16/2038<sup>(a)</sup> |  | 100 | 97248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 10Y<br>1.875%, 03/30/2027<sup>(a)</sup> |  | 100 | 96175 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27302099 |
|  **Consumer Cyclical - Entertainment – 0.0%** |  |  |  |
|  CPUK Finance Ltd. <br>3.588%, 08/28/2025<sup>(a)</sup> | GBP | 275 | 308756 |
|  **Consumer Cyclical - Other – 0.2%** |  |  |  |
|  Gohl Capital Ltd. <br>4.25%, 01/24/2027<sup>(a)</sup> | U.S.$| 220 | 195566 |
|  HOCHTIEF AG <br>0.625%, 04/26/2029<sup>(a)</sup> | EUR | 180 | 143444 |
|  Imerys SA <br>1.50%, 01/15/2027<sup>(a)</sup> |  | 500 | 481899 |
|  InterContinental Hotels Group PLC <br>1.625%, 10/08/2024<sup>(a)</sup> |  | 403 | 412560 |
|  Marriott International, Inc./MD <br>Series AA <br>4.65%, 12/01/2028 | U.S.$| 218 | 209173 |
|  MDC Holdings, Inc.<br>2.50%, 01/15/2031 |  | 315 | 226474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/2043 |  | 11397 | 9325854 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Nissan Motor Co., Ltd. <br>2.652%, 03/17/2026<sup>(a)</sup> | EUR | 125 | $123945 |
|  NVR, Inc. <br>3.00%, 05/15/2030 | U.S.$| 661 | 554654 |
|  Owens Corning <br>7.00%, 12/01/2036 |  | 50 | 53332 |
|  Sands China Ltd. <br>3.75%, 08/08/2031 |  | 1060 | 837885 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12564786 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  McDonald's Corp.<br>4.45%, 09/01/2048 |  | 143 | 125361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/09/2052 |  | 120 | 115829 |
|  |  |  | 241190 |
|  **Consumer Cyclical - Retailers – 0.4%** |  |  |  |
|  Alimentation Couche-Tard, Inc.<br>1.875%, 05/06/2026<sup>(a)</sup> | EUR | 506 | 500517 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 07/26/2027<sup>(a)</sup> | U.S.$| 643 | 592877 |
|  AutoNation, Inc.<br>3.80%, 11/15/2027 |  | 5371 | 4879973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/01/2032 |  | 572 | 457199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/2030 |  | 1223 | 1094413 |
|  CK Hutchison Europe Finance 21 Ltd. <br>0.75%, 11/02/2029<sup>(a)</sup> | EUR | 245 | 204309 |
|  CK Hutchison International 21 Ltd. <br>2.50%, 04/15/2031<sup>(a)</sup> | U.S.$| 790 | 647915 |
|  Falabella SA <br>3.75%, 10/30/2027<sup>(a)</sup> |  | 261 | 235601 |
|  Home Depot, Inc. (The)<br>3.50%, 09/15/2056 |  | 194 | 145193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/06/2048 |  | 370 | 338826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/2052 |  | 461 | 445421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/16/2036 |  | 489 | 523227 |
|  Lowe's Cos., Inc.<br>4.05%, 05/03/2047 |  | 360 | 282659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/2033 |  | 120 | 117418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/15/2053 |  | 120 | 115654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/2062 |  | 569 | 548659 |
|  PVH Corp.<br>3.125%, 12/15/2027<sup>(a)</sup> | EUR | 8275 | 8035205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 07/15/2024<sup>(a)</sup> |  | 481 | 512747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 07/10/2025 | U.S.$| 185 | 178649 |
|  VF Corp. <br>0.25%, 02/25/2028 | EUR | 100 | 88383 |
|  Walmart, Inc. <br>4.50%, 09/09/2052 | U.S.$| 120 | 114507 |
|  |  |  | 20059352 |
|  **Consumer Non-Cyclical – 1.2%** |  |  |  |
|  AbbVie, Inc. <br>2.625%, 11/15/2028 | EUR | 320 | 324672 |
|  Altria Group, Inc.<br>3.125%, 06/15/2031 | EUR | 14933 | 13197272 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/16/2046 | U.S.$| 160 | $106793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/04/2061 |  | 621 | 404733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/14/2029 |  | 135 | 129438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 02/14/2039 |  | 130 | 119226 |
|  American Medical Systems Europe BV <br>1.375%, 03/08/2028 | EUR | 180 | 169785 |
|  AmerisourceBergen Corp.<br>2.70%, 03/15/2031 | U.S.$| 381 | 316070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/2030 |  | 245 | 207772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/2047 |  | 146 | 121300 |
|  Amgen, Inc.<br>3.35%, 02/22/2032 |  | 58 | 50611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/22/2052 |  | 220 | 176630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/2045 |  | 225 | 187964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/22/2062 |  | 195 | 156433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.663%, 06/15/2051 |  | 213 | 184316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/01/2053 |  | 720 | 641151 |
|  Anheuser-Busch InBev SA/NV<br>2.75%, 03/17/2036<sup>(a)</sup> | EUR | 100 | 92189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/30/2024<sup>(a)</sup> | GBP | 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435261 |
|  Archer-Daniels-Midland Co.<br>2.50%, 08/11/2026 | U.S.$| 636 | 590180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/27/2030 |  | 627 | 563777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.535%, 03/26/2042 |  | 91 | 82810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.935%, 10/01/2032 |  | 190 | 203261 |
|  Asahi Group Holdings Ltd.<br>0.336%, 04/19/2027<sup>(a)</sup> | EUR | 535 | 490917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.541%, 10/23/2028<sup>(a)</sup> |  | 109 | 95650 |
|  Ascension Health <br>Series B <br>2.532%, 11/15/2029 | U.S.$| 656 | 562009 |
|  Astrazeneca Finance LLC <br>1.20%, 05/28/2026 |  | 616 | 548848 |
|  AstraZeneca PLC <br>0.70%, 04/08/2026 |  | 667 | 586387 |
|  BAT Capital Corp.<br>3.215%, 09/06/2026 |  | 616 | 569002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 08/15/2047 |  | 70 | 49757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/19/2032 |  | 115 | 123744 |
|  BAT International Finance PLC<br>2.25%, 09/09/2052<sup>(a)</sup> | GBP | 110 | 55110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.448%, 03/16/2028 | U.S.$| 852 | 788158 |
|  Baxter International, Inc. <br>1.30%, 05/15/2029 | EUR | 521 | 467261 |
|  Bayer AG <br>0.375%, 01/12/2029<sup>(a)</sup> |  | 600 | 518941 |
|  Becton Dickinson Euro Finance SARL <br>0.334%, 08/13/2028 |  | 370 | 325950 |
|  Biogen, Inc.<br>3.25%, 02/15/2051 | U.S.$| 85 | 56955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/2025 |  | 539 | 523377 |
|  Boston Scientific Corp. <br>0.625%, 12/01/2027 | EUR | 310 | 284903 |
|  Bristol-Myers Squibb Co.<br>1.125%, 11/13/2027 | U.S.$| 703 | 600935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/2062 |  | 570 | 445134 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  British American Tobacco PLC <br>Series 5.25 <br>3.00%, 09/27/2026<sup>(a) (c)</sup> | EUR | 10456 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8663756 |
|  Bunge Ltd. Finance Corp. <br>2.75%, 05/14/2031 | U.S.$| 717 | 588574 |
|  Cardinal Health, Inc. <br>4.90%, 09/15/2045 |  | 250 | 212940 |
|  Cargill, Inc.<br>4.375%, 04/22/2052<sup>(a)</sup> |  | 311 | 270591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/10/2025<sup>(a)</sup> |  | 370 | 368566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/11/2032<sup>(a)</sup> |  | 66 | 66182 |
|  Cencosud SA <br>4.375%, 07/17/2027<sup>(a)</sup> |  | 230 | 217753 |
|  Cia Cervecerias Unidas SA <br>3.35%, 01/19/2032<sup>(a)</sup> |  | 200 | 167663 |
|  Cigna Corp.<br>3.40%, 03/01/2027 |  | 597 | 560248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/2050 |  | 375 | 266082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/2038 |  | 574 | 534896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/2046 |  | 193 | 173511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/2048 |  | 133 | 120735 |
|  Coca-Cola Co. (The)<br>0.125%, 03/09/2029 | EUR | 180 | 158008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 06/01/2027 | U.S.$| 505 | 446007 |
|  CommonSpirit Health <br>3.347%, 10/01/2029 |  | 651 | 564110 |
|  CVS Health Corp.<br>4.25%, 04/01/2050 |  | 205 | 164598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 03/25/2038 |  | 295 | 270300 |
|  DH Europe Finance II Sarl <br>2.60%, 11/15/2029 |  | 345 | 301469 |
|  Diageo Capital BV <br>1.50%, 06/08/2029<sup>(a)</sup> | EUR | 126 | 119620 |
|  Diageo Finance PLC<br>0.125%, 10/12/2023<sup>(a)</sup> |  | 136 | 142798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 03/27/2027<sup>(a)</sup> |  | 235 | 236203 |
|  Essity AB <br>0.25%, 02/08/2031<sup>(a)</sup> |  | 588 | 459196 |
|  Fresenius Medical Care US Finance III, Inc. <br>3.75%, 06/15/2029<sup>(a)</sup> | U.S.$| 190 | 160630 |
|  GE Healthcare Holding LLC <br>5.55%, 11/15/2024<sup>(a)</sup> |  | 375 | 376203 |
|  General Mills, Inc. <br>0.45%, 01/15/2026 | EUR | 519 | 505510 |
|  Gilead Sciences, Inc.<br>2.80%, 10/01/2050 | U.S.$| 145 | 93838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/01/2044 |  | 280 | 258290 |
|  HCA, Inc. <br>5.50%, 06/15/2047 |  | 366 | 325586 |
|  Hormel Foods Corp. <br>1.80%, 06/11/2030 |  | 266 | 216895 |
|  Imperial Brands Finance Netherlands BV <br>1.75%, 03/18/2033<sup>(a)</sup> | EUR | 4161 | 3113300 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Indofood CBP Sukses Makmur Tbk PT <br>3.398%, 06/09/2031<sup>(a)</sup> | U.S.$| 490 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403691 |
|  Ingredion, Inc. <br>2.90%, 06/01/2030 |  | 361 | 305812 |
|  JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. <br>5.50%, 01/15/2030<sup>(a)</sup> |  | 469 | 446241 |
|  Johnson & Johnson <br>5.85%, 07/15/2038 |  | 187 | 207609 |
|  JT International Financial Services BV <br>6.875%, 10/24/2032<sup>(a)</sup> |  | 563 | 596510 |
|  Kellogg Co. <br>1.25%, 03/10/2025 | EUR | 500 | 510967 |
|  Keurig Dr Pepper, Inc.<br>4.05%, 04/15/2032 | U.S.$| 127 | 115561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/2052 |  | 634 | 531267 |
|  McKesson Corp.<br>1.50%, 11/17/2025 | EUR | 226 | 227093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 02/17/2029 | GBP | 205 | 216693 |
|  Medtronic Global Holdings SCA <br>3.00%, 10/15/2028 | EUR | 345 | 356472 |
|  Merck & Co., Inc.<br>1.90%, 12/10/2028 | U.S.$| 653 | 561986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/10/2061 |  | 562 | 362197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/07/2039 |  | 543 | 477041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/07/2049 |  | 170 | 145677 |
|  Molson Coors Beverage Co. <br>1.25%, 07/15/2024 | EUR | 500 | 516819 |
|  Mondelez International Holdings Netherlands BV <br>0.75%, 09/24/2024<sup>(a)</sup> | U.S.$| 270 | 249843 |
|  Mondelez International, Inc. <br>2.625%, 03/17/2027 |  | 131 | 118968 |
|  Nestle Holdings, Inc.<br>0.606%, 09/14/2024<sup>(a)</sup> |  | 161 | 150079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/15/2030<sup>(a)</sup> |  | 643 | 502094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/01/2027<sup>(a)</sup> |  | 150 | 146536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/2029<sup>(a)</sup> |  | 150 | 146421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/15/2053<sup>(a)</sup> |  | 150 | 141716 |
|  Newell Brands, Inc. <br>6.375%, 09/15/2027 |  | 130 | 129072 |
|  Panasonic Holdings Corp. <br>2.679%, 07/19/2024<sup>(a)</sup> |  | 599 | 573682 |
|  PepsiCo, Inc.<br>2.625%, 07/29/2029 |  | 649 | 573151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/2027 |  | 595 | 558700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/22/2029 | GBP | 100 | 111306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/18/2032 | U.S.$| 265 | 250592 |
|  Pfizer, Inc. <br>7.20%, 03/15/2039 |  | 488 | 591907 |
|  Philip Morris International, Inc.<br>2.10%, 05/01/2030 |  | 709 | 574053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/17/2025 |  | 255 | 256304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 11/15/2024 |  | 578 | 578492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/17/2029 |  | 32 | 32590 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Pilgrim's Pride Corp.<br>3.50%, 03/01/2032<sup>(a)</sup> | U.S.$| 105 | $82074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/30/2027<sup>(a)</sup> |  | 95 | 93094 |
|  Reynolds American, Inc. <br>5.85%, 08/15/2045 |  | 352 | 300506 |
|  Roche Holdings, Inc.<br>2.314%, 03/10/2027<sup>(a)</sup> |  | 617 | 561992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/28/2027<sup>(a)</sup> |  | 613 | 561023 |
|  Sigma Finance Netherlands BV <br>4.875%, 03/27/2028<sup>(a)</sup> |  | 350 | 331691 |
|  Smithfield Foods, Inc. <br>2.625%, 09/13/2031<sup>(a)</sup> |  | 315 | 226166 |
|  Stryker Corp. <br>2.625%, 11/30/2030 | EUR | 270 | 261717 |
|  Sysco Corp.<br>3.15%, 12/14/2051 | U.S.$| 210 | 139389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/2050 |  | 117 | 127448 |
|  Takeda Pharmaceutical Co., Ltd. <br>3.175%, 07/09/2050 |  | 250 | 171178 |
|  Thermo Fisher Scientific, Inc. <br>3.20%, 01/21/2026 | EUR | 169 | 179304 |
|  Viterra Finance BV<br>4.90%, 04/21/2027<sup>(a)</sup> | U.S.$| 625 | 589600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/21/2032<sup>(a)</sup> |  | 200 | 175093 |
|  Wyeth LLC <br>5.95%, 04/01/2037 |  | 673 | 727336 |
|  Zoetis, Inc. <br>5.40%, 11/14/2025 |  | 167 | 170350 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62043843 |
|  **Energy – 3.1%** |  |  |  |
|  APA Infrastructure Ltd.<br>2.00%, 03/22/2027<sup>(a)</sup> | EUR | 502 | 490270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/15/2027<sup>(a)</sup> | U.S.$| 393 | 366745 |
|  Apache Corp. <br>5.10%, 09/01/2040 |  | 180 | 149482 |
|  BG Energy Capital PLC <br>5.125%, 12/01/2025<sup>(a)</sup> | GBP | 365 | 444083 |
|  Boardwalk Pipelines LP <br>3.40%, 02/15/2031 | U.S.$| 150 | 125579 |
|  BP Capital Markets America, Inc.<br>2.772%, 11/10/2050 |  | 330 | 210844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.017%, 01/16/2027 |  | 602 | 561278 |
|  BP Capital Markets PLC<br>3.25%, 03/22/2026<sup>(a) (c)</sup> | EUR | 1179 | 1159253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/22/2029<sup>(a) (c)</sup> |  | 12390 | 11387371 |
|  Canadian Natural Resources Ltd. <br>3.85%, 06/01/2027 | U.S.$| 140 | 132137 |
|  Chevron Corp. <br>1.995%, 05/11/2027 |  | 630 | 566170 |
|  ConocoPhillips Co. <br>4.025%, 03/15/2062 |  | 345 | 275389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 04/15/2029 |  | 269 | 297438 |
|  Contemporary Ruiding Development Ltd. <br>2.625%, 09/17/2030<sup>(a)</sup> |  | 800 | 627864 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> | U.S.$| 9526 | $7073156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028 |  | 554 | 504589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/2044 |  | 100 | 73734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 6979 | 6502759 |
|  COSL Singapore Capital Ltd. <br>1.875%, 06/24/2025<sup>(a)</sup> |  | 200 | 183782 |
|  DCP Midstream Operating LP <br>5.375%, 07/15/2025 |  | 88 | 87171 |
|  Devon Energy Corp. <br>5.60%, 07/15/2041 |  | 10651 | 9950969 |
|  Diamondback Energy, Inc.<br>4.25%, 03/15/2052 |  | 138 | 102410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/2033 |  | 227 | 230541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/2053 |  | 119 | 115574 |
|  Ecopetrol SA<br>5.875%, 11/02/2051 |  | 4101 | 2757922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/29/2030 |  | 1505 | 1362025 |
|  El Paso Natural Gas Co. LLC <br>3.50%, 02/15/2032<sup>(a)</sup> |  | 63 | 52859 |
|  Enbridge Energy Partners LP <br>7.375%, 10/15/2045 |  | 8964 | 10027465 |
|  Enbridge Pipelines, Inc. <br>2.82%, 05/12/2031 | CAD | 4087 | 2531527 |
|  Enbridge, Inc. <br>6.10%, 11/09/2032 |  | 3461 | 2689446 |
|  Energy Transfer LP<br>4.40%, 03/15/2027 | U.S.$| 235 | 223544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/01/2041 |  | 85 | 80469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 12/15/2045 |  | 205 | 190098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/2042 |  | 384 | 379398 |
|  Eni SpA<br>0.375%, 06/14/2028<sup>(a)</sup> | EUR | 135 | 119109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series NC5.<br>2.625%, 10/13/2025<sup>(a) (c)</sup> |  | 170 | 164516 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series NC9<br>3.375%, 07/13/2029<sup>(a) (c)</sup> |  | 12030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10680578 |
|  Enterprise Products Operating LLC<br>3.70%, 01/31/2051 | U.S.$| 345 | 250914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/2044 |  | 130 | 114170 |
|  EQT Corp. <br>5.70%, 04/01/2028 |  | 2688 | 2673013 |
|  Exxon Mobil Corp.<br>2.275%, 08/16/2026 |  | 618 | 572172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.043%, 03/01/2026 |  | 584 | 557557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.227%, 03/19/2040 |  | 215 | 193512 |
|  Halliburton Co.<br>6.70%, 09/15/2038 |  | 303 | 321535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 09/15/2039 |  | 459 | 519006 |
|  Hess Corp. <br>4.30%, 04/01/2027 |  | 230 | 220118 |
|  Kinder Morgan Energy Partners LP <br>5.00%, 03/01/2043 |  | 175 | 149816 |
|  Kinder Morgan, Inc.<br>5.45%, 08/01/2052 |  | 123 | 111086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/15/2032 |  | 70 | 78750 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Marathon Oil Corp.<br>4.40%, 07/15/2027 | U.S.$| 1953 | $1864972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 10/01/2037 |  | 190 | 189326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 03/15/2032 |  | 277 | 285185 |
|  Marathon Petroleum Corp. <br>6.50%, 03/01/2041 |  | 3097 | 3195432 |
|  Midwest Connector Capital Co. LLC<br>3.90%, 04/01/2024<sup>(a)</sup> |  | 364 | 352394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/01/2029<sup>(a)</sup> |  | 288 | 259853 |
|  MOL Hungarian Oil & Gas PLC<br>1.50%, 10/08/2027<sup>(a)</sup> | EUR | 539 | 473117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 04/28/2023<sup>(a)</sup> |  | 100 | 106496 |
|  MPLX LP<br>4.875%, 06/01/2025 | U.S.$| 95 | 93905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/2032 |  | 123 | 115344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/14/2052 |  | 516 | 423722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/15/2049 |  | 287 | 253870 |
|  Oil India International Pte Ltd. <br>4.00%, 04/21/2027<sup>(a)</sup> |  | 470 | 437041 |
|  OMV AG <br>6.25%, 12/09/2025<sup>(a) (c)</sup> | EUR | 217 | 239573 |
|  ONEOK Partners LP <br>6.125%, 02/01/2041 | U.S.$| 536 | 508732 |
|  ONEOK, Inc.<br>3.40%, 09/01/2029 |  | 390 | 337178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/2048 |  | 588 | 492706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 11/15/2032 |  | 1082 | 1085935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/15/2031 |  | 9379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9557862 |
|  Plains All American Pipeline LP/PAA Finance Corp.<br>3.55%, 12/15/2029 |  | 9014 | 7833970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/01/2024 |  | 335 | 324408 |
|  PTTEP Treasury Center Co., Ltd. <br>2.993%, 01/15/2030<sup>(a)</sup> |  | 300 | 256838 |
|  Raizen Fuels Finance SA <br>5.30%, 01/20/2027<sup>(a)</sup> |  | 290 | 280992 |
|  Ras Laffan Liquefied Natural Gas Co., Ltd. III <br>5.838%, 09/30/2027<sup>(a)</sup> |  | 391 | 392159 |
|  Reliance Industries Ltd.<br>2.875%, 01/12/2032<sup>(a)</sup> |  | 250 | 204145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 01/12/2052<sup>(a)</sup> |  | 300 | 196761 |
|  SA Global Sukuk Ltd. <br>1.602%, 06/17/2026<sup>(a)</sup> |  | 1000 | 890813 |
|  Saudi Arabian Oil Co.<br>2.25%, 11/24/2030<sup>(a)</sup> |  | 1100 | 899112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 04/16/2024<sup>(a)</sup> |  | 483 | 467694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/24/2050<sup>(a)</sup> |  | 410 | 288025 |
|  Schlumberger Finance BV <br>0.50%, 10/15/2031<sup>(a)</sup> | EUR | 568 | 459152 |
|  Shell International Finance BV<br>4.375%, 05/11/2045 | U.S.$| 210 | 184461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/12/2043 |  | 560 | 506598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 12/15/2038 |  | 441 | 486875 |
|  Suncor Energy, Inc.<br>6.50%, 06/15/2038 |  | 4255 | 4375368 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/15/2038 | U.S.$| 204 | $214117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 06/01/2039 |  | 3654 | 3844869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.15%, 02/01/2032 |  | 75 | 80508 |
|  Sweihan PV Power Co. PJSC <br>3.625%, 01/31/2049<sup>(a)</sup> |  | 487 | 388517 |
|  Targa Resources Corp. <br>6.25%, 07/01/2052 |  | 722 | 686745 |
|  Tengizchevroil Finance Co. International Ltd. <br>3.25%, 08/15/2030<sup>(a)</sup> |  | 750 | 531938 |
|  Tennessee Gas Pipeline Co. LLC<br>2.90%, 03/01/2030<sup>(a)</sup> |  | 250 | 209571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2028 |  | 120 | 128098 |
|  Thaioil Treasury Center Co., Ltd. <br>2.50%, 06/18/2030<sup>(a)</sup> |  | 530 | 409524 |
|  TotalEnergies Capital Canada Ltd. <br>2.125%, 09/18/2029<sup>(a)</sup> | EUR | 500 | 488158 |
|  TotalEnergies Capital International SA<br>2.50%, 03/25/2026<sup>(a)</sup> |  | 100 | 104594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.386%, 06/29/2060 | U.S.$| 76 | 53413 |
|  TotalEnergies SE<br>2.00%, 01/17/2027<sup>(a) (c)</sup> | EUR | 11880 | 10852826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series NC7<br>1.625%, 10/25/2027<sup>(a) (c)</sup> |  | 3313 | 2876356 |
|  TransCanada PipeLines Ltd. <br>5.33%, 05/12/2032 | CAD | 10257 | 7547346 |
|  Transportadora de Gas Internacional SA ESP <br>5.55%, 11/01/2028<sup>(a)</sup> | U.S.$| 850 | 781628 |
|  Valero Energy Corp.<br>4.00%, 06/01/2052 |  | 46 | 34705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/2032 |  | 495 | 556979 |
|  Var Energi ASA<br>5.00%, 05/18/2027<sup>(a)</sup> |  | 269 | 253351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(a)</sup> |  | 6537 | 6646678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 5514 | 5677295 |
|  Vier Gas Transport GmbH Series DIP <br>1.50%, 09/25/2028<sup>(a)</sup> | EUR | 500 | 459630 |
|  Williams Cos., Inc. (The) <br>5.30%, 08/15/2052 | U.S.$| 123 | 110802 |
|  Wintershall Dea Finance BV <br>0.452%, 09/25/2023<sup>(a)</sup> | EUR | 500 | 521942 |
|  Woodside Finance Ltd.<br>3.70%, 09/15/2026<sup>(a)</sup> | U.S.$| 628 | 586717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/04/2029<sup>(a)</sup> |  | 531 | 498389 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161503903 |
|  **Other Industrial – 0.1%** |  |  |  |
|  Alfa Desarrollo SpA <br>4.55%, 09/27/2051<sup>(a)</sup> |  | 508 | 386187 |
|  CITIC Ltd. Series E <br>2.85%, 02/25/2030<sup>(a)</sup> |  | 250 | 210940 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Ferguson Finance PLC<br>4.25%, 04/20/2027<sup>(a)</sup> | U.S.$| 624 | $590048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/20/2032<sup>(a)</sup> |  | 624 | 569292 |
|  Massachusetts Institute of Technology <br>5.60%, 07/01/2111 |  | 245 | 255860 |
|  Swire Pacific Mtn Financing HK Ltd. <br>2.875%, 01/30/2030<sup>(a)</sup> |  | 340 | 288957 |
|  Technip Energies NV <br>1.125%, 05/28/2028<sup>(a)</sup> | EUR | 565 | 489648 |
|  Worley US Finance Sub Ltd. <br>0.875%, 06/09/2026<sup>(a)</sup> |  | 531 | 494047 |
|  WW Grainger, Inc. <br>4.60%, 06/15/2045 | U.S.$| 364 | 330910 |
|  |  |  | 3615889 |
|  **Services – 0.6%** |  |  |  |
|  Alibaba Group Holding Ltd. <br>2.125%, 02/09/2031 |  | 630 | 496919 |
|  Amazon.com, Inc.<br>4.10%, 04/13/2062 |  | 126 | 104145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/2057 |  | 360 | 312224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/2027 |  | 435 | 433738 |
|  Automatic Data Processing, Inc. <br>1.70%, 05/15/2028 |  | 647 | 561711 |
|  Booking Holdings, Inc.<br>3.60%, 06/01/2026 |  | 581 | 556687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2031 | EUR | 6154 | 6647122 |
|  Chicago Parking Meters LLC <br>4.93%, 12/30/2025<sup>(e)</sup> | U.S.$| 16500 | 15997136 |
|  Edenred <br>1.375%, 06/18/2029<sup>(a)</sup> | EUR | 500 | 460518 |
|  Global Payments, Inc.<br>5.30%, 08/15/2029 | U.S.$| 60 | 58234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/2032 |  | 102 | 97245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/2052 |  | 123 | 111771 |
|  ISS Global A/S<br>0.875%, 06/18/2026<sup>(a)</sup> | EUR | 106 | 100411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 08/31/2027<sup>(a)</sup> |  | 527 | 490356 |
|  JD.com, Inc. <br>3.875%, 04/29/2026 | U.S.$| 320 | 304442 |
|  Mastercard, Inc.<br>1.00%, 02/22/2029 | EUR | 295 | 273151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/2029 | U.S.$| 567 | 511911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/26/2050 |  | 400 | 335445 |
|  PayPal Holdings, Inc. <br>5.05%, 06/01/2052 |  | 606 | 553074 |
|  Rentokil Initial PLC <br>0.50%, 10/14/2028<sup>(a)</sup> | EUR | 557 | 486298 |
|  Securitas AB <br>0.25%, 02/22/2028<sup>(a)</sup> |  | 570 | 472960 |
|  SGS Nederland Holding BV <br>0.125%, 04/21/2027<sup>(a)</sup> |  | 500 | 463397 |
|  Verisk Analytics, Inc. <br>4.125%, 03/15/2029 | U.S.$| 230 | 214574 |
|  Visa, Inc. <br>3.15%, 12/14/2025 |  | 593 | 571927 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30615396 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Technology – 2.0%** |  |  |  |
|  Apple, Inc.<br>1.40%, 08/05/2028 | U.S.$| 665 | $563475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 09/17/2027 | EUR | 240 | 243951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/04/2026 | U.S.$| 495 | 459629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/08/2061 |  | 418 | 268210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/05/2061 |  | 257 | 167483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/08/2029 |  | 124 | 114876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/08/2052 |  | 124 | 105887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/08/2062 |  | 224 | 189113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/2044 |  | 260 | 246574 |
|  Avnet, Inc. <br>5.50%, 06/01/2032 |  | 609 | 561029 |
|  Axiata SPV2 Bhd <br>2.163%, 08/19/2030<sup>(a)</sup> |  | 610 | 484492 |
|  Baidu, Inc. <br>2.375%, 08/23/2031 |  | 630 | 487683 |
|  Broadcom, Inc.<br>4.15%, 04/15/2032<sup>(a)</sup> |  | 94 | 82627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.926%, 05/15/2037<sup>(a)</sup> |  | 135 | 117994 |
|  Cisco Systems, Inc.<br>5.50%, 01/15/2040 |  | 328 | 342108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/15/2039 |  | 312 | 336792 |
|  Dell International LLC/EMC Corp.<br>4.90%, 10/01/2026 |  | 360 | 354649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.35%, 07/15/2046 |  | 2243 | 2573028 |
|  DXC Capital Funding DAC <br>0.45%, 09/15/2027<sup>(a)</sup> | EUR | 457 | 402904 |
|  DXC Technology Co. <br>1.75%, 01/15/2026 |  | 101 | 99709 |
|  Entegris Escrow Corp. <br>4.75%, 04/15/2029<sup>(a)</sup> | U.S.$| 9256 | 8465871 |
|  Fidelity National Information Services, Inc.<br>0.625%, 12/03/2025 | EUR | 903 | 879671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 12/03/2028 |  | 791 | 703036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 12/03/2029 | GBP | 250 | 246300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/2025 | U.S.$| 603 | 591854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/15/2052 |  | 95 | 87964 |
|  Fiserv, Inc.<br>1.625%, 07/01/2030 | EUR | 15225 | 13445061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 07/01/2025 | GBP | 250 | 281728 |
|  Flex Ltd. <br>6.00%, 01/15/2028 | U.S.$| 591 | 590054 |
|  Honeywell International, Inc. <br>4.125%, 11/02/2034 | EUR | 16949 | 17760486 |
|  HP, Inc.<br>2.65%, 06/17/2031 | U.S.$| 64 | 49884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/17/2027 |  | 25 | 22835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/15/2032 |  | 345 | 296328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2028 |  | 75 | 72846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/2033 |  | 11648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10956456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/15/2041 |  | 492 | 471657 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Intel Corp.<br>3.25%, 11/15/2049 | U.S.$| 150 | $102167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/05/2027 |  | 598 | 574996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/05/2029 |  | 124 | 118248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/05/2032 |  | 124 | 115952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/25/2050 |  | 470 | 409833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/05/2052 |  | 124 | 110164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/25/2060 |  | 472 | 421484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/05/2062 |  | 8442 | 7449130 |
|  International Business Machines Corp.<br>3.30%, 05/15/2026 |  | 700 | 666295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 02/09/2052 |  | 135 | 95295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/15/2029 |  | 100 | 91880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/20/2042 |  | 150 | 124484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/2049 |  | 100 | 82997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/27/2032 |  | 120 | 114318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/27/2052 |  | 284 | 259681 |
|  KLA Corp. <br>4.95%, 07/15/2052 |  | 354 | 332240 |
|  Kyndryl Holdings, Inc. <br>2.05%, 10/15/2026 |  | 10101 | 8351619 |
|  Lam Research Corp. <br>4.00%, 03/15/2029 |  | 225 | 214139 |
|  Lenovo Group Ltd. <br>3.421%, 11/02/2030<sup>(a)</sup> |  | 250 | 196687 |
|  Micron Technology, Inc. <br>6.75%, 11/01/2029 |  | 80 | 81401 |
|  Microsoft Corp.<br>2.675%, 06/01/2060 |  | 150 | 96939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.041%, 03/17/2062 |  | 200 | 139312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/2057 |  | 126 | 119833 |
|  Motorola Solutions, Inc. <br>5.60%, 06/01/2032 |  | 583 | 568833 |
|  NXP BV/NXP Funding LLC <br>5.35%, 03/01/2026 |  | 445 | 443609 |
|  Oracle Corp.<br>3.65%, 03/25/2041 |  | 676 | 499772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/2046 |  | 160 | 117503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/2061 |  | 551 | 384745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/15/2040 |  | 377 | 346135 |
|  QUALCOMM, Inc. <br>6.00%, 05/20/2053 |  | 7560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8076594 |
|  SK Hynix, Inc. <br>2.375%, 01/19/2031<sup>(a)</sup> |  | 460 | 337324 |
|  Skyworks Solutions, Inc. <br>3.00%, 06/01/2031 |  | 355 | 278077 |
|  Take-Two Interactive Software, Inc. <br>3.30%, 03/28/2024 |  | 219 | 213736 |
|  Texas Instruments, Inc.<br>2.25%, 09/04/2029 |  | 661 | 571528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/16/2052 |  | 183 | 163545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/18/2024 |  | 220 | 219658 |
|  TSMC Arizona Corp.<br>3.875%, 04/22/2027 |  | 360 | 344092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/22/2029 |  | 230 | 218905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/22/2032 |  | 380 | 366058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/2052 |  | 230 | 205275 |
|  TSMC Global Ltd.<br>1.375%, 09/28/2030<sup>(a)</sup> |  | 540 | 411977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/23/2031<sup>(a)</sup> |  | 410 | 331038 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Tyco Electronics Group SA <br>Zero Coupon, 02/16/2029 | EUR | 135 | $112646 |
|  Western Digital Corp.<br>2.85%, 02/01/2029 | U.S.$| 3007 | 2325610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/2032 |  | 6522 | 4689850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/2026 |  | 561 | 527761 |
|  Wipro IT Services LLC <br>1.50%, 06/23/2026<sup>(a)</sup> |  | 250 | 219266 |
|  Xiaomi Best Time International Ltd. <br>2.875%, 07/14/2031<sup>(a)</sup> |  | 460 | 327175 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105694050 |
|  **Transportation - Airlines – 0.0%** |  |  |  |
|  Alaska Airlines Pass Through Trust <br>Series 2020-1, Class A <br>4.80%, 08/15/2027<sup>(a)</sup> |  | 568 | 536213 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.50%, 10/20/2025<sup>(a)</sup> |  | 380 | 370603 |
|  easyJet FinCo BV <br>1.875%, 03/03/2028<sup>(a)</sup> | EUR | 226 | 195737 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd. <br>6.50%, 06/20/2027<sup>(a)</sup> | U.S.$| 338 | 336289 |
|  |  |  | 1438842 |
|  **Transportation - Railroads – 0.1%** |  |  |  |
|  Burlington Northern Santa Fe LLC <br>4.45%, 01/15/2053 |  | 124 | 110714 |
|  Canadian National Railway Co.<br>3.60%, 08/01/2047 | CAD | 355 | 213534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/05/2052 | U.S.$| 124 | 110848 |
|  Canadian Pacific Railway Co. <br>6.125%, 09/15/2115 |  | 235 | 236392 |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> |  | 445 | 394679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 752 | 728635 |
|  MTR Corp. Ltd. <br>1.625%, 08/19/2030<sup>(a)</sup> |  | 260 | 205855 |
|  Union Pacific Corp.<br>3.85%, 02/14/2072 |  | 133 | 99021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/20/2063 |  | 598 | 580274 |
|  |  |  | 2679952 |
|  **Transportation - Services – 0.4%** |  |  |  |
|  Adani Ports & Special Economic Zone Ltd. <br>3.10%, 02/02/2031<sup>(a)</sup> |  | 360 | 262755 |
|  Ashtead Capital, Inc. <br>5.50%, 08/11/2032<sup>(a)</sup> |  | 229 | 219472 |
|  ENA Master Trust <br>4.00%, 05/19/2048<sup>(a)</sup> |  | 1716 | 1150792 |
|  FedEx Corp. <br>0.45%, 05/04/2029 | EUR | 12816 | 10861291 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Heathrow Funding Ltd.<br>1.50%, 02/11/2030<sup>(a)</sup> | EUR | 536 | $466507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 03/16/2028<sup>(a)</sup> | GBP | 295 | 286766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 12/10/2031<sup>(a)</sup> |  | 3638 | 4525685 |
|  Holding d'Infrastructures de Transport SASU <br>1.475%, 01/18/2031<sup>(a)</sup> | EUR | 200 | 166846 |
|  HPHT Finance 21 Ltd. <br>2.00%, 03/19/2026<sup>(a)</sup> | U.S.$| 250 | 224528 |
|  Penske Truck Leasing Co. LP / PTL Finance Corp. <br>5.875%, 11/15/2027<sup>(a)</sup> |  | 116 | 116871 |
|  Ryder System, Inc. <br>1.75%, 09/01/2026 |  | 139 | 122643 |
|  Shanghai Port Group BVI Development 2 Co., Ltd. <br>1.50%, 07/13/2025<sup>(a)</sup> |  | 500 | 454275 |
|  Sydney Airport Finance Co. Pty Ltd. <br>3.625%, 04/28/2026<sup>(a)</sup> |  | 365 | 341930 |
|  Transurban Finance Co. Pty Ltd. <br>2.45%, 03/16/2031<sup>(a)</sup> |  | 715 | 562019 |
|  |  |  | 19762380 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571889260 |
|  **Utility – 1.9%** |  |  |  |
|  **Electric – 1.7%** |  |  |  |
|  Abu Dhabi National Energy Co. PJSC <br>4.875%, 04/23/2030<sup>(a)</sup> |  | 420 | 431629 |
|  Adani Electricity Mumbai Ltd. <br>3.867%, 07/22/2031<sup>(a)</sup> |  | 710 | 505002 |
|  Adani Transmission Step-One Ltd. <br>4.00%, 08/03/2026<sup>(a)</sup> |  | 8086 | 7188939 |
|  AEP Texas, Inc. <br>5.25%, 05/15/2052 |  | 121 | 116370 |
|  AES Corp. (The) <br>3.30%, 07/15/2025<sup>(a)</sup> |  | 23 | 21759 |
|  AES Panama Generation Holdings SRL <br>4.375%, 05/31/2030<sup>(a)</sup> |  | 2885 | 2487952 |
|  AusNet Services Holdings Pty Ltd. <br>1.50%, 02/26/2027<sup>(a)</sup> | EUR | 507 | 488253 |
|  Avangrid, Inc.<br>3.20%, 04/15/2025 | U.S.$| 99 | 94638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/2029 |  | 637 | 578710 |
|  Cadent Finance PLC <br>0.625%, 03/19/2030<sup>(a)</sup> | EUR | 2350 | 1971634 |
|  Chile Electricity PEC SpA <br>Zero Coupon, 01/25/2028<sup>(f)</sup> | U.S.$| 206 | 147329 |
|  Cometa Energia SA de CV <br>6.375%, 04/24/2035<sup>(a)</sup> |  | 651 | 616434 |
|  Commonwealth Edison Co.<br>5.90%, 03/15/2036 |  | 150 | 156826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 133<br>3.85%, 03/15/2052 |  | 229 | 183383 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Consolidated Edison Co. of New York, Inc.<br>4.50%, 05/15/2058 | U.S.$|  | 3822 | $3196944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 06-A<br>5.85%, 03/15/2036 |  |  | 115 | 116191 |
|  Consorcio Transmantaro SA <br>5.20%, 04/11/2038<sup>(a)</sup> |  |  | 460 | 417536 |
|  Duke Energy Indiana LLC <br>Series YYY <br>3.25%, 10/01/2049 |  |  | 300 | 209220 |
|  Duke Energy Ohio, Inc. <br>4.30%, 02/01/2049 |  |  | 130 | 107127 |
|  Duke Energy Progress LLC <br>4.00%, 04/01/2052 |  |  | 43 | 34650 |
|  E.ON International Finance BV<br>5.75%, 02/14/2033<sup>(a)</sup> |  | EUR | 373 | 442320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 06/03/2030<sup>(a)</sup> |  | GBP | 7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8873300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series DIP<br>1.00%, 04/13/2025<sup>(a)</sup> |  | EUR | 91 | 92425 |
|  EDP Finance BV <br>3.625%, 07/15/2024<sup>(a)</sup> |  | U.S.$| 273 | 263423 |
|  Electricite de France SA<br>2.875%, 12/15/2026<sup>(a) (c)</sup> |  | EUR | 8400 | 7354682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/29/2023<sup>(a) (c)</sup> |  | U.S.$| 485 | 485000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/18/2031 |  | GBP | 3890 | 4695960 |
|  Elia Transmission Belgium SA <br>0.875%, 04/28/2030<sup>(a)</sup> |  | EUR | 500 | 429530 |
|  Emirates Semb Corp. Water & Power Co. PJSC <br>4.45%, 08/01/2035<sup>(a)</sup> |  | U.S.$| 220 | 205838 |
|  Enel Chile SA <br>4.875%, 06/12/2028 |  |  | 270 | 262035 |
|  Enel Finance International NV<br>0.375%, 05/28/2029<sup>(a)</sup> |  | EUR | 360 | 305654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/15/2027<sup>(a)</sup> |  | U.S.$| 537 | 508829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/14/2029<sup>(a)</sup> |  |  | 229 | 212476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2032<sup>(a)</sup> |  |  | 200 | 179902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/07/2039<sup>(a)</sup> |  |  | 115 | 107178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 10/14/2032<sup>(a)</sup> |  |  | 6524 | 6943625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/14/2052<sup>(a)</sup> |  |  | 200 | 215509 |
|  Engie Energia Chile SA <br>3.40%, 01/28/2030<sup>(a)</sup> |  |  | 670 | 544082 |
|  Entergy Arkansas LLC <br>3.35%, 06/15/2052 |  |  | 4412 | 3091827 |
|  Entergy Louisiana LLC <br>4.75%, 09/15/2052 |  |  | 123 | 110921 |
|  Entergy Texas, Inc. <br>5.00%, 09/15/2052 |  |  | 610 | 560232 |
|  Exelon Generation Co. LLC <br>5.75%, 10/01/2041 |  |  | 170 | 163612 |
|  Florida Power & Light Co.<br>4.05%, 06/01/2042 |  |  | 435 | 374766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/01/2048 |  |  | 125 | 106391 |
|  Georgia Power Co. <br>Series B <br>3.70%, 01/30/2050 |  |  | 290 | 216869 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Iberdrola International BV<br>Series NC5<br>1.874%, 01/28/2026<sup>(a) (c)</sup> | EUR | 300 | $285484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series NC6<br>1.45%, 11/09/2026<sup>(a) (c)</sup> |  | 11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10618225 |
|  Infraestructura Energetica Nova SAPI de CV <br>4.75%, 01/15/2051<sup>(a)</sup> | U.S.$| 480 | 362490 |
|  Israel Electric Corp. Ltd.<br>Series G<br>3.75%, 02/22/2032<sup>(a)</sup> |  | 290 | 252445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/14/2028<sup>(a)</sup> |  | 450 | 421678 |
|  LLPL Capital Pte Ltd. <br>6.875%, 02/04/2039<sup>(a)</sup> |  | 410 | 352201 |
|  Minejesa Capital BV <br>4.625%, 08/10/2030<sup>(a)</sup> |  | 730 | 635180 |
|  National Central Cooling Co. PJSC <br>2.50%, 10/21/2027<sup>(a)</sup> |  | 730 | 642993 |
|  National Grid Electricity Distribution West Midlands PLC <br>5.75%, 04/16/2032<sup>(a)</sup> | GBP | 1500 | 1834864 |
|  National Grid Electricity Transmission PLC <br>1.125%, 07/07/2028<sup>(a)</sup> |  | 2148 | 2071508 |
|  National Grid PLC <br>0.553%, 09/18/2029<sup>(a)</sup> | EUR | 554 | 467221 |
|  Nevada Power Co. <br>Series GG <br>5.90%, 05/01/2053 | U.S.$| 538 | 576219 |
|  Niagara Mohawk Power Corp.<br>4.278%, 12/15/2028<sup>(a)</sup> |  | 230 | 212261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.783%, 09/16/2052<sup>(a)</sup> |  | 335 | 335139 |
|  NSTAR Electric Co.<br>4.55%, 06/01/2052 |  | 122 | 111377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/2052 |  | 596 | 578606 |
|  NTPC Ltd. <br>4.25%, 02/26/2026<sup>(a)</sup> |  | 370 | 356079 |
|  Oncor Electric Delivery Co. LLC <br>4.95%, 09/15/2052<sup>(a)</sup> |  | 598 | 581653 |
|  Origin Energy Finance Ltd. <br>1.00%, 09/17/2029<sup>(a)</sup> | EUR | 452 | 377873 |
|  Orsted AS <br>4.875%, 01/12/2032<sup>(a)</sup> | GBP | 7470 | 8840075 |
|  Pacific Gas and Electric Co.<br>4.40%, 03/01/2032 | U.S.$| 131 | 114612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/01/2050 |  | 272 | 213100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/2052 |  | 131 | 107491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/15/2027 |  | 242 | 239625 |
|  PacifiCorp<br>4.15%, 02/15/2050 |  | 390 | 322118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 07/15/2038 |  | 110 | 118410 |
|  PECO Energy Co. <br>2.85%, 09/15/2051 |  | 155 | 102867 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Public Service Co. of Colorado <br>Series 38 <br>4.10%, 06/01/2032 | U.S.$| 121 | $113581 |
|  Public Service Electric and Gas Co. <br>3.80%, 03/01/2046 |  | 410 | 327195 |
|  RH International Singapore Corp. Pte Ltd. <br>4.50%, 03/27/2028<sup>(a)</sup> |  | 470 | 440273 |
|  San Diego Gas & Electric Co.<br>Series UUU<br>3.32%, 04/15/2050 |  | 360 | 258662 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series WWW<br>2.95%, 08/15/2051 |  | 231 | 157032 |
|  Sociedad de Transmision Austral SA <br>4.00%, 01/27/2032<sup>(a)</sup> |  | 390 | 335351 |
|  Southern California Edison Co.<br>5.85%, 11/01/2027 |  | 113 | 116678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C<br>4.20%, 06/01/2025 |  | 602 | 589937 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.45%, 06/01/2052 |  | 120 | 115184 |
|  Southern Power Co. <br>Series F <br>4.95%, 12/15/2046 |  | 345 | 293992 |
|  Southwestern Public Service Co. <br>Series 9 <br>5.15%, 06/01/2052 |  | 122 | 112691 |
|  SSE PLC <br>2.875%, 08/01/2029<sup>(a)</sup> | EUR | 233 | 232278 |
|  Tampa Electric Co. <br>5.00%, 07/15/2052 | U.S.$| 120 | 110617 |
|  TenneT Holding BV <br>2.374%, 07/22/2025<sup>(a) (c)</sup> | EUR | 125 | 123125 |
|  TNB Global Ventures Capital Bhd <br>4.851%, 11/01/2028<sup>(a)</sup> | U.S.$| 430 | 412881 |
|  Union Electric Co. <br>3.90%, 04/01/2052 |  | 129 | 104712 |
|  Virginia Electric and Power Co. <br>Series C <br>4.625%, 05/15/2052 |  | 121 | 106480 |
|  Wisconsin Electric Power Co. <br>4.75%, 09/30/2032 |  | 175 | 171955 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91071330 |
|  **Natural Gas – 0.0%** |  |  |  |
|  Atmos Energy Corp.<br>2.625%, 09/15/2029 |  | 345 | 299639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 10/15/2032 |  | 32 | 33190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/15/2052 |  | 114 | 119833 |
|  Centrica PLC <br>4.375%, 03/13/2029<sup>(a)</sup> | GBP | 120 | 133786 |
|  ENN Energy Holdings Ltd. <br>2.625%, 09/17/2030<sup>(a)</sup> | U.S.$| 290 | 232417 |
|  KeySpan Gas East Corp. <br>3.586%, 01/18/2052<sup>(a)</sup> |  | 137 | 90865 |
|  National Grid North America, Inc. <br>1.054%, 01/20/2031<sup>(a)</sup> | EUR | 109 | 90166 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  NiSource, Inc.<br>5.00%, 06/15/2052 | U.S.$| 122 | $111309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/01/2045 |  | 230 | 225202 |
|  Southwest Gas Corp.<br>4.05%, 03/15/2032 |  | 128 | 112246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 12/01/2027 |  | 117 | 119133 |
|  |  |  | 1567786 |
|  **Other Utility – 0.2%** |  |  |  |
|  Thames Water Utilities Finance PLC <br>6.75%, 11/16/2028 | GBP | 6730 | 8573976 |
|  |  |  | 101213092 |
|  Total Corporates - Investment Grade <br>(cost $1,479,395,015) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307290712 |
|  **INFLATION-LINKED SECURITIES – 5.1%** |  |  |  |
|  **United States – 5.1%** |  |  |  |
|  U.S. Treasury Inflation Index<br>0.125%, 07/15/2024 (TIPS) | U.S.$| 176885 | 171219329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/15/2026 (TIPS) |  | 102183 | 95789343 |
|  Total Inflation-Linked Securities <br>(cost $277,144,975) |  |  | 267008672 |
|  **MORTGAGE PASS-THROUGHS – 4.0%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 4.0%** |  |  |  |
|  Federal Home Loan Mortgage Corp.<br>Series 2019<br>3.50%, 09/01/2049 |  | 12797 | 11872492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>2.50%, 07/01/2050 |  | 13650 | 11795999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2050 |  | 10022 | 9313352 |
|  Federal Home Loan Mortgage Corp. Gold <br>Series 2019 <br>4.50%, 02/01/2049 |  | 6881 | 6795873 |
|  Federal National Mortgage Association<br>Series 2005<br>5.50%, 02/01/2035 |  | 7 | 6965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 09/01/2036 |  | 5 | 4743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/2037 |  | 5 | 5205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008<br>5.50%, 03/01/2037 |  | 2 | 2126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/2038 |  | 894 | 922693 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012<br>3.50%, 02/01/2042 |  | 1688 | 1579413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2042 |  | 17774 | 16631143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2043 |  | 2982 | 2793121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013<br>3.50%, 04/01/2043 |  | 10209 | 9562791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>3.50%, 06/01/2047 |  | 12 | 11437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/2047 |  | 20 | 18807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/2047 |  | 152 | 141186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2048 |  | 8 | 7005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>3.50%, 01/01/2048 |  | 411 | 380391 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/2048 | U.S.$| 175 | $162361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/2048 |  | 11260 | 10473387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/2048 |  | 287 | 265677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/2048 |  | 9016 | 8870384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/2048 |  | 5566 | 5492365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020<br>2.50%, 07/01/2050 |  | 30045 | 26039267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2050 |  | 15595 | 14463144 |
|  Government National Mortgage Association <br>4.50%, 01/01/2053, TBA |  | 40927 | 39712344 |
|  Uniform Mortgage-Backed Security<br>Series 2023<br>2.50%, 01/01/2053, TBA |  | 2750 | 2331393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/01/2053, TBA |  | 35030 | 30774401 |
|  Total Mortgage Pass-Throughs <br>(cost $230,156,740) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210429465 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 2.8%** |  |  |  |
|  **Risk Share Floating Rate – 2.7%** |  |  |  |
|  Bellemeade Re Ltd.<br>Series 2018-1A, Class M2<br>7.289% (LIBOR 1 Month + 2.90%), 04/25/2028<sup>(a) (d)</sup> |  | 524 | 522983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class M1B<br>6.139% (LIBOR 1 Month + 1.75%), 03/25/2029<sup>(a) (d)</sup> |  | 538 | 537744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class M1C<br>6.389% (LIBOR 1 Month + 2.00%), 04/25/2029<sup>(a) (d)</sup> |  | 7582 | 7528641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class M2<br>7.489% (LIBOR 1 Month + 3.10%), 04/25/2029<sup>(a) (d)</sup> |  | 5800 | 5619279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3A, Class M1B<br>5.989% (LIBOR 1 Month + 1.60%), 07/25/2029<sup>(a) (d)</sup> |  | 1162 | 1161404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3A, Class M1C<br>6.339% (LIBOR 1 Month + 1.95%), 07/25/2029<sup>(a) (d)</sup> |  | 10500 | 10404053 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class M1C<br>6.889% (LIBOR 1 Month + 2.50%), 10/25/2029<sup>(a) (d)</sup> |  | 4951 | 4943817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-3A, Class M1C<br>8.089% (LIBOR 1 Month + 3.70%), 10/25/2030<sup>(a) (d)</sup> |  | 4572 | 4596051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class A2<br>4.928% (SOFR + 1.00%), 09/25/2031<sup>(a) (d)</sup> |  | 7225 | 6715064 |
|  Connecticut Avenue Securities Trust<br>Series 2019-R02, Class 1M2<br>6.689% (LIBOR 1 Month + 2.30%), 08/25/2031<sup>(a) (d)</sup> |  | 222 | 221234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R03, Class 1M2<br>6.539% (LIBOR 1 Month + 2.15%), 09/25/2031<sup>(a) (d)</sup> |  | 176 | 176026 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R06, Class 2M2<br>6.489% (LIBOR 1 Month + 2.10%), 09/25/2039<sup>(a) (d)</sup> | U.S.$| 71 | $71075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R07, Class 1M2<br>6.489% (LIBOR 1 Month + 2.10%), 10/25/2039<sup>(a) (d)</sup> |  | 543 | 541932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-R01, Class 1M2<br>6.439% (LIBOR 1 Month + 2.05%), 01/25/2040<sup>(a) (d)</sup> |  | 2259 | 2243023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R01, Class 1M1<br>4.678% (SOFR + 0.75%), 10/25/2041<sup>(a) (d)</sup> |  | 320 | 317221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R01, Class 1M2<br>5.478% (SOFR + 1.55%), 10/25/2041<sup>(a) (d)</sup> |  | 878 | 855928 |
|  Eagle Re Ltd.<br>Series 2018-1, Class M1<br>6.089% (LIBOR 1 Month + 1.70%), 11/25/2028<sup>(a) (d)</sup> |  | 4843 | 4826939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class M1B<br>5.978% (SOFR + 2.05%), 04/25/2034<sup>(a) (d)</sup> |  | 3700 | 3603112 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2013-DN2, Class M2<br>8.639% (LIBOR 1 Month + 4.25%), 11/25/2023<sup>(d)</sup> |  | 4010 | 4057766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-DNA1, Class M3<br>7.689% (LIBOR 1 Month + 3.30%), 10/25/2027<sup>(d)</sup> |  | 2937 | 2966636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-DNA3, Class M2<br>6.439% (LIBOR 1 Month + 2.05%), 07/25/2049<sup>(a) (d)</sup> |  | 725 | 710588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-DNA4, Class M2<br>6.339% (LIBOR 1 Month + 1.95%), 10/25/2049<sup>(a) (d)</sup> |  | 473 | 472855 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-DNA1, Class M2<br>6.089% (LIBOR 1 Month + 1.70%), 01/25/2050<sup>(a) (d)</sup> |  | 366 | 364561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-HQA2, Class M2<br>7.489% (LIBOR 1 Month + 3.10%), 03/25/2050<sup>(a) (d)</sup> |  | 1809 | 1827786 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA5, Class M2<br>5.578% (SOFR + 1.65%), 01/25/2034<sup>(a) (d)</sup> |  | 3286 | 3235587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M1<br>4.728% (SOFR + 0.80%), 10/25/2041<sup>(a) (d)</sup> |  | 730 | 717381 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M2<br>5.428% (SOFR + 1.50%), 10/25/2041<sup>(a) (d)</sup> |  | 11395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10825045 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M1<br>4.778% (SOFR + 0.85%), 11/25/2041<sup>(a) (d)</sup> | U.S.$| 883 | $867331 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2<br>5.728% (SOFR + 1.80%), 11/25/2041<sup>(a) (d)</sup> |  | 13277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12469616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M1<br>4.878% (SOFR + 0.95%), 12/25/2041<sup>(a) (d)</sup> |  | 6763 | 6415539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2<br>6.278% (SOFR + 2.35%), 12/25/2041<sup>(a) (d)</sup> |  | 6919 | 6106035 |
|  Federal National Mortgage Association Connecticut Avenue Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-C01, Class M2<br>9.639% (LIBOR 1 Month + 5.25%), 10/25/2023<sup>(d)</sup> |  | 100 | 102097 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C01, Class M2<br>8.789% (LIBOR 1 Month + 4.40%), 01/25/2024<sup>(d)</sup> |  | 411 | 422151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C04, Class 1M2<br>9.289% (LIBOR 1 Month + 4.90%), 11/25/2024<sup>(d)</sup> |  | 1378 | 1413947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C04, Class 2M2<br>9.389% (LIBOR 1 Month + 5.00%), 11/25/2024<sup>(d)</sup> |  | 457 | 461986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C01, Class 1M2<br>8.689% (LIBOR 1 Month + 4.30%), 02/25/2025<sup>(d)</sup> |  | 1703 | 1732810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C02, Class 1M2<br>8.389% (LIBOR 1 Month + 4.00%), 05/25/2025<sup>(d)</sup> |  | 1527 | 1534722 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C03, Class 1M2<br>9.389% (LIBOR 1 Month + 5.00%), 07/25/2025<sup>(d)</sup> |  | 350 | 355011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 1M2<br>10.089% (LIBOR 1 Month + 5.70%), 04/25/2028<sup>(d)</sup> |  | 1026 | 1081921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C04, Class 2M2<br>9.939% (LIBOR 1 Month + 5.55%), 04/25/2028<sup>(d)</sup> |  | 68 | 69936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C01, Class 2M2<br>11.339% (LIBOR 1 Month + 6.95%), 08/25/2028<sup>(d)</sup> |  | 762 | 809650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>10.389% (LIBOR 1 Month + 6.00%), 09/25/2028<sup>(d)</sup> |  | 2117 | 2188866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C01, Class 1B1<br>7.939% (LIBOR 1 Month + 3.55%), 07/25/2030<sup>(d)</sup> |  | 1487 | 1513050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R02, Class 2M2<br>5.928% (SOFR + 2.00%), 11/25/2041<sup>(a) (d)</sup> |  | 7361 | 6845844 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  JPMorgan Madison Avenue Securities Trust <br>Series 2015-CH1, Class M2 <br>9.889% (LIBOR 1 Month + 5.50%), 10/25/2025<sup>(d) (f)</sup> | U.S.$| 1549 | $1516609 |
|  PMT Credit Risk Transfer Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2R, Class A<br>7.137% (LIBOR 1 Month + 2.75%), 05/27/2023<sup>(a) (d)</sup> |  | 4848 | 4639099 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3R, Class A<br>8.087% (LIBOR 1 Month + 3.70%), 11/27/2031<sup>(a) (d)</sup> |  | 349 | 334215 |
|  Radnor Re Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1, Class M1B<br>6.339% (LIBOR 1 Month + 1.95%), 02/25/2029<sup>(a) (d)</sup> |  | 4623 | 4570181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2, Class M1B<br>6.139% (LIBOR 1 Month + 1.75%), 06/25/2029<sup>(a) (d)</sup> |  | 1662 | 1660172 |
|  Traingle Re Ltd. <br>Series 2021-3, Class M1A <br>5.828% (SOFR + 1.90%), 02/25/2034<sup>(a) (d)</sup> |  | 8582 | 8364993 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145539512 |
|  **Non-Agency Fixed Rate – 0.1%** |  |  |  |
|  Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-24CB, Class A15<br>5.75%, 08/25/2036 |  | 1307 | 736767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A6<br>6.25%, 09/25/2036 |  | 114 | 63292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A8<br>6.25%, 09/25/2036 |  | 425 | 236435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A11<br>5.50%, 02/25/2036 |  | 662 | 472495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-15CB, Class A19<br>5.75%, 07/25/2037 |  | 260 | 161756 |
|  CHL Mortgage Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class A30<br>5.75%, 04/25/2037 |  | 777 | 405442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HY4, Class 1A1<br>3.632%, 09/25/2047 |  | 239 | 206497 |
|  Citigroup Mortgage Loan Trust <br>Series 2007-AR4, Class 1A1A <br>3.463%, 03/25/2037 |  | 121 | 104866 |
|  CSMC Mortgage-Backed Trust <br>Series 2006-7, Class 3A12 <br>6.25%, 08/25/2036 |  | 491 | 209024 |
|  Residential Accredit Loans, Inc. Trust <br>Series 2005-QS14, Class 3A1 <br>6.00%, 09/25/2035 |  | 530 | 455352 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Wells Fargo Mortgage Backed Securities Trust <br>Series 2007-AR7, Class A1 <br>4.332%, 12/28/2037 | U.S.$| 809 | $700227 |
|  |  |  | 3752153 |
|  **Non-Agency Floating Rate – 0.0%** |  |  |  |
|  First Horizon Alternative Mortgage Securities Trust <br>Series 2007-FA2, Class 1A10 <br>4.639% (LIBOR 1 MONTH + 0.25%), 04/25/2037<sup>(d)</sup> |  | 530 | 135763 |
|  Total Collateralized Mortgage Obligations <br>(cost $154,929,469) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149427428 |
|  **CORPORATES - NON-INVESTMENT GRADE – 2.6%** |  |  |  |
|  **Industrial – 1.6%** |  |  |  |
|  **Basic – 0.3%** |  |  |  |
|  INEOS Quattro Finance 2 PLC <br>2.50%, 01/15/2026<sup>(a)</sup> | EUR | 5045 | 4584466 |
|  Rimini Bidco SpA <br>7.296% (EURIBOR 3 Month + 5.25%), 12/14/2026<sup>(d) (g)</sup> |  | 9315 | 8917628 |
|  |  |  | 13502094 |
|  **Capital Goods – 0.0%** |  |  |  |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC <br>3.00%, 09/01/2029<sup>(a)</sup> |  | 100 | 77811 |
|  **Communications - Media – 0.2%** |  |  |  |
|  CCO Holdings LLC/CCO Holdings Capital Corp. <br>4.75%, 02/01/2032<sup>(a)</sup> | U.S.$| 141 | 114310 |
|  DISH DBS Corp.<br>5.25%, 12/01/2026<sup>(a)</sup> |  | 7940 | 6697623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(a)</sup> |  | 6707 | 5357352 |
|  Virgin Media Finance PLC <br>5.00%, 07/15/2030<sup>(a)</sup> |  | 200 | 160684 |
|  VZ Secured Financing BV <br>3.50%, 01/15/2032<sup>(a)</sup> | EUR | 105 | 87741 |
|  |  |  | 12417710 |
|  **Communications - Telecommunications – 0.0%** |  |  |  |
|  Telefonica Europe BV <br>4.375%, 12/14/2024<sup>(a) (c)</sup> |  | 100 | 101961 |
|  **Consumer Cyclical - Automotive – 0.2%** |  |  |  |
|  Faurecia SE <br>2.75%, 02/15/2027<sup>(a)</sup> |  | 105 | 94577 |
|  Ford Motor Co. <br>6.10%, 08/19/2032 | U.S.$| 90 | 83381 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Jaguar Land Rover Automotive PLC <br>4.50%, 10/01/2027<sup>(a)</sup> | U.S.$| 200 | $152441 |
|  ZF Finance GmbH<br>2.00%, 05/06/2027<sup>(a)</sup> | EUR | 13000 | 11359550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/03/2028<sup>(a)</sup> |  | 200 | 166828 |
|  |  |  | 11856777 |
|  **Consumer Cyclical - Entertainment – 0.3%** |  |  |  |
|  Carnival Corp. <br>4.00%, 08/01/2028<sup>(a)</sup> | U.S.$| 5542 | 4498220 |
|  Carnival PLC <br>1.00%, 10/28/2029 | EUR | 9042 | 3955901 |
|  Royal Caribbean Cruises Ltd. <br>8.25%, 01/15/2029<sup>(a)</sup> | U.S.$| 7127 | 7144818 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15598939 |
|  **Consumer Cyclical - Other – 0.2%** |  |  |  |
|  Allwyn Entertainment Financing UK PLC <br>5.887% (EURIBOR 3 Month + 4.12%), 02/15/2028<sup>(d)</sup> | EUR | 4602 | 4790740 |
|  Castle UK Finco PLC <br>5.571% (EURIBOR 3 Month + 5.25%), 05/15/2028<sup>(d)</sup> |  | 130 | 102940 |
|  NAC Aviation 29 DAC <br>4.75%, 06/30/2026 | U.S.$| 4914 | 4004595 |
|  |  |  | 8898275 |
|  **Consumer Cyclical - Restaurants – 0.1%** |  |  |  |
|  Stonegate Pub Co. Financing 2019 PLC <br>8.25%, 07/31/2025<sup>(a)</sup> | GBP | 5175 | 5655176 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |  |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>3.50%, 02/15/2023<sup>(a)</sup> | U.S.$| 3143 | 3124583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/15/2028<sup>(a)</sup> |  | 140 | 133190 |
|  Cheplapharm Arzneimittel GmbH <br>4.375%, 01/15/2028<sup>(a)</sup> | EUR | 100 | 93828 |
|  Grifols Escrow Issuer SA <br>3.875%, 10/15/2028<sup>(a)</sup> |  | 100 | 89689 |
|  Grifols SA <br>1.625%, 02/15/2025<sup>(a)</sup> |  | 2746 | 2771072 |
|  |  |  | 6212362 |
|  **Services – 0.1%** |  |  |  |
|  Verisure Holding AB <br>3.25%, 02/15/2027<sup>(a)</sup> |  | 8815 | 8188576 |
|  **Technology – 0.1%** |  |  |  |
|  Cedacri Mergeco SpA <br>6.387% (EURIBOR 3 Month + 4.62%), 05/15/2028<sup>(a) (d) (g)</sup> |  | 2835 | 2825593 |
|  |  |  | 85335274 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Financial Institutions – 0.9%** |  |  |  |
|  **Banking – 0.5%** |  |  |  |
|  Ally Financial, Inc. <br>Series C <br>4.70%, 05/15/2028<sup>(c)</sup> | U.S.$| 100 | $62625 |
|  Credit Suisse Group AG <br>6.25%, 12/18/2024<sup>(a) (c)</sup> |  | 11289 | 8867461 |
|  Societe Generale SA <br>7.875%, 12/18/2023<sup>(a) (c)</sup> |  | 15565 | 15378998 |
|  |  |  | 24309084 |
|  **Finance – 0.1%** |  |  |  |
|  Aircastle Ltd. <br>5.25%, 06/15/2026<sup>(a) (c)</sup> |  | 195 | 146122 |
|  doValue SpA <br>5.00%, 08/04/2025<sup>(a)</sup> | EUR | 105 | 108102 |
|  SLM Corp. <br>4.20%, 10/29/2025 | U.S.$| 6276 | 5715499 |
|  |  |  | 5969723 |
|  **Other Finance – 0.1%** |  |  |  |
|  Motion Finco SARL <br>7.00%, 05/15/2025<sup>(a)</sup> | EUR | 5545 | 5908278 |
|  **REITs – 0.2%** |  |  |  |
|  Neinor Homes SA <br>4.50%, 10/15/2026<sup>(a)</sup> |  | 100 | 90960 |
|  Via Celere Desarrollos Inmobiliarios SA <br>5.25%, 04/01/2026<sup>(a)</sup> |  | 100 | 95805 |
|  Vivion Investments SARL<br>3.00%, 08/08/2024<sup>(a)</sup> |  | 8100 | 6763618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2025<sup>(a)</sup> |  | 3300 | 2584209 |
|  |  |  | 9534592 |
|  |  |  | 45721677 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  EDP - Energias de Portugal SA <br>Series NC5. <br>1.50%, 03/14/2082<sup>(a)</sup> |  | 6200 | 5411369 |
|  Vistra Corp. <br>7.00%, 12/15/2026<sup>(a) (c)</sup> | U.S.$| 100 | 91161 |
|  |  |  | 5502530 |
|  Total Corporates - Non-Investment Grade <br>(cost $166,705,894) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136559481 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 2.6%** |  |  |  |
|  **Chile – 0.0%** |  |  |  |
|  Chile Government International Bond<br>2.45%, 01/31/2031 |  | 250 | 207000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 01/27/2032 | U.S.$| 250 | $204422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/07/2041 |  | 825 | 591577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/22/2061 |  | 280 | 174002 |
|  |  |  | 1177001 |
|  **Colombia – 0.3%** |  |  |  |
|  Colombia Government International Bond <br>3.875%, 04/25/2027 |  | 14793 | 13057596 |
|  **France – 0.5%** |  |  |  |
|  Dexia Credit Local SA<br>Zero Coupon, 01/21/2028<sup>(a)</sup> | EUR | 22100 | 20090362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.01%, 01/22/2027<sup>(a)</sup> |  | 7200 | 6771291 |
|  |  |  | 26861653 |
|  **Germany – 1.1%** |  |  |  |
|  Kreditanstalt fuer Wiederaufbau<br>2.00%, 02/15/2027 | AUD | 6000 | 3729288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/11/2026 |  | 6008 | 3951632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/20/2026 |  | 37326 | 25378589 |
|  Landwirtschaftliche Rentenbank <br>Zero Coupon, 11/27/2029<sup>(a)</sup> | EUR | 24583 | 21359841 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54419350 |
|  **Hungary – 0.0%** |  |  |  |
|  Hungary Government International Bond<br>2.125%, 09/22/2031<sup>(a)</sup> | U.S.$| 673 | 494571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 09/21/2051<sup>(a)</sup> |  | 200 | 119225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/16/2029<sup>(a)</sup> |  | 310 | 294752 |
|  |  |  | 908548 |
|  **Indonesia – 0.4%** |  |  |  |
|  Indonesia Government International Bond<br>1.00%, 07/28/2029 | EUR | 5330 | 4579732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/28/2031 | U.S.$| 1030 | 855013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/2061 |  | 640 | 438470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 07/30/2025<sup>(a)</sup> | EUR | 10564 | 11197272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/31/2032 | U.S.$| 200 | 181522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/2025<sup>(a)</sup> |  | 590 | 582690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/31/2052 |  | 200 | 168522 |
|  |  |  | 18003221 |
|  **Mexico – 0.0%** |  |  |  |
|  Mexico Government International Bond<br>2.659%, 05/24/2031 |  | 400 | 323200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 08/14/2041 |  | 500 | 384313 |
|  |  |  | 707513 |
|  **Panama – 0.2%** |  |  |  |
|  Panama Bonos del Tesoro <br>Series DOM <br>3.362%, 06/30/2031 |  | 500 | 409063 |
|  Panama Government International Bond<br>2.252%, 09/29/2032 |  | 408 | 302124 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 07/23/2060 | U.S.$| 400 | $257700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/17/2028 |  | 920 | 868135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 02/14/2035 |  | 10416 | 10564428 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12401450 |
|  **Peru – 0.0%** |  |  |  |
|  Peruvian Government International Bond<br>1.862%, 12/01/2032 |  | 150 | 109481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.392%, 01/23/2026 |  | 380 | 349434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 12/01/2060 |  | 105 | 61412 |
|  |  |  | 520327 |
|  **Philippines – 0.0%** |  |  |  |
|  Philippine Government International Bond<br>1.95%, 01/06/2032 |  | 1660 | 1344783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.229%, 03/29/2027 |  | 205 | 193491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.556%, 09/29/2032 |  | 205 | 186316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/29/2047 |  | 205 | 173904 |
|  |  |  | 1898494 |
|  **Poland – 0.0%** |  |  |  |
|  Republic of Poland Government International Bond <br>5.50%, 11/16/2027 |  | 343 | 350693 |
|  **Qatar – 0.0%** |  |  |  |
|  Qatar Government International Bond<br>3.75%, 04/16/2030<sup>(a)</sup> |  | 1110 | 1071011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/16/2050<sup>(a)</sup> |  | 490 | 445992 |
|  |  |  | 1517003 |
|  **Romania – 0.0%** |  |  |  |
|  Romanian Government International Bond<br>2.875%, 04/13/2042<sup>(a)</sup> | EUR | 300 | 179193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/14/2031<sup>(a)</sup> | U.S.$| 250 | 195906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/27/2032<sup>(a)</sup> |  | 256 | 203008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/25/2027<sup>(a)</sup> |  | 694 | 663985 |
|  |  |  | 1242092 |
|  **Saudi Arabia – 0.1%** |  |  |  |
|  Saudi Arabia <br>5.268%, 10/25/2028<sup>(a)</sup> |  | 405 | 420533 |
|  Saudi Government International Bond<br>3.45%, 02/02/2061<sup>(a)</sup> |  | 335 | 238332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/04/2028<sup>(a)</sup> |  | 370 | 352869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/21/2055<sup>(a)</sup> |  | 970 | 759813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/17/2049<sup>(a)</sup> |  | 407 | 382402 |
|  |  |  | 2153949 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Uruguay – 0.0%** |  |  |  |
|  Uruguay Government International Bond<br>4.375%, 10/27/2027 | U.S.$| 260 | $262080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/23/2031 |  | 430 | 428065 |
|  |  |  | 690145 |
|  Total Governments - Sovereign Bonds <br>(cost $145,089,464) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135909035 |
|  **COVERED BONDS – 2.0%** |  |  |  |
|  Bank of Montreal <br>0.125%, 01/26/2027<sup>(a)</sup> | EUR | 17195 | 16108154 |
|  Bank of Nova Scotia (The)<br>0.01%, 01/14/2027<sup>(a)</sup> |  | 17880 | 16680394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.01%, 12/15/2027<sup>(a)</sup> |  | 400 | 361625 |
|  BPCE SFH SA<br>0.125%, 03/31/2025<sup>(a)</sup> |  | 300 | 298925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 06/27/2024<sup>(a)</sup> |  | 200 | 209330 |
|  Cie de Financement Foncier SA <br>0.01%, 07/15/2026<sup>(a)</sup> |  | 6800 | 6482239 |
|  Commonwealth Bank of Australia <br>0.125%, 10/15/2029<sup>(a)</sup> |  | 17890 | 15239525 |
|  DNB Boligkreditt AS<br>0.375%, 11/20/2024<sup>(a)</sup> |  | 350 | 354543 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 06/19/2025<sup>(a)</sup> |  | 4751 | 4763249 |
|  National Australia Bank Ltd. <br>0.01%, 01/06/2029<sup>(a)</sup> |  | 17865 | 15531976 |
|  National Westminster Bank PLC <br>0.50%, 05/15/2024<sup>(a)</sup> |  | 310 | 319308 |
|  Nationwide Building Society <br>0.625%, 03/25/2027<sup>(a)</sup> |  | 4570 | 4358286 |
|  Nordea Kiinnitysluottopankki Oyj <br>Series FI43 <br>1.00%, 11/05/2024<sup>(a)</sup> |  | 430 | 441453 |
|  Royal Bank of Canada<br>0.01%, 01/21/2027<sup>(a)</sup> |  | 3100 | 2893669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 04/26/2027<sup>(a)</sup> |  | 20240 | 18824286 |
|  Skandinaviska Enskilda Banken AB <br>0.375%, 02/09/2026<sup>(a)</sup> |  | 320 | 313027 |
|  Societe Generale SFH SA <br>0.01%, 12/02/2026<sup>(a)</sup> |  | 600 | 565608 |
|  Stadshypotek AB <br>0.375%, 03/13/2026<sup>(a)</sup> |  | 320 | 312296 |
|  Total Covered Bonds <br>(cost $116,914,364) |  |  | 104057893 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.9%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 1.5%** |  |  |  |
|  Ashford Hospitality Trust <br>Series 2018-KEYS, Class A <br>5.318% (LIBOR 1 Month + 1.00%), 06/15/2035<sup>(a) (d)</sup> | U.S.$| 14000 | 13477372 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  BAMLL Commercial Mortgage Securities Trust <br>Series 2017-SCH, Class AF <br>5.318% (LIBOR 1 Month + 1.00%), 11/15/2033<sup>(a) (d)</sup> | U.S.$| 6275 | $5910702 |
|  BHMS <br>Series 2018-ATLS, Class A <br>5.568% (LIBOR 1 Month + 1.25%), 07/15/2035<sup>(a) (d)</sup> |  | 13884 | 13329488 |
|  BHP Trust <br>Series 2019-BXHP, Class C <br>5.84% (LIBOR 1 Month + 1.52%), 08/15/2036<sup>(a) (d)</sup> |  | 5180 | 4958107 |
|  DBWF Mortgage Trust <br>Series 2018-GLKS, Class A <br>5.469% (LIBOR 1 Month + 1.03%), 12/19/2030<sup>(a) (d)</sup> |  | 18535 | 17976830 |
|  GS Mortgage Securities Corp. Trust <br>Series 2019-SMP, Class D <br>6.268% (LIBOR 1 Month + 1.95%), 08/15/2032<sup>(a) (d)</sup> |  | 5035 | 4753865 |
|  Natixis Commercial Mortgage Securities Trust<br>Series 2019-MILE, Class A<br>5.818% (LIBOR 1 MONTH + 1.5%), 07/15/2036<sup>(a) (d)</sup> |  | 12593 | 12043578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-JERI, Class A<br>5.737% (SOFR + 1.40%), 01/15/2039<sup>(a) (d)</sup> |  | 8113 | 7744595 |
|  |  |  | 80194537 |
|  **Non-Agency Fixed Rate CMBS – 0.4%** |  |  |  |
|  225 Liberty Street Trust <br>Series 2016-225L, Class E <br>4.649%, 02/10/2036<sup>(a)</sup> |  | 9098 | 7372069 |
|  Commercial Mortgage Trust<br>Series 2012-CR3, Class D<br>4.727%, 10/15/2045<sup>(a)</sup> |  | 2322 | 1692032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-SFS, Class A1<br>1.873%, 04/12/2035<sup>(a)</sup> |  | 180 | 178784 |
|  GS Mortgage Securities Trust<br>Series 2011-GC5, Class D<br>5.154%, 08/10/2044<sup>(a)</sup> |  | 205 | 84734 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-G1, Class A2<br>3.557%, 04/10/2031<sup>(a)</sup> |  | 2526 | 2510475 |
|  JPMBB Commercial Mortgage Securities Trust <br>Series 2014-C21, Class B <br>4.341%, 08/15/2047 |  | 6329 | 5908805 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17746899 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $103,048,000) |  |  | 97941436 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **COLLATERALIZED LOAN OBLIGATIONS – 1.8%** |  |  |  |
|  **CLO - Floating Rate – 1.8%** |  |  |  |
|  AGL CLO 16 Ltd. <br>Series 2021-16A, Class A <br>5.373% (LIBOR 3 Month + 1.13%), 01/20/2035<sup>(a) (d)</sup> | U.S.$| 700 | $678098 |
|  Balboa Bay Loan Funding Ltd.<br>Series 2021-1A, Class B<br>5.893% (LIBOR 3 Month + 1.65%), 07/20/2034<sup>(a) (d)</sup> |  | 1600 | 1514450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class A<br>5.393% (SOFR + 1.43%), 04/20/2034<sup>(a) (d)</sup> |  | 4500 | 4410013 |
|  Crown Point CLO 11 Ltd. <br>Series 2021-11A, Class D <br>7.679% (LIBOR 3 Month + 3.60%), 01/17/2034<sup>(a) (d)</sup> |  | 500 | 472948 |
|  Invco 2021-1a A1 <br>Series 2021-1A, Class A1 <br>5.079% (LIBOR 3 Month + 1.00%), 04/15/2034<sup>(a) (d)</sup> |  | 5500 | 5345378 |
|  Kings Park CLO Ltd. <br>Series 2021-1A, Class A <br>5.408% (LIBOR 3 Month + 1.13%), 01/21/2035<sup>(a) (d)</sup> |  | 700 | 679632 |
|  Marble Point CLO XI Ltd. <br>Series 2017-2A, Class A <br>5.374% (LIBOR 3 Month + 1.18%), 12/18/2030<sup>(a) (d)</sup> |  | 17519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17227976 |
|  Neuberger Berman Loan Advisers Euro CLO 3 DAC <br>Series 2022-3A, Class D <br>4.743% (EURIBOR 3 Month + 3.20%), 10/25/2034<sup>(a) (d)</sup> | EUR | 437 | 388312 |
|  New Mountain CLO 3 Ltd. <br>Series CLO-3A, Class B1 <br>5.943% (LIBOR 3 Month + 1.70%), 10/20/2034<sup>(a) (d)</sup> | U.S.$| 5734 | 5379683 |
|  OCP CLO Ltd. <br>Series 2020-18A, Class AR <br>5.333% (LIBOR 3 Month + 1.09%), 07/20/2032<sup>(a) (d)</sup> |  | 3453 | 3376528 |
|  Octagon Loan Funding Ltd. <br>Series 2014-1A, Class ARR <br>5.854% (LIBOR 3 Month + 1.18%), 11/18/2031<sup>(a) (d)</sup> |  | 8984 | 8837544 |
|  OZLM XVIII Ltd. <br>Series 2018-18A, Class A <br>5.099% (LIBOR 3 Month + 1.02%), 04/15/2031<sup>(a) (d)</sup> |  | 17040 | 16663893 |
|  Peace Park CLO Ltd. <br>Series 2021-1A, Class A <br>5.373% (LIBOR 3 Month + 1.13%), 10/20/2034<sup>(a) (d)</sup> |  | 4620 | 4498388 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Pikes Peak CLO 8 <br>Series 2021-8A, Class A <br>5.413% (LIBOR 3 Month + 1.17%), 07/20/2034<sup>(a) (d)</sup> | U.S.$| 14279 | $13950122 |
|  Regatta XXIV Funding Ltd. <br>Series 2021-5A, Class A1 <br>5.393% (LIBOR 3 Month + 1.15%), 01/20/2035<sup>(a) (d)</sup> |  | 450 | 437388 |
|  Rockford Tower CLO Ltd. <br>Series 2018-2A, Class A <br>5.403% (LIBOR 3 Month + 1.16%), 10/20/2031<sup>(a) (d)</sup> |  | 8500 | 8342240 |
|  TIAA CLO IV Ltd. <br>Series 2018-1A, Class A1A <br>5.473% (LIBOR 3 Month + 1.23%), 01/20/2032<sup>(a) (d)</sup> |  | 4510 | 4452245 |
|  Total Collateralized Loan Obligations <br>(cost $98,789,146) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96654838 |
|  **SUPRANATIONALS – 1.6%** |  |  |  |
|  **Supranational – 1.6%** |  |  |  |
|  European Investment Bank<br>0.50%, 06/21/2023 | AUD | 3200 | 2149443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 07/15/2027 |  | 15292 | 8859585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 01/19/2027 |  | 19295 | 11893090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/17/2026<sup>(a)</sup> |  | 9991 | 6536654 |
|  Inter-American Development Bank<br>2.50%, 04/14/2027<sup>(a)</sup> |  | 2505 | 1574950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 01/29/2026 |  | 2485 | 1616559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/11/2026 |  | 12339 | 8387881 |
|  International Bank for Reconstruction & Development<br>Zero Coupon, 01/15/2027 | EUR | 14647 | 13858122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/19/2026 | AUD | 6993 | 4548418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GDIF<br>0.01%, 04/24/2028 | EUR | 7398 | 6737552 |
|  International Finance Corp. <br>4.45%, 05/14/2027 | AUD | 18234 | 12451279 |
|  Nordic Investment Bank <br>4.75%, 02/28/2024 |  | 6590 | 4523257 |
|  Total Supranationals <br>(cost $89,267,687) |  |  | 83136790 |
|  **LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.9%** |  |  |  |
|  **Canada – 0.9%** |  |  |  |
|  Province of Ontario Canada <br>2.70%, 06/02/2029 | CAD | 28190 | 19428366 |
|  Province of Quebec Canada<br>0.875%, 05/04/2027<sup>(a)</sup> | EUR | 19183 | 18543262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/20/2032 | CAD | 10105 | 7269714 |
|  Total Local Governments - Provincial Bonds <br>(cost $49,665,859) |  |  | 45241342 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - TREASURIES – 0.8%** |  |  |  |
|  **Brazil – 0.8%** |  |  |  |
|  Brazil Notas do Tesouro Nacional <br>Series NTNF <br>10.00%, 01/01/2029 <br>(cost $38,580,135) | BRL | 237175 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40160649 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.6%** |  |  |  |
|  **Industrial – 0.5%** |  |  |  |
|  **Basic – 0.2%** |  |  |  |
|  Braskem Idesa SAPI <br>6.99%, 02/20/2032<sup>(a)</sup> | U.S.$| 4523 | 3222638 |
|  Cia de Minas Buenaventura SAA <br>5.50%, 07/23/2026<sup>(a)</sup> |  | 4883 | 4177406 |
|  Volcan Cia Minera SAA <br>4.375%, 02/11/2026<sup>(a)</sup> |  | 927 | 797104 |
|  |  |  | 8197148 |
|  **Capital Goods – 0.0%** |  |  |  |
|  Cemex SAB de CV <br>5.45%, 11/19/2029<sup>(a)</sup> |  | 227 | 217111 |
|  Odebrecht Holdco Finance Ltd. <br>Zero Coupon, 09/10/2058<sup>(a)</sup> |  | 9813 | 11776 |
|  |  |  | 228887 |
|  **Communications - Media – 0.0%** |  |  |  |
|  Globo Comunicacao e Participacoes SA <br>4.875%, 01/22/2030<sup>(a)</sup> |  | 879 | 733031 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Studio City Finance Ltd. <br>6.50%, 01/15/2028<sup>(a)</sup> |  | 3465 | 2657872 |
|  Wynn Macau Ltd. <br>5.625%, 08/26/2028<sup>(a)</sup> |  | 3203 | 2706182 |
|  |  |  | 5364054 |
|  **Consumer Non - Cyclical – 0.1%** |  |  |  |
|  Natura & Co., Luxembourg Holdings SARL <br>6.00%, 04/19/2029<sup>(a)</sup> |  | 6337 | 5530221 |
|  Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018<sup>(e) (f) (h) (i) (j)</sup> |  | 4300 | 430 |
|  |  |  | 5530651 |
|  **Energy – 0.1%** |  |  |  |
|  Acu Petroleo Luxembourg SARL <br>7.50%, 01/13/2032<sup>(a)</sup> |  | 3453 | 3135324 |
|  Greenko Dutch BV <br>3.85%, 03/29/2026<sup>(a)</sup> |  | 382 | 331385 |
|  Greenko Solar Mauritius Ltd. <br>5.95%, 07/29/2026<sup>(a)</sup> |  | 215 | 194844 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Leviathan Bond Ltd. <br>6.125%, 06/30/2025<sup>(a)</sup> | U.S.$| 3835 | $3739414 |
|  |  |  | 7400967 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27454738 |
|  **Utility – 0.1%** |  |  |  |
|  **Electric – 0.1%** |  |  |  |
|  Adani Green Energy Ltd. <br>4.375%, 09/08/2024<sup>(a)</sup> |  | 3315 | 2994481 |
|  JSW Hydro Energy Ltd. <br>4.125%, 05/18/2031<sup>(a)</sup> |  | 1071 | 891014 |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(f)</sup> |  | 1155 | 1075474 |
|  |  |  | 4960969 |
|  **Financial Institutions – 0.0%** |  |  |  |
|  **Other Finance – 0.0%** |  |  |  |
|  OEC Finance Ltd.<br>4.375%, 10/25/2029<sup>(a) (k)</sup> |  | 5149 | 109944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/27/2033<sup>(a) (k)</sup> |  | 1687 | 33699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 12/26/2046<sup>(a) (k)</sup> |  | 2425 | 66829 |
|  |  |  | 210472 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $53,874,401) |  |  | 32626179 |
|  **ASSET-BACKED SECURITIES – 0.6%** |  |  |  |
|  **Other ABS - Fixed Rate – 0.5%** |  |  |  |
|  CNH Equipment Trust <br>Series 2022-C, Class A2 <br>5.42%, 07/15/2026 |  | 6259 | 6282596 |
|  Hpefs Equipment Trust <br>Series 2022-3A, Class A2 <br>5.26%, 08/20/2029<sup>(a)</sup> |  | 5685 | 5676571 |
|  Marlette Funding Trust <br>Series 2022-2A, Class A <br>4.25%, 08/15/2032<sup>(a)</sup> |  | 4773 | 4724296 |
|  Nelnet Student Loan Trust <br>Series 2021-CA, Class B <br>2.53%, 04/20/2062<sup>(a)</sup> |  | 8191 | 6377121 |
|  SBA Tower Trust <br>Series 2014-2A, Class C <br>3.869%, 10/15/2049<sup>(a)</sup> |  | 3008 | 2874114 |
|  |  |  | 25934698 |
|  **Autos - Fixed Rate – 0.1%** |  |  |  |
|  Santander Bank Auto Credit-Linked Notes <br>Series 2022-B, Class B <br>5.721%, 08/16/2032<sup>(a)</sup> |  | 5098 | 5074849 |
|  Total Asset-Backed Securities <br>(cost $32,997,258) |  |  | 31009547 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **LOCAL GOVERNMENTS - REGIONAL BONDS – 0.6%** |  |  |  |
|  **Australia – 0.1%** |  |  |  |
|  Queensland Treasury Corp. <br>Series 24 <br>5.75%, 07/22/2024<sup>(a)</sup> | AUD | 3061 | $2143184 |
|  **Japan – 0.5%** |  |  |  |
|  Japan Finance Organization for Municipalities <br>Series G <br>0.05%, 02/12/2027<sup>(a)</sup> | EUR | 29930 | 27888675 |
|  Total Local Governments - Regional Bonds <br>(cost $35,725,540) |  |  | 30031859 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.4%** |  |  |  |
|  **Japan – 0.2%** |  |  |  |
|  Development Bank of Japan, Inc.<br>0.01%, 10/15/2024<sup>(a)</sup> |  | 7071 | 7117399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>0.875%, 10/10/2025<sup>(a)</sup> |  | 5600 | 5588609 |
|  |  |  | 12706008 |
|  **Netherlands – 0.1%** |  |  |  |
|  BNG Bank NV <br>0.75%, 01/24/2029<sup>(a)</sup> |  | 4715 | 4383753 |
|  **Norway – 0.1%** |  |  |  |
|  Kommunalbanken AS <br>4.50%, 04/17/2023<sup>(a)</sup> | AUD | 5050 | 3448312 |
|  **South Korea – 0.0%** |  |  |  |
|  Korea Gas Corp. <br>1.125%, 07/13/2026<sup>(a)</sup> | U.S.$| 290 | 252264 |
|  Total Governments - Sovereign Agencies <br>(cost $23,607,628) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20790337 |
|  **QUASI-SOVEREIGNS – 0.4%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.4%** |  |  |  |
|  **Chile – 0.0%** |  |  |  |
|  Empresa de Transporte de Pasajeros Metro SA<br>3.65%, 05/07/2030<sup>(a)</sup> |  | 370 | 335267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/07/2050<sup>(a)</sup> |  | 370 | 309366 |
|  |  |  | 644633 |
|  **China – 0.0%** |  |  |  |
|  CNAC HK Finbridge Co., Ltd.<br>3.00%, 09/22/2030<sup>(a)</sup> |  | 800 | 650888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/14/2025<sup>(a)</sup> |  | 230 | 225315 |
|  |  |  | 876203 |
|  **Hong Kong – 0.0%** |  |  |  |
|  Airport Authority<br>2.10%, 03/08/2026<sup>(a) (c)</sup> |  | 250 | 226844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/12/2062<sup>(a)</sup> |  | 350 | 253599 |
|  |  |  | 480443 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **India – 0.0%** |  |  |  |
|  Indian Railway Finance Corp. Ltd. <br>3.249%, 02/13/2030<sup>(a)</sup> | U.S.$| 250 | $214578 |
|  **Indonesia – 0.1%** |  |  |  |
|  Pertamina Persero PT<br>1.40%, 02/09/2026<sup>(a)</sup> |  | 770 | 681535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/25/2060<sup>(a)</sup> |  | 410 | 288999 |
|  Perusahaan Perseroan Persero PT Perusahaan Listrik Negara <br>4.125%, 05/15/2027<sup>(a)</sup> |  | 460 | 437000 |
|  |  |  | 1407534 |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Fund of National Welfare Samruk-Kazyna JSC <br>2.00%, 10/28/2026<sup>(a)</sup> |  | 473 | 410416 |
|  KazMunayGas National Co. JSC <br>3.50%, 04/14/2033<sup>(a)</sup> |  | 240 | 176670 |
|  |  |  | 587086 |
|  **Malaysia – 0.0%** |  |  |  |
|  Petronas Capital Ltd. <br>2.48%, 01/28/2032<sup>(a)</sup> |  | 1000 | 826150 |
|  **Mexico – 0.2%** |  |  |  |
|  Comision Federal de Electricidad<br>3.348%, 02/09/2031<sup>(a)</sup> |  | 12652 | 9855117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.677%, 02/09/2051<sup>(a)</sup> |  | 430 | 279043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.688%, 05/15/2029<sup>(a)</sup> |  | 1808 | 1590814 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11724974 |
|  **Panama – 0.0%** |  |  |  |
|  Aeropuerto Internacional de Tocumen SA <br>5.125%, 08/11/2061<sup>(a)</sup> |  | 240 | 196395 |
|  Banco Nacional de Panama <br>2.50%, 08/11/2030<sup>(a)</sup> |  | 580 | 463021 |
|  |  |  | 659416 |
|  **Qatar – 0.0%** |  |  |  |
|  QatarEnergy Trading LLC <br>2.25%, 07/12/2031<sup>(a)</sup> |  | 540 | 445601 |
|  **United Arab Emirates – 0.1%** |  |  |  |
|  Abu Dhabi Crude Oil Pipeline LLC<br>3.65%, 11/02/2029<sup>(a)</sup> |  | 270 | 251741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/02/2047<sup>(a)</sup> |  | 250 | 229109 |
|  Abu Dhabi Ports Co. PJSC <br>2.50%, 05/06/2031<sup>(a)</sup> |  | 500 | 413063 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  DP World Crescent Ltd. <br>3.75%, 01/30/2030<sup>(a)</sup> | U.S.$| 200 | $183913 |
|  MDGH GMTN RSC Ltd.<br>3.70%, 11/07/2049<sup>(a)</sup> |  | 520 | 428610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>2.50%, 06/03/2031<sup>(a)</sup> |  | 690 | 586629 |
|  |  |  | 2093065 |
|  Total Quasi-Sovereigns <br>(cost $24,610,665) |  |  | 19959683 |
|  **BANK LOANS – 0.1%** |  |  |  |
|  **Industrial – 0.1%** |  |  |  |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  IRB Holding Corp. <br>6.821% (LIBOR 1 Month + 2.75%),<br>02/05/2025<sup>(l)</sup> |  | 1198 | 1186028 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |  |
|  LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) <br>8.165% (LIBOR 3 Month + 3.75%), 11/16/2025<sup>(l)</sup> |  | 5087 | 4784170 |
|  Total Bank Loans <br>(cost $6,241,256) |  |  | 5970198 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS – 0.1%** |  |  |  |
|  **Financials – 0.1%** |  |  |  |
|  **Banks – 0.0%** |  |  |  |
|  Nordic Aviation Capital DAC<sup>(e) (i) (j)</sup> |  | 86655 | 1733100 |
|  **Insurance – 0.1%** |  |  |  |
|  Mt Logan Re Ltd. (Special Investment)<sup>(e) (i) (j)</sup> |  | 2703 | 2293604 |
|  |  |  | 4026704 |
|  **Energy – 0.0%** |  |  |  |
|  **Oil, Gas & Consumable Fuels – 0.0%** |  |  |  |
|  Golden Energy Offshore Services AS*^* <sup>(i)</sup>  |  | 3089816 | 397392 |
|  SandRidge Energy, Inc.<sup>(i)</sup> |  | 4459 | 75937 |
|  |  |  | 473329 |
|  Total Common Stocks <br>(cost $10,091,974) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500033 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **QUASI-SOVEREIGN BONDS – 0.1%** |  |  |  |
|  **Mexico – 0.1%** |  |  |  |
|  Comision Federal de Electricidad <br>5.00%, 09/29/2036<sup>(a)</sup> | U.S.$| 3441 | 2787048 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | | **U.S. $ Value** |
|  **United Arab Emirates – 0.0%** |  |  |  |  |
|  DP World Ltd./United Arab Emirates <br>4.70%, 09/30/2049<sup>(a)</sup> | U.S.$| 440 |  | $368720 |
|  **Qatar – 0.0%** |  |  |  |  |
|  QatarEnergy Trading LLC <br>3.30%, 07/12/2051<sup>(a)</sup> |  | 500 |  | 366031 |
|  Total Quasi-Sovereign Bonds <br>(cost $4,492,360) |  |  |  | 3521799 |
|  | **Shares** | **Shares** |  |  |
|  **WARRANTS – 0.0%** |  |  |  |  |
|  Encore Automotive Acceptance, expiring<br>07/05/2031<sup>(e) (i) (j)</sup> |  | 27 |  | 0 |
|  Flexpath Capital, Inc., expiring<br>04/15/2031<sup>(e) (i) (j)</sup> |  | 42267 |  | 0 |
|  Total Warrants <br>(cost $0) |  |  |  | 0 |
|  **SHORT-TERM INVESTMENTS – 2.0%** |  |  |  |  |
|  **Investment Companies – 1.7%** |  |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.12%<sup>(m) (n) (o)</sup> <br>(cost $91,418,364) |  | 91418364 |  | 91418364 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |  |
|  **Time Deposits – 0.2%** |  |  |  |  |
|  ANZ, Hong Kong <br>1.56%, 01/03/2023 | AUD | 716 |  | 487496 |
|  ANZ, London <br>2.30%, 01/03/2023 | GBP | 250 |  | 301771 |
|  BBH, Grand Cayman <br>1.70%, 01/04/2023 | NZD | 0 | \*\* | 39 |
|  Citibank, London <br>1.10%, 01/02/2023 | EUR | 2272 |  | 2432032 |
|  Citibank, New York <br>3.69%, 01/03/2023 | U.S.$| 7297 |  | 7297068 |
|  Total Time Deposits <br>(cost $10,518,406) |  |  |  | 10518406 |
|  **Governments - Treasuries – 0.1%** |  |  |  |  |
|  **Japan – 0.1%** |  |  |  |  |
|  Japan Treasury Discount Bill <br>Series 1110 <br>Zero Coupon, 01/06/2023 <br>(cost $3,083,728) | JPY | 449400 |  | 3424970 |
|  Total Short-Term Investments <br>(cost $105,020,498) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105361740 |

---

------

---

| | |
|:---|:---|
| | **U.S. $ Value** |
|  **Total Investments – 102.7%** <br> (cost $5,929,492,815)<sup>(p)</sup> | $5367477933 |
|  Other assets less liabilities – (2.7)% | (143570767) |
|  **Net Assets – 100.0%** | $**5223907166** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration**<br> **Month** | **Current<br>Notional** | **Value and<br>Unrealized**<br> **Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| 5 Yr Canadian Bond Futures | 10 | March 2023 | $823264 | $(4646) |
| 10 Yr Canadian Bond Futures | 7 | March 2023 | 633567 | (12356) |
| Euro-Bund Futures | 384 | March 2023 | 54641248 | (463280) |
| Euro-BUXL 30Y Bond Futures | 6 | March 2023 | 868606 | (167525) |
| Japan 10 Yr Bond (OSE) Futures | 8 | March 2023 | 8866809 | (175861) |
| U.S. 10 Yr Ultra Futures | 1437 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169970156 | 449102 |
| U.S. Long Bond (CBT) Futures | 37 | March 2023 | 4637719 | (150969) |
| U.S. T-Note 2 Yr (CBT) Futures | 19 | March 2023 | 3896484 | 4602 |
| U.S. T-Note 5 Yr (CBT) Futures | 660 | March 2023 | 71233594 | (25781) |
| U.S. T-Note 10 Yr (CBT) Futures | 21 | March 2023 | 2358234 | (12703) |
| U.S. Ultra Bond (CBT) Futures | 18 | March 2023 | 2417625 | (48438) |
| **Sold Contracts** |  |  |  |  |
| Euro-BOBL Futures | 952 | March 2023 | 117957165 | 3840625 |
| Euro-BTP Futures | 380 | March 2023 | 44305496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608305 |
| Euro-BUXL 30Y Bond Futures | 225 | March 2023 | 32572722 | 6770168 |
| Euro-OAT Futures | 398 | March 2023 | 54234776 | 3709794 |
| Euro-Schatz Futures | 422 | March 2023 | 47621365 | 586756 |
| Long Gilt Futures | 1251 | March 2023 | 151088399 | 7309517 |
| U.S. T-Note 5 Yr (CBT) Futures | 51 | March 2023 | 5504414 | 1992 |
|  |  |  |  | $25219302 |

---

**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)** |
| Australia and New Zealand |  |  |  |  |  |  |
| Banking Group Ltd. | USD | 55649 | AUD | 82946 | 01/19/2023 | $861253 |
| Bank of America, NA | AUD | 338327 | USD | 220728 | 01/19/2023 | (9771025) |
| Bank of America, NA | CAD | 75655 | USD | 55472 | 01/19/2023 | (406936) |
| Bank of America, NA | CLP | 98879121 | USD | 105088 | 01/19/2023 | (11312585) |
| Bank of America, NA | MXN | 1029558 | USD | 52388 | 01/19/2023 | (291620) |
| Bank of America, NA | USD | 722 | CAD | 979 | 01/19/2023 | 1180 |
| Bank of America, NA | USD | 53360 | CLP | 49863155 | 01/19/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339113 |
| Bank of America, NA | USD | 53379 | MXN | 1041921 | 01/19/2023 | (66139) |
| Bank of America, NA | KRW | 353458562 | USD | 247304 | 01/30/2023 | (33524877) |
| Bank of America, NA | USD | 53141 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71472313 | 01/30/2023 | 3644915 |
| Bank of America, NA | NZD | 173720 | USD | 108881 | 02/02/2023 | (1464486) |
| Bank of America, NA | USD | 55067 | NZD | 86141 | 02/02/2023 | (351437) |
| Bank of America, NA | SEK | 581150 | USD | 55454 | 02/03/2023 | (342594) |
| Bank of America, NA | USD | 108538 | NOK | 1079576 | 02/03/2023 | 1801804 |
| Bank of America, NA | USD | 54874 | SEK | 565761 | 02/03/2023 | (555033) |
| Bank of America, NA | JPY | 4035755 | USD | 29802 | 02/09/2023 | (1101462) |
| Bank of America, NA | EUR | 7104 | USD | 7632 | 02/27/2023 | (1244) |
| Bank of America, NA | USD | 27625 | EUR | 25886 | 02/27/2023 | 188175 |
| Bank of America, NA | USD | 52786 | INR | 4386409 | 03/16/2023 | (9400) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Barclays Bank PLC | IDR | 404966875 | USD | 25975 | 01/26/2023 | $(131608) |
| Barclays Bank PLC | SGD | 72324 | USD | 53427 | 03/02/2023 | (619910) |
| BNP Paribas SA | CAD | 147579 | USD | 109681 | 01/19/2023 | 677683 |
| BNP Paribas SA | CAD | 75655 | USD | 55388 | 01/19/2023 | (491166) |
| BNP Paribas SA | CLP | 47993789 | USD | 53668 | 01/19/2023 | (2830119) |
| BNP Paribas SA | MXN | 1070188 | USD | 53737 | 01/19/2023 | (1021569) |
| BNP Paribas SA | USD | 55487 | CAD | 75149 | 01/19/2023 | 18197 |
| BNP Paribas SA | USD | 44911 | CAD | 59561 | 01/19/2023 | (918389) |
| BNP Paribas SA | USD | 54270 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48100832 | 01/19/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354273 |
| BNP Paribas SA | USD | 18988 | THB | 680171 | 01/19/2023 | 680687 |
| BNP Paribas SA | KRW | 74848870 | USD | 56129 | 01/30/2023 | (3339242) |
| BNP Paribas SA | NOK | 1085266 | USD | 109308 | 02/03/2023 | (1612883) |
| BNP Paribas SA | CNH | 1744855 | USD | 244090 | 02/16/2023 | (8904947) |
| Brown Brothers Harriman & Co. | GBP | 126 | USD | 151 | 01/18/2023 | (2066) |
| Brown Brothers Harriman & Co. | USD | 394 | GBP | 329 | 01/18/2023 | 3262 |
| Brown Brothers Harriman & Co. | AUD | 2853 | USD | 1910 | 01/19/2023 | (33960) |
| Brown Brothers Harriman & Co. | CAD | 3279 | USD | 2442 | 01/19/2023 | 20976 |
| Brown Brothers Harriman & Co. | CAD | 590 | USD | 434 | 01/19/2023 | (2034) |
| Brown Brothers Harriman & Co. | USD | 375 | AUD | 567 | 01/19/2023 | 11600 |
| Brown Brothers Harriman & Co. | USD | 181 | AUD | 262 | 01/19/2023 | (2044) |
| Brown Brothers Harriman & Co. | USD | 138 | CAD | 184 | 01/19/2023 | (1592) |
| Brown Brothers Harriman & Co. | EUR | 12789 | USD | 13500 | 01/26/2023 | (211117) |
| Citibank, NA | GBP | 198036 | USD | 235802 | 01/18/2023 | (3707735) |
| Citibank, NA | AUD | 334515 | USD | 212247 | 01/19/2023 | (15655422) |
| Citibank, NA | CAD | 71408 | USD | 53770 | 01/19/2023 | 1027631 |
| Citibank, NA | CAD | 432741 | USD | 317098 | 01/19/2023 | (2527374) |
| Citibank, NA | CLP | 46724875 | USD | 51499 | 01/19/2023 | (3505951) |
| Citibank, NA | USD | 107070 | CAD | 143012 | 01/19/2023 | (1440099) |
| Citibank, NA | USD | 54309 | MXN | 1050233 | 01/19/2023 | (571480) |
| Citibank, NA | KRW | 212092555 | USD | 158382 | 01/30/2023 | (10128945) |
| Citibank, NA | USD | 3731 | DKK | 26615 | 02/03/2023 | 109643 |
| Citibank, NA | JPY | 21071694 | USD | 152536 | 02/09/2023 | (8819415) |
| Citibank, NA | SGD | 74431 | USD | 55225 | 03/02/2023 | (395644) |
| Citibank, NA | INR | 8768972 | USD | 105475 | 03/16/2023 | (31092) |
| Citibank, NA | USD | 52889 | INR | 4386409 | 03/16/2023 | (112442) |
| Credit Suisse International | USD | 51279 | AUD | 76522 | 01/19/2023 | 855009 |
| Credit Suisse International | USD | 55756 | SEK | 574333 | 02/03/2023 | (614352) |
| Goldman Sachs Bank USA | AUD | 85952 | USD | 54969 | 01/19/2023 | (3588684) |
| Goldman Sachs Bank USA | CAD | 6456 | USD | 4786 | 01/19/2023 | 17639 |
| HSBC Bank USA | CAD | 3595 | USD | 2642 | 01/19/2023 | (13973) |
| HSBC Bank USA | KRW | 51879322 | USD | 38871 | 01/30/2023 | (2347454) |
| HSBC Bank USA | USD | 107269 | PLN | 486528 | 01/30/2023 | 3523911 |
| HSBC Bank USA | CNH | 68997 | USD | 9898 | 02/16/2023 | (106448) |
| HSBC Bank USA | USD | 110719 | CNH | 780682 | 02/16/2023 | 2475993 |
| HSBC Bank USA | USD | 162760 | SGD | 220166 | 03/02/2023 | 1766573 |
| JPMorgan Chase Bank, NA | BRL | 88941 | USD | 16694 | 01/04/2023 | (151665) |
| JPMorgan Chase Bank, NA | USD | 17046 | BRL | 88941 | 01/04/2023 | (200331) |
| JPMorgan Chase Bank, NA | GBP | 46115 | USD | 54891 | 01/18/2023 | (880964) |
| JPMorgan Chase Bank, NA | CAD | 6521 | USD | 4852 | 01/19/2023 | 35283 |
| JPMorgan Chase Bank, NA | CAD | 18203 | USD | 13415 | 01/19/2023 | (30572) |
| JPMorgan Chase Bank, NA | MXN | 1019845 | USD | 51208 | 01/19/2023 | (974887) |
| JPMorgan Chase Bank, NA | USD | 4872 | CAD | 6657 | 01/19/2023 | 45001 |
| JPMorgan Chase Bank, NA | USD | 51634 | CAD | 69593 | 01/19/2023 | (231799) |
| JPMorgan Chase Bank, NA | USD | 53136 | MXN | 1035336 | 01/19/2023 | (160150) |
| JPMorgan Chase Bank, NA | PLN | 241093 | USD | 53794 | 01/30/2023 | (1108266) |
| JPMorgan Chase Bank, NA | USD | 81465 | NZD | 132076 | 02/02/2023 | 2428174 |
| JPMorgan Chase Bank, NA | USD | 54994 | NZD | 85930 | 02/02/2023 | (412837) |
| JPMorgan Chase Bank, NA | EUR | 144672 | USD | 153023 | 02/27/2023 | (2422568) |
| JPMorgan Chase Bank, NA | USD | 5721 | EUR | 5399 | 02/27/2023 | 80448 |
| JPMorgan Chase Bank, NA | SGD | 73268 | USD | 54097 | 03/02/2023 | (654905) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Morgan Stanley Capital Services LLC | BRL | 323175 | USD | 61850 | 01/04/2023 | $639181 |
| Morgan Stanley Capital Services LLC | BRL | 126640 | USD | 23717 | 01/04/2023 | (269296) |
| Morgan Stanley Capital Services LLC | USD | 49659 | BRL | 269378 | 01/04/2023 | 1362383 |
| Morgan Stanley Capital Services LLC | USD | 34582 | BRL | 180437 | 01/04/2023 | (406420) |
| Morgan Stanley Capital Services LLC | EUR | 9312 | USD | 9389 | 01/12/2023 | (585317) |
| Morgan Stanley Capital Services LLC | GBP | 22499 | USD | 27970 | 01/18/2023 | 759769 |
| Morgan Stanley Capital Services LLC | GBP | 10113 | USD | 12169 | 01/18/2023 | (61974) |
| Morgan Stanley Capital Services LLC | AUD | 81444 | USD | 52695 | 01/19/2023 | (2791303) |
| Morgan Stanley Capital Services LLC | CAD | 81300 | USD | 60496 | 01/19/2023 | 446652 |
| Morgan Stanley Capital Services LLC | USD | 217726 | AUD | 336296 | 01/19/2023 | 11389337 |
| Morgan Stanley Capital Services LLC | USD | 25402 | CAD | 34378 | 01/19/2023 | (9567) |
| Morgan Stanley Capital Services LLC | PLN | 241093 | USD | 53911 | 01/30/2023 | (991313) |
| Morgan Stanley Capital Services LLC | USD | 55333 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75349627 | 01/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4533814 |
| Morgan Stanley Capital Services LLC | NZD | 227874 | USD | 140555 | 02/02/2023 | (4188701) |
| Morgan Stanley Capital Services LLC | USD | 10166 | BRL | 53797 | 02/02/2023 | (37194) |
| Morgan Stanley Capital Services LLC | JPY | 6780445 | USD | 50038 | 02/09/2023 | (1882836) |
| Morgan Stanley Capital Services LLC | USD | 1014 | EUR | 946 | 02/27/2023 | 2436 |
| Morgan Stanley Capital Services LLC | CHF | 51014 | USD | 55145 | 03/01/2023 | (369541) |
| Morgan Stanley Capital Services LLC | MYR | 120125 | USD | 27514 | 03/16/2023 | (65271) |
| Royal Bank of Scotland PLC | USD | 115568 | GBP | 94293 | 01/18/2023 | (1527277) |
| Royal Bank of Scotland PLC | USD | 54458 | CAD | 73740 | 01/19/2023 | 6275 |
| Royal Bank of Scotland PLC | USD | 54353 | JPY | 7342502 | 02/09/2023 | 1871735 |
| Standard Chartered Bank | THB | 675325 | USD | 18306 | 01/19/2023 | (1222532) |
| Standard Chartered Bank | USD | 177498 | CAD | 242027 | 01/19/2023 | 1265256 |
| Standard Chartered Bank | KRW | 157102603 | USD | 114998 | 01/30/2023 | (9822095) |
| Standard Chartered Bank | USD | 163339 | KRW | 219627446 | 01/30/2023 | 11158859 |
| Standard Chartered Bank | EUR | 353154 | USD | 372550 | 02/27/2023 | (6901484) |
| UBS AG | USD | 3116 | AUD | 4923 | 01/19/2023 | 237746 |
| UBS AG | USD | 105709 | CLP | 95286384 | 01/19/2023 | 6462305 |
| UBS AG | SEK | 565893 | USD | 54847 | 02/03/2023 | 515526 |
| UBS AG | EUR | 315472 | USD | 336843 | 02/09/2023 | (1722268) |
| UBS AG | EUR | 315472 | USD | 337260 | 02/27/2023 | (1702410) |
| UBS AG | USD | 55670 | CHF | 51536 | 03/01/2023 | 412623 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;(105641417) |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,<br>2022** | **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 Europe Series 38, 5 Year Index, 12/20/2027\* | 5.00% | Quarterly | 4.74% | EUR | 24830 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(306626) | $254898 | $(561524) |

---

**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)** |
| NZD | 43642 | 11/01/2024 | 3 Month<br>BKBM | 2.580% | Quarterly/<br>Semi-Annual | $(1428248) | $— | $(1428248) |
| NZD | 116738 | 11/02/2024 | 3 Month<br> BKBM | 2.503% | Quarterly/<br>Semi-Annual | (3945571) |  | (3945571) |
| GBP | 1290 | 01/14/2027 | 1.139% | 1 Day<br>SONIA | Annual/<br> Annual | 178531 |  | 178531 |
| USD | 600 | 01/30/2027 | 2.459% | 3 Month<br>LIBOR | Semi-Annual/<br> Quarterly | 35727 |  | 35727 |
| EUR | 70942 | 05/12/2027 | 6 Month<br> EURIBOR | 1.494% | Semi-Annual/<br> Annual | (4846445) |  | (4846445) |
| EUR | 54178 | 05/13/2027 | 6 Month<br> EURIBOR | 1.464% | Semi-Annual/<br> Annual | (3785507) |  | (3785507) |
| GBP | 480 | 11/08/2027 | 4.121% | 1 Day<br>SONIA | Annual/<br> Annual | (1259) |  | (1259) |
| EUR | 62410 | 08/18/2032 | 6 Month<br> EURIBOR | 1.800% | Semi-Annual/<br>Annual | (7342530) |  | (7342530) |
| AUD | 46280 | 11/14/2032 | 4.355% | 6 Month<br>BBSW | Semi-Annual/<br>Semi-Annual | 424028 | 414277 | 9751 |
| AUD | 46280 | 11/14/2032 | 6 Month<br> BBSW | 4.355% | Semi-Annual/<br>Semi-Annual | (424028) |  | (424028) |
| USD | 150 | 05/05/2045 | 3 Month<br> LIBOR | 2.566% | Quarterly/<br>Semi-Annual | (26298) | 1 | (26299) |
| USD | 100 | 07/16/2045 | 3 Month<br> LIBOR | 3.019% | Quarterly/<br>Semi-Annual | (9716) | 9466 | (19182) |
| EUR | 45250 | 09/30/2050 | 0.122% | 6 Month<br>EURIBOR | Annual/<br>Semi-Annual | 23207876 |  | 23207876 |
| EUR | 45250 | 09/30/2050 | 6 Month<br> EURIBOR | (0.017)% | Semi-Annual/<br>Annual | (24506953) |  | (24506953) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **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)** |
| EUR | 45740 | 11/10/2050 | 0.022% | 6 Month<br> EURIBOR | Annual/<br>Semi-Annual | $24403911 | $357073 | $24046838 |
| EUR | 45740 | 11/10/2050 | 6 Month<br> EURIBOR | (0.043)% | Semi-Annual/<br> Annual | (25018452) |  | (25018452) |
| GBP | 80 | 01/14/2052 | 1 Day<br>SONIA | 0.942% | Annual/<br> Annual | (44006) |  | (44006) |
| GBP | 140 | 01/31/2052 | 1 Day<br>SONIA | 1.068% | Annual/<br> Annual | (73130) |  | (73130) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23202070) | $780817 | $(23982887) |

---

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty &**<br> **Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,<br>2022** | **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)** |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | 7.50% | USD | 3168 | $(775463) | $(422949) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(352514) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 4118 | (1008102) | (549190) | (458912) |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 1901 | (465278) | (140186) | (325092) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 6336 | (1550927) | (452403) | (1098524) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3799770) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1564728) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2235042) |

---

*\** *Termination date* 

------

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br> **Amount**<br> **(000)** | **Interest**<br> **Rate** | **Maturity** | **U.S. $**<br> **Value at**<br> **December 31,**<br> **2022** |
| Credit Suisse Securities (USA)† | EUR | 2649 | 0.75% |  | $2832800 |
| Credit Suisse Securities (USA)† | EUR | 7966 | 1.25% |  | 8531288 |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11364088 |

---

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on September 30, 2022.* 

The type of underlying collateral and the remaining maturity of open reverse repurchase agreements on the 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** |
| Corporates - Non-Investment Grade | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11364088 | $0 | $0 | $0 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11364088 |

---

---

| | |
|:---|:---|
| *^* | *Deemed an affiliated company as defined by the Investment Company Act of 1940 since the Fund owns 5% or more of the outstanding voting securities.*  |

---

*\*\** *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 December 31, 2022, the aggregate market value of these securities amounted to $2,160,063,448 or 41.3% 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 December 31, 2022.* 

*(e)* *Fair valued by the Adviser.* 

*(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 December 31, 2022, 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>0.0%, 01/25/2028* | *10/06/2021* | $*179498* | | $*147329* | | *0.00%* |
|  *JPMorgan Madison Avenue Securities Trust <br>Series 2015-CH1, Class M2 <br>9.889%, 10/25/2025* | *09/18/2015* | *1548610* | | *1516609* | | *0.03%* |
|  *Terraform Global Operating LP <br>6.125%, 03/01/2026* | *02/08/2018* | *1155000* | | *1075474* | | *0.02%* |
|  *Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018* | *06/13/2013 – 09/23/2014* | *3886876* | | *430* | | *0.00%* |

---

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

*(h)* *Defaulted matured security.* 

*(i)* *Non-income producing security.* 

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

*(k)* *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 December 31, 2022.* 

*(l)* *The stated coupon rate represents the greater of the LIBOR or the LIBOR floor rate plus a spread at December 31, 2022.* 

------

*(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, or call AB at (800) 227-4618.* 

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

*(o)* *Affiliated investments.* 

*(p)* *As of December 31, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $203,334,411 and gross unrealized depreciation of investments was $(872,550,861), resulting in net unrealized depreciation of $(669,216,450).* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

*CLP – Chilean Peso* 

*CNH – Chinese Yuan Renminbi (Offshore)* 

*CNY – Chinese Yuan Renminbi* 

*DKK – Danish Krone* 

*EUR – Euro* 

*GBP – Great British Pound* 

*IDR – Indonesian Rupiah* 

*INR – Indian Rupee* 

*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* 

*SGD – Singapore Dollar* 

*THB – Thailand Baht* 

*USD – United States Dollar* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*BBSW – Bank Bill Swap Reference Rate (Australia)* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BOBL – Bundesobligationen* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

*CDX-CMBX.NA – North American Commercial Mortgage-Backed Index* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*EURIBOR – Euro Interbank Offered Rate* 

*JSC – Joint Stock Company* 

*LIBOR – London Interbank Offered Rate* 

*OAT – Obligations Assimilables du Trésor* 

*OSE – Osaka Securities Exchange* 

*PJSC – Public Joint Stock Company* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

*SONIA – Sterling Overnight Index Average* 

*TBA – To Be Announced* 

*TIPS – Treasury Inflation Protected Security* 

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

**December 31, 2022 (unaudited)** 

43.1 % United States

7.1 % Germany

7.1 % South Korea

6.6 % United Kingdom

4.2 % Canada

4.2 % Japan

3.3 % Australia

2.9 % China

2.4 % France

2.2 % Austria

1.6 % Italy

1.6 % Supranational

1.2 % New zealand

10.5 % Other

2.0 % 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 other investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 1.0%% or less in the following: Belgium, Brazil, Chile, Colombia, Denmark, Finland, Hong Kong, Hungary, India, Indonesia, Ireland, Israel, Kazakhstan, Kuwait, Luxembourg, Macau, Malaysia, Mexico, Netherlands, Norway, Panama, Peru, Philippines, Poland, Portugal, Qatar, Romania, Saudi Arabia, Singapore, South Africa, Spain, Sweden, Switzerland, Taiwan, Thailand, United Arab Emirates and Uruguay. 

------

**AB Global Bond Fund** 

**December 31, 2022 (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 December 31, 2022:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| **Assets:** |  |  |  |  |  |
| Governments - Treasuries | $-0- | $2439888817 | $-0- |  | $2439888817 |
| Corporates - Investment Grade | 2944882 | 1304345830 | -0- |  | 1307290712 |
| Inflation-Linked Securities | -0- | 267008672 | -0- |  | 267008672 |
| Mortgage Pass-Throughs | -0- | 210429465 | -0- |  | 210429465 |
| Collateralized Mortgage Obligations | -0- | 149427428 | -0- |  | 149427428 |
| Corporates - Non-Investment Grade | -0- | 136559481 | -0- |  | 136559481 |
| Governments - Sovereign Bonds | -0- | 135909035 | -0- |  | 135909035 |
| Covered Bonds | -0- | 104057893 | -0- |  | 104057893 |
| Commercial Mortgage-Backed Securities | -0- | 97941436 | -0- |  | 97941436 |
| Collateralized Loan Obligations | -0- | 96654838 | -0- |  | 96654838 |
| Supranationals | -0- | 83136790 | -0- |  | 83136790 |
| Local Governments - Provincial Bonds | -0- | 45241342 | -0- |  | 45241342 |
| Emerging Market - Treasuries | -0- | 40160649 | -0- |  | 40160649 |
| Emerging Market - Corporate Bonds | -0- | 32625749 | 430 |  | 32626179 |
| Asset-Backed Securities | -0- | 31009547 | -0- |  | 31009547 |
| Local Governments - Regional Bonds | -0- | 30031859 | -0- |  | 30031859 |
| Governments - Sovereign Agencies | -0- | 20790337 | -0- |  | 20790337 |
| Quasi-Sovereigns | -0- | 19959683 | -0- |  | 19959683 |
| Bank Loans | -0- | 5970198 | -0- |  | 5970198 |
| Common Stocks | 473329 | -0- | 4026704 |  | 4500033 |
| Quasi-Sovereign Bonds | -0- | 3521799 | -0- |  | 3521799 |
| Warrants | -0- | -0- | 0 | <sup>#</sup> | 0 |
| Short-Term Investments: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 91418364 | -0- | -0- |  | 91418364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Deposits | -0- | 10518406 | -0- |  | 10518406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Governments - Treasuries | -0- | 3424970 | -0- |  | 3424970 |
| Total Investments in Securities | 94836575 | 5268614224 | 4027134 |  | 5367477933 |
| **Other Financial Instruments\*:** |  |  |  |  |  |
| **Assets** |  |  |  |  |  |
| Futures | 26280861 | -0- | -0- |  | 26280861 |
| Forward Currency Exchange Contracts | -0- | 69032320 | -0- |  | 69032320 |
| Centrally Cleared Interest Rate Swaps | -0- | 48250073 | -0- |  | 48250073 |
| **Liabilities** |  |  |  |  |  |
| Futures | (1 ,061 ,559) | -0- | -0- |  | (1061559) |
| Forward Currency Exchange Contracts | -0- | (174673737) | -0- |  | (174673737) |
| Centrally Cleared Credit Default Swaps | -0- | (306626) | -0- |  | (306626) |
| Centrally Cleared Interest Rate Swaps | -0- | (71452143) | -0- |  | (71452143) |
| Credit Default Swaps | -0- | (3799770) | -0- |  | (3799770) |
| Reverse Repurchase Agreements | (11364088) | -0- | -0- |  | (11364088) |
| **Total** | $**108691789** | $**5135664341** | $**4027134** |  | $**5248383264** |

---

*#* *The Fund held securities with zero market value at period end.* 

*\** *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which 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 three months ended December 31, 2022 is as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **9/30/22**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Realized**<br> **Gain**<br> **(000)** | **Change in**<br> **Unrealized**<br> **Appr. (Depr.)**<br> **(000)** | **Market Value**<br> **12/31/22**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64626 | $563789 | $536997 | $-0- | $-0- | $91418 | $742 |
| Golden Energy Offshore Services AS | 562 | -0- | -0- | -0- | (165) | 397 | -0- |
| Total |  |  |  | $-0- | $(165) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91815 | $742 |

---

## 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:** 10105

  - **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:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5700341674.48

**Total Liabilities:** $482405420.66

**Net Assets:** $5217936253.82

**Cash Not Reported:** $34834333.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1484.14000000 | **1-Year:** -1838.24000000 | **5-Year:** -83370.53000000 | **10-Year:** -93708.00000000 | **30-Year:** -143887.13000000

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

- **3-Month:** -70855.89000000 | **1-Year:** -76119.67000000 | **5-Year:** -372320.57000000 | **10-Year:** -390886.33000000 | **30-Year:** -757722.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135460 | -0.61%               | 2.53%                | -0.69%               |
| Class ID C000057412 | -0.62%               | 2.53%                | -0.68%               |
| Class ID C000057409 | -0.68%               | 2.47%                | -0.75%               |
| Class ID C000057410 | -0.65%               | 2.50%                | -0.73%               |
| Class ID C000028113 | -0.64%               | 2.65%                | -0.85%               |
| Class ID C000057411 | -0.62%               | 2.53%                | -0.69%               |
| Class ID C000028115 | -0.70%               | 2.44%                | -0.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-79273254.82            | $99196808.13                               |
| Month 2  | $-42525141.58            | $328511358.46                              |
| Month 3  | $-18526262.62            | $20896109.81                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Bond Index (Unhedged)

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                                                                                          | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       534000 | PA      | $498298.76    | 0.01%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                     | AmerisourceBergen Corp                                                                                                                       | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       381000 | PA      | $316070.38    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GREENKO SOLAR MAURITIUS                                                    | Greenko Solar Mauritius Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |       215000 | PA      | $194843.75    | 0.00%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                         | Valero Energy Corp                                                                                                                           | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       495000 | PA      | $556978.95    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | 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        |       776538 | PA      | $405441.51    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                                                    | EDP - Energias de Portugal SA                                                                                                                | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      6200000 | PA      | $5411368.55   | 0.10%             | 2082-03-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                                        | El Paso Natural Gas Co LLC                                                                                                                   | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        63000 | PA      | $52859.25     | 0.00%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                     | Cox Communications Inc                                                                                                                       | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       155000 | PA      | $125472.17    | 0.00%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                | Bell Telephone Co of Canada or Bell Canada/The                                                                                               | CUSIP: 07813ZCK8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      7893000 | PA      | $6117326.01   | 0.12%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       260000 | PA      | $230392.50    | 0.00%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                                        | Technip Energies NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |       565000 | PA      | $489647.86    | 0.01%             | 2028-05-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                       | Western Union Co/The                                                                                                                         | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |       221000 | PA      | $167210.45    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                                                                                          | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $346974.57    | 0.01%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                      | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      8251000 | PA      | $7923905.19   | 0.15%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGMA FINANCE NL                                                           | Sigma Finance Netherlands BV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $331690.63    | 0.01%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       580000 | PA      | $510485.45    | 0.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-90206.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                     | Skyworks Solutions Inc                                                                                                                       | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |       355000 | PA      | $278076.71    | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | 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        |     91418364 | NS      | $91418363.91  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140K3BF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15595132 | PA      | $14463144.17  | 0.28%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2CAA2   IRS R02.58PNF3F 11/01/24 CSFBUS33XXX FIXED / Short: IS2CAA2   IRS PNF3FR02.58 11/01/24 CSFBUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     43642000 | OU      | $-1426786.81  | -0.03%            |  |  |  | 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      | $410416.19    | 0.01%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $199553.71    | 0.00%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                    | Astrazeneca Finance LLC                                                                                                                      | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       616000 | PA      | $548848.13    | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                                                                               | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       365000 | PA      | $280508.10    | 0.01%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE EUROPE                                                    | Glencore Finance Europe Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800WHKNIC1JQQG433 | Long             | DBT              | CORP              | JE        |       105000 | PA      | $117519.93    | 0.00%             | 2026-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                            | SBA Tower Trust                                                                                                                              | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3008000 | PA      | $2874113.92   | 0.06%             | 2049-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    127825000 | PA      | $119037031.25 | 2.28%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                                                                                | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       615000 | PA      | $575718.29    | 0.01%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                | CDX 137BERAF4 03.000 SP 05/11/2063 CREDIT SUISS LONG                                                                                         | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |      3167958 | OU      | $-775463.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     15292000 | PA      | $8859584.88   | 0.17%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                 | Grifols SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |            0 | PA      | $0.00         | 0.00%             | 2025-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12321 | PA      | $11437.01     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                                                                                 | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     17565000 | PA      | $17605157.10  | 0.34%             | 2026-05-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                | Bell Telephone Co of Canada or Bell Canada/The                                                                                               | CUSIP: 07813ZCG7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      2381000 | PA      | $1516652.47   | 0.03%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                | IRS R02.56PUS3M 05/05/45 CITIGROUP FIXED                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       150000 | OU      | $-26305.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                                                                                     | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $186316.30    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                 | LANXESS AG                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $493937.19    | 0.01%             | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                       | Smithfield Foods Inc                                                                                                                         | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |       315000 | PA      | $226165.94    | 0.00%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       598000 | PA      | $581653.25    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                      | Freeport Indonesia PT                                                                                                                        | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       200000 | PA      | $183522.00    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                                    | Shinhan Financial Group Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |       230000 | PA      | $225975.00    | 0.00%             | 2023-08-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                       | ACE Capital Trust II                                                                                                                         | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $186050.71    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Golden Energy Offshore Services AS                                         | Golden Energy Offshore Services AS                                                                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGIQ006 | Long             | EC               | CORP              | NO        |      3089816 | NS      | $397391.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY LP                                                          | Vornado Realty LP                                                                                                                            | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |       233000 | PA      | $172886.83    | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                         | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |       454000 | PA      | $373949.01    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                   | Sweihan PV Power Co PJSC                                                                                                                     | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |       486673 | PA      | $388517.06    | 0.01%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | FUTURE CONTRACT ON US 10YR ULTRA FUT MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1437 | NC      | $449101.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1026192.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                       | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       536000 | PA      | $466506.54    | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       484000 | PA      | $479176.37    | 0.01%             | 2028-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                        | Suzano Austria GmbH                                                                                                                          | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $187100.00    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       419000 | PA      | $396488.48    | 0.01%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                                          | Diageo Capital BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |       126000 | PA      | $119620.30    | 0.00%             | 2029-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED CNH / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |            1 | NC      | $226679.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                                       | Huarong Finance 2019 Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |       570000 | PA      | $431347.50    | 0.01%             | 2030-02-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT FIN LUX                                                   | HeidelbergCement Finance Luxembourg SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |       180000 | PA      | $172562.43    | 0.00%             | 2028-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                 | Cigna Corp                                                                                                                                   | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       193000 | PA      | $173511.35    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                                                                                           | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       489000 | PA      | $523227.25    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG LONDON                                                    | Credit Suisse AG/London                                                                                                                      | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |       455000 | PA      | $350430.57    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2019-2 Ltd                                                                                                                     | CUSIP: 07877BAG5<br>LEI: 254900I4ZKD8IMM1O953 | Long             | ABS-MBS          | CORP              | BM        |      5800000 | PA      | $5619278.96   | 0.11%             | 2029-04-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | EUROPEAN INVESTMENT BANK /AUD/ REGD MTN                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | XX        |     19295000 | PA      | $11893090.42  | 0.23%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                                             | Aareal Bank AG                                                                                                                               | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $424111.34    | 0.01%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                       | Entergy Arkansas LLC                                                                                                                         | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      4412000 | PA      | $3091826.58   | 0.06%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                             | CNP Assurances                                                                                                                               | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $173557.11    | 0.00%             | 2051-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        78000 | PA      | $73086.49     | 0.00%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                   | Take-Two Interactive Software Inc                                                                                                            | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       219000 | PA      | $213736.26    | 0.00%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                                                                                   | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        95000 | PA      | $87963.72     | 0.00%             | 2052-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                   | Volcan Cia Minera SAA                                                                                                                        | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       927000 | PA      | $797104.13    | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                    | DCP Midstream Operating LP                                                                                                                   | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |        88000 | PA      | $87171.24     | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                                                                                        | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       139000 | PA      | $106157.86    | 0.00%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10691.16     | 0.00%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp/The                                                                                                                                 | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |        23000 | PA      | $21759.22     | 0.00%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                                                                                     | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        90000 | PA      | $89744.39     | 0.00%             | 2025-03-15      | Fixed         | 6.05%                 | 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      | $-30572.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $1795821.86   | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       235000 | PA      | $213145.91    | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       614000 | PA      | $581757.61    | 0.01%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      5605000 | PA      | $4822040.13   | 0.09%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | Omega Healthcare Investors Inc                                                                                                               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      1382000 | PA      | $1135891.05   | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $759769.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                                                                                           | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |       617000 | PA      | $561992.44    | 0.01%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       930000 | PA      | $991725.79    | 0.02%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| RIMINI BIDCO SPA                                                           | RIMINI BIDCO SPA /EUR/ REGD V/R 144A P/P                                                                                                     | CUSIP: 000000000<br>LEI: 815600E0EAFAEE1B3F69 | Long             | DBT              | CORP              | IT        |      9315000 | PA      | $8917627.83   | 0.17%             | 2026-12-14      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                          | Entergy Texas Inc                                                                                                                            | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       610000 | PA      | $560231.91    | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                                                                                          | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       280000 | PA      | $174002.50    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                                                                              | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $3729287.61   | 0.07%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       470000 | PA      | $437481.88    | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                 | Weibo Corp                                                                                                                                   | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |      3992000 | PA      | $3042153.50   | 0.06%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED INR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |            1 | NC      | $-9399.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     16895000 | PA      | $14375415.16  | 0.28%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                                                                                   | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       603000 | PA      | $591854.06    | 0.01%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84561200 | PA      | $77214945.75  | 1.48%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       595000 | PA      | $613649.61    | 0.01%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    396870000 | PA      | $57935067.41  | 1.11%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                                   | HOCHTIEF AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |       180000 | PA      | $143443.81    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       260000 | PA      | $246574.26    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2019-3 Ltd                                                                                                                     | CUSIP: 07877GAB5<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |      1161977 | PA      | $1161403.85   | 0.02%             | 2029-07-25      | Floating      | 5.99%                 | 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      | $4498387.74   | 0.09%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                        | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $133189.49    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34810000 | PA      | $24002581.07  | 0.46%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                           | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        70000 | PA      | $49756.83     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $170475.65    | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       430000 | PA      | $279043.13    | 0.01%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       165000 | PA      | $169856.70    | 0.00%             | 2028-11-10      | Fixed         | 6.20%                 | 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        |       113885 | PA      | $63291.96     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                    | Australia & New Zealand Banking Group Ltd                                                                                                    | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      9412000 | PA      | $9013089.60   | 0.17%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2854234.42  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                            | AstraZeneca PLC                                                                                                                              | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       667000 | PA      | $586386.87    | 0.01%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                    | VZ Secured Financing BV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       105000 | PA      | $87741.01     | 0.00%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                            | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       540000 | PA      | $411976.80    | 0.01%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                   | Aegon NV                                                                                                                                     | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |       653000 | PA      | $587842.69    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150162000 | PA      | $142442742.20 | 2.73%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                        | Republic of Austria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      4212000 | PA      | $3879437.10   | 0.07%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                           | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $471319.53    | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                      | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11395154 | PA      | $10825045.33  | 0.21%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                | Vistra Corp                                                                                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91161.22     | 0.00%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2JG50   IRS R04.35PBW6M 11/14/32 MSNYUS33XXX FIXED / Short: IS2JG50   IRS PBW6MR04.35 11/14/32 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     46280000 | OU      | $-424438.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                     | GE HealthCare Technologies Inc                                                                                                               | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       375000 | PA      | $376203.06    | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                    | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |      5638000 | PA      | $4511527.88   | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                                               | Carnival PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |      9042000 | PA      | $3955901.45   | 0.08%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                            | Weyerhaeuser Co                                                                                                                              | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |       140000 | PA      | $155081.36    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                                                                                   | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       506000 | PA      | $510096.71    | 0.01%             | 2025-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                         | F&G Global Funding                                                                                                                           | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |       594000 | PA      | $580815.25    | 0.01%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                       | Booking Holdings Inc                                                                                                                         | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       581000 | PA      | $556687.47    | 0.01%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                             | Air Lease Corp                                                                                                                               | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       568000 | PA      | $539375.94    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | 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        |       568333 | PA      | $536213.12    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                                                   | NTPC Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |       370000 | PA      | $356078.75    | 0.01%             | 2026-02-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                    | Acu Petroleo Luxembourg Sarl                                                                                                                 | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3453000 | PA      | $3135324.00   | 0.06%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                                                    | Sociedad de Transmision Austral SA                                                                                                           | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       390000 | PA      | $335351.25    | 0.01%             | 2032-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1438000 | PA      | $1195446.61   | 0.02%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                        | Erste Group Bank AG                                                                                                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $169494.90    | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                | Swedbank AB                                                                                                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       265000 | PA      | $248393.91    | 0.00%             | 2026-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4216 | PA      | $4325.60      | 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        |       295000 | PA      | $273150.56    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                                                                              | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       120000 | PA      | $115828.95    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CaixaBank SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     10300000 | PA      | $9781902.39   | 0.19%             | 2026-11-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                                            | Axiata SPV2 Bhd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |       610000 | PA      | $484492.50    | 0.01%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                           | Peruvian Government International Bond                                                                                                       | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       380000 | PA      | $349433.75    | 0.01%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       926000 | PA      | $872349.44    | 0.02%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                   | Tyco Electronics Group SA                                                                                                                    | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       135000 | PA      | $112645.53    | 0.00%             | 2029-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                      | Canadian National Railway Co                                                                                                                 | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       355000 | PA      | $213534.03    | 0.00%             | 2047-08-01      | Fixed         | 3.60%                 | 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      | $80448.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $-97777.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                        | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  48185960000 | PA      | $36899287.71  | 0.71%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                                      | Transurban Finance Co Pty Ltd                                                                                                                | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       715000 | PA      | $562019.20    | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                        | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     14980184 | PA      | $10390720.48  | 0.20%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                    | Kinder Morgan Energy Partners LP                                                                                                             | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       175000 | PA      | $149816.06    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                          | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       328000 | PA      | $342108.13    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                      | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       204000 | PA      | $187192.44    | 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        |         7564 | PA      | $7005.19      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                             | PECO Energy Co                                                                                                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       155000 | PA      | $102866.88    | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                     | Nordic Investment Bank                                                                                                                       | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      6590000 | PA      | $4523256.54   | 0.09%             | 2024-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |            1 | NC      | $-37194.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       175000 | PA      | $171964.82    | 0.00%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2019-2 Ltd                                                                                                                     | CUSIP: 07877BAE0<br>LEI: 254900I4ZKD8IMM1O953 | Long             | ABS-MBS          | CORP              | BM        |      7582122 | PA      | $7528640.46   | 0.14%             | 2029-04-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                                                                                        | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |        13000 | PA      | $10750.72     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK                                                            | RAIFFEISEN BANK INTL /EUR/ REGD REG S EMTN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       600000 | PA      | $512061.10    | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $7326518.71   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                         | Viterra Finance BV                                                                                                                           | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |       625000 | PA      | $589599.92    | 0.01%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                                                                              | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      3465000 | PA      | $3239123.03   | 0.06%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                      | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       260000 | PA      | $254943.77    | 0.00%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                    | Eni SpA                                                                                                                                      | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     12030000 | PA      | $10680578.45  | 0.20%             | 2029-07-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                      | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    119809000 | PA      | $85161297.48  | 1.63%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                        | Republic of Austria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    121364000 | PA      | $106782020.77 | 2.05%             | 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      | $66664.94     | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2981839 | PA      | $2793120.83   | 0.05%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                      | Canadian National Railway Co                                                                                                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       124000 | PA      | $110847.71    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                               | Barclays PLC                                                                                                                                 | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $598608.15    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $354648.81    | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2527374.43  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                   | Discovery Communications LLC                                                                                                                 | CUSIP: 000000000<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       144000 | PA      | $139394.21    | 0.00%             | 2027-03-19      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                     | Credit Suisse AG/New York NY                                                                                                                 | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |       271000 | PA      | $253157.98    | 0.00%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                                                                                          | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     16809000 | PA      | $14675414.80  | 0.28%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |            1 | NC      | $1362383.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                      | Vale Overseas Ltd                                                                                                                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $174725.00    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                    | Walt Disney Co/The                                                                                                                           | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       215000 | PA      | $165186.60    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-8904947.41  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     16949000 | PA      | $17760485.66  | 0.34%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                        | Synchrony Financial                                                                                                                          | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       220000 | PA      | $207543.52    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                                      | GC Treasury Center Co Ltd                                                                                                                    | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       310000 | PA      | $248833.13    | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                    | ENN Energy Holdings Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |       290000 | PA      | $232416.88    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                                                                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       903000 | PA      | $879671.24    | 0.02%             | 2025-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1505000 | PA      | $1362025.00   | 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        |         8521 | PA      | $7885.47      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       551000 | PA      | $384744.65    | 0.01%             | 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        |       259808 | PA      | $161756.12    | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                        | Minejesa Capital BV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       730000 | PA      | $635180.30    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $508818.39    | 0.01%             | 2026-03-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                                             | Jyske Bank A/S                                                                                                                               | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $102126.49    | 0.00%             | 2029-04-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       483000 | PA      | $467693.73    | 0.01%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                          | National Grid Electricity Distribution West Midlands PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1834863.80   | 0.04%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                          | Atmos Energy Corp                                                                                                                            | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       114000 | PA      | $119832.95    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | 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      | $412880.63    | 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        |       240000 | PA      | $176670.00    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |            1 | NC      | $3644914.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                               | ING Groep NV                                                                                                                                 | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       226000 | PA      | $213886.40    | 0.00%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBA                                             | KFW /AUD/ REGD MTN                                                                                                                           | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     37326000 | PA      | $25378589.50  | 0.49%             | 2026-02-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       335000 | PA      | $392183.56    | 0.01%             | 2026-01-29      | Fixed         | 4.25%                 | 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      | $447620.63    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                                   | AusNet Services Holdings Pty Ltd                                                                                                             | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       507000 | PA      | $488252.68    | 0.01%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     17880000 | PA      | $16680394.47  | 0.32%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                             | NE Property BV                                                                                                                               | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              |  | NL        |       509000 | PA      | $504164.88    | 0.01%             | 2024-11-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                            | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     25528000 | PA      | $21297718.55  | 0.41%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                   | Israel Electric Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |       450000 | PA      | $421678.13    | 0.01%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                         | Southwest Gas Corp                                                                                                                           | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       128000 | PA      | $112246.21    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                       | Indonesia Treasury Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 414116000000 | PA      | $25896381.95  | 0.50%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                                     | Sirius Real Estate Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              |  | GG        |       200000 | PA      | $166453.52    | 0.00%             | 2026-06-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                      | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       338000 | PA      | $303104.72    | 0.01%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                           | ENA Master Trust                                                                                                                             | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |      1226000 | PA      | $822186.25    | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6763257 | PA      | $6415539.26   | 0.12%             | 2041-12-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED INR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $-112441.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           19 | NC      | $4601.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $516925.33    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                                                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        60000 | PA      | $58234.07     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                       | Swiss Re Finance Luxembourg SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $175671.39    | 0.00%             | 2024-09-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $199569.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                          | Hormel Foods Corp                                                                                                                            | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |       266000 | PA      | $216894.94    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14525000 | PA      | $13430276.67  | 0.26%             | 2027-10-29      | Fixed         | 0.41%                 | 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      | $-1882836.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                              | Owens Corning                                                                                                                                | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |        50000 | PA      | $53332.12     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                          | Suncor Energy Inc                                                                                                                            | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      3654000 | PA      | $3844868.88   | 0.07%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        32000 | PA      | $29711.45     | 0.00%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                                                                                     | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       521000 | PA      | $467261.29    | 0.01%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2FYE3   IRS R01.49PER6M 05/12/27 MSNYUS33XXX FIXED / Short: IS2FYE3   IRS PER6MR01.49 05/12/27 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     70942000 | OU      | $-4879316.28  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                     | Volkswagen International Finance NV                                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2080090.68   | 0.04%             | 2025-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHANGHAI PORT GROUP BV                                                     | Shanghai Port Group BVI Development 2 Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 300300H5N2QPO1NZL057 | Long             | DBT              | CORP              | VG        |       500000 | PA      | $454275.00    | 0.01%             | 2025-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                                                                                 | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       564000 | PA      | $584565.01    | 0.01%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       272000 | PA      | $213099.97    | 0.00%             | 2050-07-01      | 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        |       200000 | PA      | $222619.89    | 0.00%             | 2024-12-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                           | Spirit Realty LP                                                                                                                             | CUSIP: 84861TAC2<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |       393000 | PA      | $375193.63    | 0.01%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                             | Microsoft Corp                                                                                                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       200000 | PA      | $139312.34    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                                                                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $82997.15     | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                   | Nationwide Mutual Insurance Co                                                                                                               | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |      4295000 | PA      | $5561011.90   | 0.11%             | 2039-08-15      | Fixed         | 9.38%                 | 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      | $119078.35    | 0.00%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       131000 | PA      | $114611.99    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD PLN                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-991312.85   | -0.02%            |  |  |  | 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      | $493492.45    | 0.01%             | 2026-09-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                     | New Zealand Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     39195000 | PA      | $20219469.72  | 0.39%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                                                    | MOL Hungarian Oil & Gas PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |       539000 | PA      | $473117.48    | 0.01%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                   | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     12400000 | PA      | $11896936.09  | 0.23%             | 2025-03-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                 | Kellogg Co                                                                                                                                   | CUSIP: 000000000<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510966.83    | 0.01%             | 2025-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |            1 | NC      | $-1591.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                   | United Overseas Bank Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $221087.50    | 0.00%             | 2031-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                       | Sabra Health Care LP                                                                                                                         | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |       320000 | PA      | $304788.31    | 0.01%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       355000 | PA      | $341017.01    | 0.01%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PANAMA BONOS DEL                                                           | Panama Bonos del Tesoro                                                                                                                      | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       500000 | PA      | $409062.50    | 0.01%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                                       | Elia Transmission Belgium SA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $429529.99    | 0.01%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                                       | Societe Generale SFH SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $565607.56    | 0.01%             | 2026-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                         | Koninklijke KPN NV                                                                                                                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $500812.54    | 0.01%             | 2025-04-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SGS NEDERLAND HLDG BV                                                      | SGS Nederland Holding BV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800U69SS972KARU16 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $463397.08    | 0.01%             | 2027-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                                     | Enbridge Pipelines Inc                                                                                                                       | CUSIP: 29250ZAZ1<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      4087000 | PA      | $2531527.10   | 0.05%             | 2031-05-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                   | Florida Power & Light Co                                                                                                                     | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       435000 | PA      | $374766.06    | 0.01%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC                                                        | St Marys Cement Inc Canada                                                                                                                   | CUSIP: 000000000<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |       440000 | PA      | $440084.50    | 0.01%             | 2027-01-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                         | VICI Properties LP                                                                                                                           | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |       123000 | PA      | $116844.63    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                   | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       190000 | PA      | $146110.20    | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       135000 | PA      | $117994.46    | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $152727.15    | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                              | Fresnillo PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $188520.00    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                                                                                          | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       250000 | PA      | $207000.00    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       345000 | PA      | $250913.81    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                                       | Huarong Finance 2019 Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |       260000 | PA      | $238517.50    | 0.00%             | 2024-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                       | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                                       | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       469000 | PA      | $446241.12    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-13972.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                      | Intercorp Financial Services Inc                                                                                                             | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |       840000 | PA      | $737257.50    | 0.01%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       590000 | PA      | $582689.90    | 0.01%             | 2025-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                      | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     14094000 | PA      | $7612153.25   | 0.15%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       598000 | PA      | $574996.33    | 0.01%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                                                                                     | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       130000 | PA      | $129931.13    | 0.00%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     14715000 | PA      | $13327555.99  | 0.26%             | 2027-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                     | AmerisourceBergen Corp                                                                                                                       | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       245000 | PA      | $207772.16    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       131000 | PA      | $107491.37    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                  | Regatta XXIV Funding Ltd                                                                                                                     | CUSIP: 75889HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $437388.30    | 0.01%             | 2035-01-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SA                                                                | JCDecaux SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $85498.63     | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                      | Molson Coors Beverage Co                                                                                                                     | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       500000 | PA      | $516819.07    | 0.01%             | 2024-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |            1 | NC      | $-2044.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113468.22    | 0.00%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                     | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       410000 | PA      | $288998.75    | 0.01%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                      | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       630000 | PA      | $496918.80    | 0.01%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                   | Deutsche Telekom International Finance BV                                                                                                    | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      3702000 | PA      | $5336991.39   | 0.10%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                                                                                          | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       110000 | PA      | $93163.70     | 0.00%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                 | TELUS Corp                                                                                                                                   | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     10367000 | PA      | $7618262.00   | 0.15%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       230000 | PA      | $212261.27    | 0.00%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                                                                                      | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1030000 | PA      | $855013.30    | 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        |      1342000 | PA      | $1174292.13   | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1378081 | PA      | $1413947.14   | 0.03%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                                                                                       | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     11648000 | PA      | $10956456.03  | 0.21%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                 | Cigna Corp                                                                                                                                   | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       133000 | PA      | $120735.33    | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-61974.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      6335916 | OU      | $-1550926.65  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                          | MDGH GMTN RSC Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       520000 | PA      | $428610.00    | 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      | $209680.08    | 0.00%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       418000 | PA      | $268209.81    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | 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      | $431628.75    | 0.01%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                    | Eni SpA                                                                                                                                      | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       135000 | PA      | $119108.62    | 0.00%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup Inc                                                                                                                                | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2793000 | PA      | $2553416.66   | 0.05%             | 2025-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                    | Canadian Natural Resources Ltd                                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |       140000 | PA      | $132136.51    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                                                                              | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       441000 | PA      | $388264.78    | 0.01%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       345000 | PA      | $275389.27    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                 | Biogen Inc                                                                                                                                   | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       539000 | PA      | $523376.78    | 0.01%             | 2025-09-15      | Fixed         | 4.05%                 | 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      | $1692031.88   | 0.03%             | 2045-10-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                                      | Xiaomi Best Time International Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |       460000 | PA      | $327175.00    | 0.01%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD CHF                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-369540.78   | -0.01%            |  |  |  | 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        |      1548610 | PA      | $1516609.39   | 0.03%             | 2025-10-25      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                      | Interpublic Group of Cos Inc/The                                                                                                             | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |       105000 | PA      | $74009.10     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HELLA GMBH & CO KGAA                                                       | Hella GmbH & Co KGaA                                                                                                                         | CUSIP: 000000000<br>LEI: 529900PLX4ADJFWIY024 | Long             | DBT              | CORP              | DE        |       505000 | PA      | $520620.12    | 0.01%             | 2024-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                        | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     47452000 | PA      | $30442301.07  | 0.58%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                               | Japan Treasury Discount Bill                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |    449400000 | PA      | $3424969.68   | 0.07%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                   | Deutsche Telekom International Finance BV                                                                                                    | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       325000 | PA      | $383437.62    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                     | BBVA Bancomer SA/Texas                                                                                                                       | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       600000 | PA      | $546862.50    | 0.01%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1025663 | PA      | $1081921.38   | 0.02%             | 2028-04-25      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                                                   | QatarEnergy Trading LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       500000 | PA      | $366031.25    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade RE 2021-3 Ltd                                                                                                                     | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7224702 | PA      | $6715063.57   | 0.13%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $88896.86     | 0.00%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                                         | Diageo Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       136000 | PA      | $142798.18    | 0.00%             | 2023-10-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                    | America Movil SAB de CV                                                                                                                      | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       340000 | PA      | $289276.25    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2DRP9   IRS RSO/NP01.13 01/14/27 MORGAN STANL FLOAT / Short: IS2DRP9   IRS P01.13RSO/N 01/14/27 MORGAN STANL FIXED                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      1290000 | OU      | $178024.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                        | DBWF 2018-GLKS Mortgage Trust                                                                                                                | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18534828 | PA      | $17976829.59  | 0.34%             | 2030-12-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1687649 | PA      | $1579413.19   | 0.03%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       528000 | PA      | $499921.16    | 0.01%             | 2026-04-13      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| COSL SINGAPORE CAPITAL                                                     | COSL Singapore Capital Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 300300WB9ZSCZYXDFJ80 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $183782.00    | 0.00%             | 2025-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                                                                                   | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $208539.05    | 0.00%             | 2026-03-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                        | Bangkok Bank PCL/Hong Kong                                                                                                                   | CUSIP: Y0606WBQ2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       440000 | PA      | $486557.50    | 0.01%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       285000 | PA      | $285357.38    | 0.01%             | 2024-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                              | McKesson Corp                                                                                                                                | CUSIP: 000000000<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       205000 | PA      | $216692.70    | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                                   | CNAC HK Finbridge Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |       800000 | PA      | $650888.00    | 0.01%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS24X76   IRS R00.01PER6M 09/30/50 CSFBUS33XXX FIXED / Short: IS24X76   IRS PER6MR00.01 09/30/50 CSFBUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     45250000 | OU      | $-24496035.60 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                     | Marlette Funding Trust 2022-2                                                                                                                | CUSIP: 57107LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4772907 | PA      | $4724296.40   | 0.09%             | 2032-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                                                                                | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       122000 | PA      | $115808.48    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                                                                                        | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       430000 | PA      | $428065.00    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | 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        |       380000 | PA      | $370602.71    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                   | Cheplapharm Arzneimittel GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $93828.44     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                          | NSTAR Electric Co                                                                                                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       596000 | PA      | $578605.54    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-2347454.47  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                                   | CNAC HK Finbridge Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |       230000 | PA      | $225314.90    | 0.00%             | 2025-03-14      | Fixed         | 4.88%                 | 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      | $32428.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       100000 | PA      | $77810.58     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT HOLDCO FIN LTD                                                   | Odebrecht Holdco Finance Ltd                                                                                                                 | CUSIP: 67577TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      9812866 | PA      | $11775.44     | 0.00%             | 2058-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                                        | DNB Boligkreditt AS                                                                                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      4751000 | PA      | $4763248.90   | 0.09%             | 2025-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                          | Iberdrola International BV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $285483.66    | 0.01%             | 2026-01-28      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                           | Altria Group Inc                                                                                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       130000 | PA      | $119225.80    | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |            1 | NC      | $-121174.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | FUTURE CONTRACT ON EURO-BUXL 30Y BND MAR23 /EUR                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |            6 | NC      | $-167525.42   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                   | Southwestern Public Service Co                                                                                                               | CUSIP: 845743BW2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       122000 | PA      | $112690.81    | 0.00%             | 2052-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                                                                                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       150000 | PA      | $124484.30    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD NZD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-155897.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                 | Cigna Corp                                                                                                                                   | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       597000 | PA      | $560248.39    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                     | Volkswagen International Finance NV                                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $96175.48     | 0.00%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $1922595.34   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                         | Republic of Poland Government International Bond                                                                                             | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       343000 | PA      | $350693.49    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2G0B5   IRS R01.46PER6M 05/13/27 MSNYUS33XXX FIXED / Short: IS2G0B5   IRS PER6MR01.46 05/13/27 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     54178000 | OU      | $-3809996.73  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                        | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     22999232 | PA      | $26919179.31  | 0.52%             | 2038-01-29      | Fixed         | 3.75%                 | 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      | $5345378.50   | 0.10%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12944000 | PA      | $13984239.16  | 0.27%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $224054.45    | 0.00%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                             | AutoNation Inc                                                                                                                               | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5371000 | PA      | $4879972.76   | 0.09%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                                                                                      | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       256000 | PA      | $257488.36    | 0.00%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                      | TotalEnergies Capital Canada Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $488158.29    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust 2021-R01                                                                                                 | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       319746 | PA      | $317220.65    | 0.01%             | 2041-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                              | DISH DBS Corp                                                                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6707000 | PA      | $5357351.73   | 0.10%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |            1 | NC      | $3261.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |            1 | NC      | $2516448.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                         | Credit Agricole SA                                                                                                                           | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       589000 | PA      | $568463.84    | 0.01%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                                                                               | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       475000 | PA      | $437540.48    | 0.01%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                       | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       820000 | PA      | $669636.60    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $7354681.81   | 0.14%             | 2026-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL I BV                                                         | SABIC Capital I BV                                                                                                                           | CUSIP: 000000000<br>LEI: 213800LBMMAIG1FQP389 | Long             | DBT              | CORP              | NL        |      1020000 | PA      | $855397.50    | 0.02%             | 2030-09-14      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                                                                               | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       269000 | PA      | $253350.73    | 0.00%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                  | Amgen Inc                                                                                                                                    | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       213000 | PA      | $184316.31    | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | Credit Suisse Group AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       425000 | PA      | $408223.28    | 0.01%             | 2026-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     99191100 | PA      | $63621786.52  | 1.22%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RH INTL SINGAPORE CORP                                                     | RH International Singapore Corp Pte Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFBAY9ELFJAI17 | Long             | DBT              | CORP              | SG        |       470000 | PA      | $440272.50    | 0.01%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                           | Ascension Health                                                                                                                             | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       656000 | PA      | $562009.40    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED MXN / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $-571479.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                      | Reynolds American Inc                                                                                                                        | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       352000 | PA      | $300505.70    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                                                    | Argentum Netherlands BV for Swiss Re Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |       365000 | PA      | $346977.83    | 0.01%             | 2050-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BDO UNIBANK INC                                                            | BDO Unibank Inc                                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |       240000 | PA      | $217800.00    | 0.00%             | 2026-01-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      1832000 | PA      | $1595970.10   | 0.03%             | 2026-01-30      | Fixed         | 1.95%                 | 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      | $209570.86    | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                                        | Abu Dhabi Crude Oil Pipeline LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       250000 | PA      | $229109.38    | 0.00%             | 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        |       530126 | PA      | $135762.71    | 0.00%             | 2037-04-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Corporation                                    | Triangle Re 2021-3 Ltd                                                                                                                       | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      8582227 | PA      | $8364993.06   | 0.16%             | 2034-02-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust 2021-R01                                                                                                 | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       878318 | PA      | $855928.09    | 0.02%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                   | Svenska Handelsbanken AB                                                                                                                     | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $163625.90    | 0.00%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7360641 | PA      | $6845843.66   | 0.13%             | 2041-11-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                                    | ITV PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |       517000 | PA      | $499511.38    | 0.01%             | 2026-09-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       120000 | PA      | $117417.66    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                | Corning Inc                                                                                                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |        80000 | PA      | $69358.64     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | 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      | $35283.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                                                         | Dexia Credit Local SA                                                                                                                        | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |     22100000 | PA      | $20090361.83  | 0.39%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                                                                              | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      7178000 | PA      | $6611460.70   | 0.13%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                         | Roche Holdings Inc                                                                                                                           | CUSIP: 771196BL5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |       613000 | PA      | $561022.81    | 0.01%             | 2027-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                               | CSMC Mortgage-Backed Trust 2006-7                                                                                                            | CUSIP: 22942KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       490804 | PA      | $209023.95    | 0.00%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      3700000 | PA      | $3540852.31   | 0.07%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                   | Cia de Minas Buenaventura SAA                                                                                                                | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      4883000 | PA      | $4177406.50   | 0.08%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                                     | Omnicom Group Inc / Omnicom Capital Inc                                                                                                      | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $192902.35    | 0.00%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                               | NiSource Inc                                                                                                                                 | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       230000 | PA      | $225201.62    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                       | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      3638000 | PA      | $4525684.99   | 0.09%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | FUTURE CONTRACT ON EURO-SCHATZ FUT MAR23 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -422 | NC      | $586756.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                                                                                         | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91880.36     | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       124000 | PA      | $110163.92    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | 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        |       425433 | PA      | $236434.96    | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     17890000 | PA      | $15239525.37  | 0.29%             | 2029-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                    | National Bank of Canada                                                                                                                      | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       590000 | PA      | $574017.32    | 0.01%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                                                                                     | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       311000 | PA      | $302706.37    | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                                                                                          | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     14647000 | PA      | $13858122.20  | 0.27%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       300000 | PA      | $300018.73    | 0.01%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                             | Amazon.com Inc                                                                                                                               | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       360000 | PA      | $312223.65    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                        | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       111000 | PA      | $121086.48    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OIL INDIA INTERNATIONAL                                                    | Oil India International Pte Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 529900MQ8CL8FLAGEQ79 | Long             | DBT              | CORP              | SG        |       470000 | PA      | $437041.25    | 0.01%             | 2027-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                | Balboa Bay Loan Funding 2022-1 Ltd                                                                                                           | CUSIP: 05766EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4410013.50   | 0.08%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                                                                                          | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       150000 | PA      | $146421.34    | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED DKK / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |            1 | NC      | $109642.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PEPSICO INC /GBP/ REGD                                                                                                                       | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       100000 | PA      | $111306.24    | 0.00%             | 2029-07-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       644000 | PA      | $506091.70    | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                      | Entergy Louisiana LLC                                                                                                                        | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       123000 | PA      | $110920.75    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                    | NVR Inc                                                                                                                                      | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |       661000 | PA      | $554653.50    | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                                                                                        | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |       260000 | PA      | $262080.00    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1021568.56  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |            1 | NC      | $2436.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                       | Boston Properties LP                                                                                                                         | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |       162000 | PA      | $167298.87    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      4570000 | PA      | $4358286.03   | 0.08%             | 2027-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                                                                                       | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       345000 | PA      | $296327.69    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                                                                               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       126000 | PA      | $104145.28    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NAC AVIATION 29 DAC                                                        | NAC Aviation 29 DAC                                                                                                                          | CUSIP: 62877CAA1<br>LEI: 213800F6E89RCASJ7E83 | Long             | DBT              | CORP              | IE        |      4914328 | PA      | $4004594.68   | 0.08%             | 2026-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                                               | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       760000 | PA      | $671555.00    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                         | Vivion Investments Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |       400000 | PA      | $334005.83    | 0.01%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                   | Jaguar Land Rover Automotive PLC                                                                                                             | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $152441.16    | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58060000 | PA      | $52136068.53  | 1.00%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                               | Eagle RE 2021-2 Ltd                                                                                                                          | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      3700005 | PA      | $3603111.49   | 0.07%             | 2034-04-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                              | Carnival Corp                                                                                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5542000 | PA      | $4498219.72   | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                    | Reliance Industries Ltd                                                                                                                      | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $196761.00    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29655000 | PA      | $26443921.01  | 0.51%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6918995 | PA      | $6106035.23   | 0.12%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       145000 | PA      | $130031.79    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                     | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       583000 | PA      | $536124.19    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                                                                                  | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $229356.00    | 0.00%             | 2026-09-14      | Fixed         | 4.00%                 | 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        |       245000 | PA      | $201487.28    | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                            | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       410000 | PA      | $331038.10    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    181350000 | PA      | $26088706.77  | 0.50%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                                        | Abu Dhabi Crude Oil Pipeline LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       270000 | PA      | $251741.25    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       135000 | PA      | $115814.58    | 0.00%             | 2029-09-06      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      9991000 | PA      | $6536654.36   | 0.13%             | 2026-08-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                                                                                         | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $384312.50    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       150000 | PA      | $102166.62    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                   | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $92188.49     | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                    | Studio City Finance Ltd                                                                                                                      | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      3265000 | PA      | $2504459.06   | 0.05%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                   | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     25385000 | PA      | $21638802.34  | 0.41%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                          | TSMC Arizona Corp                                                                                                                            | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       230000 | PA      | $205275.00    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                      | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     51003000 | PA      | $29876739.75  | 0.57%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                       | Amcor UK Finance PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       103000 | PA      | $96916.00     | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                                     | Volkswagen Financial Services NV                                                                                                             | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $109200.39    | 0.00%             | 2025-02-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                        | Erste Group Bank AG                                                                                                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $184903.74    | 0.00%             | 2031-09-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NATL WESTMINSTER BANK                                                      | National Westminster Bank PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | Long             | DBT              | CORP              | GB        |       310000 | PA      | $319308.35    | 0.01%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                     | Bunge Ltd Finance Corp                                                                                                                       | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       717000 | PA      | $588574.20    | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |            1 | NC      | $-102554.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                       | Telefonica Europe BV                                                                                                                         | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $101961.47    | 0.00%             | 2024-12-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |            1 | NC      | $237746.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       111000 | PA      | $120517.29    | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                                                           | Ras Laffan Liquefied Natural Gas Co Ltd 3                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |       390864 | PA      | $392158.74    | 0.01%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                                         | Belfius Bank SA                                                                                                                              | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $513933.65    | 0.01%             | 2026-05-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                       | Western Digital Corp                                                                                                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       561000 | PA      | $527760.72    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     10211000 | PA      | $8895421.25   | 0.17%             | 2029-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                          | General Motors Co                                                                                                                            | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       265000 | PA      | $254772.23    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                                   | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $298924.56    | 0.01%             | 2025-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                             | Halliburton Co                                                                                                                               | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       303000 | PA      | $321535.45    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                                   | Digital Intrepid Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |       330000 | PA      | $241744.67    | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1722268.37  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       196000 | PA      | $172008.86    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                         | Vivion Investments Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |      3300000 | PA      | $2584208.43   | 0.05%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31416BL55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       894046 | PA      | $922693.36    | 0.02%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                             | Mastercard Inc                                                                                                                               | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       567000 | PA      | $511910.90    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                | Swedbank AB                                                                                                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      3600000 | PA      | $3447723.46   | 0.07%             | 2024-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3890000 | PA      | $4695960.34   | 0.09%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           21 | NC      | $-12703.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OOREDOO INTL FINANCE                                                       | OOREDOO INTL FINANCE REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       740000 | PA      | $634550.00    | 0.01%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                                                                                | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     15592000 | PA      | $13800807.26  | 0.26%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                                                                                           | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $198059.43    | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                   | Flex Ltd                                                                                                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       591000 | PA      | $590054.40    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | FUTURE CONTRACT ON EURO-BUXL 30Y BND MAR23 /EUR                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -225 | NC      | $6770167.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                    | Shell International Finance BV                                                                                                               | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       560000 | PA      | $506598.22    | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC INDUSTRY                                                         | Amgen Inc                                                                                                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       220000 | PA      | $176630.36    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD MYR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-65270.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       519000 | PA      | $505510.40    | 0.01%             | 2026-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                                                                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      9379000 | PA      | $9557861.84   | 0.18%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       547000 | PA      | $476241.14    | 0.01%             | 2028-02-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2DRR1   IRS R00.94PSO/N 01/14/52 MORGAN STANL FIXED / Short: IS2DRR1   IRS PSO/NR00.94 01/14/52 MORGAN STANL FLOAT                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |        80000 | OU      | $-43978.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       580000 | PA      | $566800.93    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4101000 | PA      | $2757922.50   | 0.05%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                       | Pilgrim's Pride Corp                                                                                                                         | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       105000 | PA      | $82074.03     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      9322000 | PA      | $9429630.60   | 0.18%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                           | FUTURE CONTRACT ON LONG GILT FUTURE MAR23 /GBP                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -1251 | NC      | $7309516.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                                                        | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $402834.38    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                          | Iberdrola International BV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     11700000 | PA      | $10618225.20  | 0.20%             | 2026-11-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                   | Brandywine Operating Partnership LP                                                                                                          | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       601000 | PA      | $590112.43    | 0.01%             | 2028-03-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                         | Valero Energy Corp                                                                                                                           | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |        46000 | PA      | $34704.82     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                            | Cemex SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       227000 | PA      | $217111.31    | 0.00%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |            1 | NC      | $45001.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                                                                                    | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       720000 | PA      | $641151.42    | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                            | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       240000 | PA      | $220520.12    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE EUROPE                                                       | Mondi Finance Europe GmbH                                                                                                                    | CUSIP: 000000000<br>LEI: 2138004LSZE37TGO8788 | Long             | DBT              | CORP              | AT        |       490000 | PA      | $484460.97    | 0.01%             | 2028-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                                       | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       360000 | PA      | $317368.86    | 0.01%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                     | HP Inc                                                                                                                                       | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       492000 | PA      | $471657.36    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                                      | Ageas SA/NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $76466.00     | 0.00%             | 2051-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                                                                                | CUSIP: 29278GAK4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       229000 | PA      | $212475.96    | 0.00%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                        | Suzano Austria GmbH                                                                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $389375.00    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                      | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       730166 | PA      | $717381.41    | 0.01%             | 2041-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                                                                                          | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      6993000 | PA      | $4548418.42   | 0.09%             | 2026-10-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                     | Fresenius Medical Care US Finance III Inc                                                                                                    | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |       190000 | PA      | $160629.79    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                    | Development Bank of Japan Inc                                                                                                                | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      7071000 | PA      | $7117399.76   | 0.14%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | Omega Healthcare Investors Inc                                                                                                               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      8923000 | PA      | $6453875.00   | 0.12%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       970000 | PA      | $804069.38    | 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        |     10801000 | PA      | $7832351.85   | 0.15%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IMERYS SA                                                                  | Imerys SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $481899.35    | 0.01%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      5330000 | PA      | $4579732.24   | 0.09%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                                | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       116000 | PA      | $116871.35    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                       | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       531000 | PA      | $498388.76    | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                              | Aroundtown SA                                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              |  | LU        |       100000 | PA      | $70693.78     | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       543000 | PA      | $515188.10    | 0.01%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Australia And New Zealand Banking Group Limited                            | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |            1 | NC      | $861253.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                    | QBE Insurance Group Ltd                                                                                                                      | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |       325000 | PA      | $307349.96    | 0.01%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                     | Diamondback Energy Inc                                                                                                                       | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       227000 | PA      | $230540.61    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                         | Leviathan Bond Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      3834559 | PA      | $3739414.00   | 0.07%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED NZD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |            1 | NC      | $2428174.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                                                                               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       330000 | PA      | $210844.41    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                                                                                 | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       169000 | PA      | $179304.00    | 0.00%             | 2026-01-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                          | National Grid PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       554000 | PA      | $467221.05    | 0.01%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                           | CPUK Finance Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |       275000 | PA      | $308756.12    | 0.01%             | 2025-08-28      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $176383.32    | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD SEK                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $515526.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-491165.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                               | QUALCOMM Inc                                                                                                                                 | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      7560000 | PA      | $8076593.55   | 0.15%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2CBG5   IRS R02.50PNF3F 11/02/24 CSFBUS33XXX FIXED / Short: IS2CBG5   IRS PNF3FR02.50 11/02/24 CSFBUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |    116738000 | OU      | $-3941626.20  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       230000 | PA      | $228170.85    | 0.00%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-1243.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3354354.49  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                             | CNP Assurances                                                                                                                               | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $430362.25    | 0.01%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                       | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       628000 | PA      | $586717.23    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                        | Canadian Government Bond                                                                                                                     | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     17213000 | PA      | $11951182.56  | 0.23%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                                                                                   | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |        77000 | PA      | $78687.22     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                 | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $212471.68    | 0.00%             | 2023-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       300000 | PA      | $287986.63    | 0.01%             | 2025-03-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                                                                             | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       505000 | PA      | $446007.33    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup Inc                                                                                                                                | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       903000 | PA      | $896516.78    | 0.02%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                               | BAMLL Commercial Mortgage Securities Trust 2017-SCH                                                                                          | CUSIP: 054966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6275000 | PA      | $5910701.74   | 0.11%             | 2033-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                         | Vodafone Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $204640.62    | 0.00%             | 2027-12-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                                                     | Assicurazioni Generali SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       305000 | PA      | $311398.30    | 0.01%             | 2029-01-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                                                                                    | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      1082000 | PA      | $1085935.00   | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                              | Radnor RE 2019-1 Ltd                                                                                                                         | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |      4623255 | PA      | $4570181.05   | 0.09%             | 2029-02-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                                   | Owl Rock Technology Finance Corp                                                                                                             | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       288000 | PA      | $234824.76    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource Inc                                                                                                                                 | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       122000 | PA      | $111308.87    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED MXN / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $-66139.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                                                                               | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       609000 | PA      | $579435.77    | 0.01%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                          | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       312000 | PA      | $336791.79    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                | Cargill Inc                                                                                                                                  | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |        66000 | PA      | $66181.62     | 0.00%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       555000 | PA      | $551851.00    | 0.01%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                      | Prospect Capital Corp                                                                                                                        | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |       666000 | PA      | $555499.14    | 0.01%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                                   | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $209330.22    | 0.00%             | 2024-06-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                  | IDEX Corp                                                                                                                                    | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       667000 | PA      | $553854.67    | 0.01%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                      | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       719000 | PA      | $698989.33    | 0.01%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-1167.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                  | ONEOK Inc                                                                                                                                    | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       588000 | PA      | $492705.58    | 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              | CORP              | KY        |       405000 | PA      | $420533.16    | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                        | PURCHASED JPY / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |            1 | NC      | $1871735.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                    | Marathon Petroleum Corp                                                                                                                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      3097000 | PA      | $3195432.42   | 0.06%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                        | Republic of Austria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      5136000 | PA      | $4421818.40   | 0.08%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                     | DBS Group Holdings Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |       240000 | PA      | $222900.00    | 0.00%             | 2025-02-27      | Fixed         | 3.30%                 | 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      | $202037.50    | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                        | Inversiones CMPC SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |       530000 | PA      | $443311.88    | 0.01%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED THB / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |            1 | NC      | $680686.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                           | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $251220.24    | 0.00%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                          | Lam Research Corp                                                                                                                            | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       225000 | PA      | $214139.52    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3804000 | PA      | $2944882.08   | 0.06%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| Avangrid Inc                                                               | Avangrid Inc                                                                                                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |       637000 | PA      | $578710.05    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                                                                               | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       435000 | PA      | $433738.40    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                                                                             | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       584000 | PA      | $557557.08    | 0.01%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                                                                                            | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       269000 | PA      | $297438.34    | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                             | Merck & Co Inc                                                                                                                               | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       170000 | PA      | $145676.76    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3529000 | PA      | $2921350.31   | 0.06%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                     | Berkshire Hathaway Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       280000 | PA      | $276240.94    | 0.01%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                  | Orange SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       160000 | PA      | $172344.87    | 0.00%             | 2024-02-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS EURO SER 2022-3A CL D V/R REGD              | NEUBERGER BERMAN LOAN ADVISERS EURO SER 2022-3A CL D V/R REGD 144A P/P /EUR                                                                  | CUSIP: 000000000<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | IE        |       437000 | PA      | $388312.03    | 0.01%             | 2034-10-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                      | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    365210000 | PA      | $57448929.91  | 1.10%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       309000 | PA      | $293501.57    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                         | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4010129 | PA      | $4057765.72   | 0.08%             | 2023-11-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                            | OEC Finance Ltd                                                                                                                              | CUSIP: 67614CAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2424918 | PA      | $66829.55     | 0.00%             | 2046-12-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                                               | Kookmin Bank                                                                                                                                 | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |       810000 | PA      | $641439.00    | 0.01%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                                                                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       235000 | PA      | $223543.65    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Encore Automotive Acceptance                                               | AG44635ENCORE AUTOMOTIVE ACCEPTANCE WARRANTS EXP 7/5/2031                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           27 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROMANIA                                                                    | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       250000 | PA      | $195906.25    | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                                                                                           | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       133000 | PA      | $99020.65     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                     | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      1179000 | PA      | $1159252.67   | 0.02%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                   | Visa Inc                                                                                                                                     | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       593000 | PA      | $571926.86    | 0.01%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                                                                               | CUSIP: 74368CBL7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       150000 | PA      | $142791.20    | 0.00%             | 2025-03-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                                       | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      1734000 | PA      | $1528660.01   | 0.03%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                       | DH Europe Finance II Sarl                                                                                                                    | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       345000 | PA      | $301469.16    | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                                                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       516000 | PA      | $423721.56    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                             | Microsoft Corp                                                                                                                               | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       126000 | PA      | $119832.86    | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                      | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       554000 | PA      | $504589.02    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                   | PVH Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      8275000 | PA      | $8035205.39   | 0.15%             | 2027-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED CLP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |            1 | NC      | $2354273.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       555000 | PA      | $480615.32    | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |       200000 | PA      | $179399.38    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $173904.06    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                                                                             | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       109000 | PA      | $96207.59     | 0.00%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                    | Natura &Co Luxembourg Holdings Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      6337000 | PA      | $5530220.69   | 0.11%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) | LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) Term B Loan (First Lien)                                          | CUSIP: 000000000<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      5086837 | PA      | $4784170.54   | 0.09%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5580000 | PA      | $5374161.72   | 0.10%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                    | MPT Operating Partnership LP / MPT Finance Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |       100000 | PA      | $96954.39     | 0.00%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                            | WW Grainger Inc                                                                                                                              | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |       364000 | PA      | $330909.54    | 0.01%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $187162.50    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                                                                                        | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       201000 | PA      | $191316.75    | 0.00%             | 2024-01-08      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                                                                                           | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       370000 | PA      | $338825.79    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIAM COMMERCIAL BANK CAY                                                   | Siam Commercial Bank PCL/Cayman Islands                                                                                                      | CUSIP: 000000000<br>LEI: 54930068OELHUBHH1U03 | Long             | DBT              | CORP              | TH        |       350000 | PA      | $332893.75    | 0.01%             | 2029-02-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos Inc/The                                                                                                                         | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       123000 | PA      | $110801.97    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       461000 | PA      | $387243.11    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                     | Mondelez International Inc                                                                                                                   | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       131000 | PA      | $118967.80    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                                                                                    | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     19183000 | PA      | $18543262.28  | 0.36%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                       | Ferguson Finance PLC                                                                                                                         | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       624000 | PA      | $590047.62    | 0.01%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                              | Ingredion Inc                                                                                                                                | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |       361000 | PA      | $305812.10    | 0.01%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       100426 | PA      | $102096.68    | 0.00%             | 2023-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       124000 | PA      | $115951.61    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                        | Emerson Electric Co                                                                                                                          | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       655000 | PA      | $567506.40    | 0.01%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                             | Pikes Peak CLO 8                                                                                                                             | CUSIP: 72133CAA0<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |     14278908 | PA      | $13950121.86  | 0.27%             | 2034-07-20      | Floating      | 5.41%                 | 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      | $7372068.71   | 0.14%             | 2036-02-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                   | British Telecommunications PLC                                                                                                               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      6607000 | PA      | $7905118.98   | 0.15%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $62625.00     | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | 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      | $-33524876.82 | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                               | Comcast Corp                                                                                                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       300000 | PA      | $241370.36    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                   | Amcor Flexibles North America Inc                                                                                                            | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       651000 | PA      | $528980.90    | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                                                                                          | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       161000 | PA      | $150079.41    | 0.00%             | 2024-09-14      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                          | Kommunalbanken AS                                                                                                                            | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      5050000 | PA      | $3448311.65   | 0.07%             | 2023-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                        | Verisure Holding AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      8815000 | PA      | $8188575.84   | 0.16%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                     | NXP BV / NXP Funding LLC                                                                                                                     | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |       445000 | PA      | $443609.38    | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                                         | Digital Euro Finco LLC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |     15955000 | PA      | $15818446.58  | 0.30%             | 2026-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       506000 | PA      | $500516.60    | 0.01%             | 2026-05-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                                      | BG Energy Capital PLC                                                                                                                        | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       365000 | PA      | $444083.22    | 0.01%             | 2025-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                                                                                          | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       585000 | PA      | $505969.64    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4912 | PA      | $4548.90      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $186833.70    | 0.00%             | 2026-07-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                                             | ISS Global A/S                                                                                                                               | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |       527000 | PA      | $490356.52    | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac Stacr Remic Trust 2020-HQA2                                                                                                      | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1809296 | PA      | $1827786.26   | 0.04%             | 2050-03-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | Synchrony Financial                                                                                                                          | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      9262000 | PA      | $6902400.28   | 0.13%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1439.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                           | Carlisle Cos Inc                                                                                                                             | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |       323000 | PA      | $312581.93    | 0.01%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                        | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      9793000 | PA      | $9456716.21   | 0.18%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3100000 | PA      | $2893668.92   | 0.06%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       410000 | PA      | $288025.00    | 0.01%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                                                                                          | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       102000 | PA      | $97244.85     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HATD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       405839 | PA      | $375841.66    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 59217GEX3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       285000 | PA      | $282979.94    | 0.01%             | 2025-03-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |            1 | NC      | $-680785.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                                                                                     | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        43000 | PA      | $34650.34     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |      8500000 | PA      | $8342240.00   | 0.16%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                           | Altria Group Inc                                                                                                                             | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       135000 | PA      | $129438.43    | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                                                                                          | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       150000 | PA      | $141715.64    | 0.00%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |            1 | NC      | $1909744.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1785562.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $95333.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                                    | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $6482238.64   | 0.12%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       349789 | PA      | $355010.65    | 0.01%             | 2025-07-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                     | Volkswagen International Finance NV                                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $284292.86    | 0.01%             | 2027-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                             | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       205000 | PA      | $165511.88    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                                               | MTR Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |       260000 | PA      | $205855.00    | 0.00%             | 2030-08-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H1DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9075 | PA      | $8415.49      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED CNH / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |            1 | NC      | $2249312.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB Bank ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       120000 | PA      | $121754.15    | 0.00%             | 2026-05-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |            1 | NC      | $-9566.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                     | Volkswagen International Finance NV                                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $3367765.86   | 0.06%             | 2025-06-17      | 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        |       530000 | PA      | $409524.38    | 0.01%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                                                   | Holding d'Infrastructures de Transport SASU                                                                                                  | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $166845.63    | 0.00%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                     | Indian Railway Finance Corp Ltd                                                                                                              | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |       250000 | PA      | $214578.13    | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                     | Nykredit Realkredit AS                                                                                                                       | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       528000 | PA      | $498200.01    | 0.01%             | 2026-01-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       204000 | PA      | $195704.61    | 0.00%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       626000 | PA      | $577431.73    | 0.01%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CDB FINANCIAL LEASING                                                      | China Development Bank Financial Leasing Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3003001Y2JXAVQAIZ618 | Long             | DBT              | CORP              | CN        |       350000 | PA      | $322721.88    | 0.01%             | 2030-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                              | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      4586000 | PA      | $4317609.39   | 0.08%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       270000 | PA      | $207588.28    | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                    | Midwest Connector Capital Co LLC                                                                                                             | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       364000 | PA      | $352393.65    | 0.01%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                         | Vodafone Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $73717.04     | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                         | Panama Government International Bond                                                                                                         | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     10416000 | PA      | $10564428.00  | 0.20%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                 | Weibo Corp                                                                                                                                   | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |       290000 | PA      | $279864.50    | 0.01%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                                                                             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      1568000 | PA      | $1379644.00   | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD NZD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-1308588.83  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                                                                                | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       602000 | PA      | $589937.30    | 0.01%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                   | Discovery Communications LLC                                                                                                                 | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      9179000 | PA      | $6857914.07   | 0.13%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                                                                            | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       250000 | PA      | $226843.75    | 0.00%             | 2026-03-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                   | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       337522 | PA      | $336288.64    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2612000 | PA      | $2719458.33   | 0.05%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED CLP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |            1 | NC      | $5339113.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                                                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       287000 | PA      | $253869.91    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd                                                           | BOC Aviation Ltd                                                                                                                             | CUSIP: 09681MAB4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |       620000 | PA      | $591498.60    | 0.01%             | 2026-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                  | Aviva PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $125112.30    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XI Ltd                                                    | Marble Point CLO XI Ltd                                                                                                                      | CUSIP: 56607FAA3<br>LEI: 549300DBVCVH5X7MO467 | Long             | ABS-CBDO         | CORP              | KY        |     17518574 | PA      | $17227975.89  | 0.33%             | 2030-12-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                 | Cigna Corp                                                                                                                                   | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       574000 | PA      | $534895.81    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                        | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |            1 | NC      | $-858771.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $366888.95    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | 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        |       529516 | PA      | $455351.78    | 0.01%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities LLC                                               | REVERSE REPO CONTRACT U S CREDIT SUISSE SECURITIES (USA) LLC                                                                                 | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |     -2649308 | PA      | $-2835951.16  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                   | Electricite de France SA                                                                                                                     | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       485000 | PA      | $485000.00    | 0.01%             | 2023-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                      | Micron Technology Inc                                                                                                                        | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |        80000 | PA      | $81400.59     | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                                                                                        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       637000 | PA      | $540681.23    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-66038.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       383000 | PA      | $365621.15    | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                                                                               | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      2747000 | PA      | $2242066.18   | 0.04%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                     | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     12390000 | PA      | $11387371.39  | 0.22%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK TSY 1 3/4% 2037                                                         | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     33653180 | PA      | $30677628.34  | 0.59%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| METSO OUTOTEC OYJ                                                          | Metso Outotec Oyj                                                                                                                            | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       179000 | PA      | $156213.98    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1487054 | PA      | $1513050.23   | 0.03%             | 2030-07-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | FUTURE CONTRACT ON EURO-OAT FUTURE MAR23 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -398 | NC      | $3709794.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       240000 | PA      | $226623.96    | 0.00%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                                    | Unibail-Rodamco-Westfield SE                                                                                                                 | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       300000 | PA      | $231376.62    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Trust 2019-DNA3                                                                                                            | CUSIP: 35564TAH3<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |       725159 | PA      | $710587.79    | 0.01%             | 2049-07-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                               | Avangrid Inc                                                                                                                                 | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |        99000 | PA      | $94638.33     | 0.00%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                    | Eni SpA                                                                                                                                      | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       170000 | PA      | $164516.01    | 0.00%             | 2025-10-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6901483.80  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust 2019-R07                                                                                                 | CUSIP: 20753WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       543287 | PA      | $541932.20    | 0.01%             | 2039-10-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                     | Skandinaviska Enskilda Banken AB                                                                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       320000 | PA      | $313027.11    | 0.01%             | 2026-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                   | ADANI ELECTRICITY MUMBAI REGD REG S                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |       710000 | PA      | $505001.70    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN /EUR/ REGD                                        | ALLWYN ENTERTAINMENT FIN /EUR/ REGD V/R 144A P/P                                                                                             | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      4602000 | PA      | $4790740.01   | 0.09%             | 2028-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                                                                                | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      9762000 | PA      | $7388089.14   | 0.14%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                             | EDP Finance BV                                                                                                                               | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |       273000 | PA      | $263423.44    | 0.01%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $181522.00    | 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        |       790000 | PA      | $647914.72    | 0.01%             | 2031-04-15      | 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      | $173850.00    | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                          | Tampa Electric Co                                                                                                                            | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |       120000 | PA      | $110617.45    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       360000 | PA      | $305653.62    | 0.01%             | 2029-05-28      | Fixed         | 0.38%                 | 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      | $5588608.76   | 0.11%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       456948 | PA      | $461986.32    | 0.01%             | 2024-11-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       130000 | PA      | $114170.46    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                                                                              | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      2485000 | PA      | $1616559.00   | 0.03%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                                         | Segro Capital Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |       273000 | PA      | $247687.02    | 0.00%             | 2030-03-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                | OCP CLO 2020-18 Ltd                                                                                                                          | CUSIP: 671078AN3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      3453072 | PA      | $3376527.75   | 0.06%             | 2032-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                         | Panama Government International Bond                                                                                                         | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       408000 | PA      | $302124.00    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                                                                                         | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       722000 | PA      | $686744.99    | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                   | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     16125000 | PA      | $15961173.46  | 0.31%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                   | Ginnie Mae                                                                                                                                   | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40927000 | PA      | $39712343.94  | 0.76%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1929545.13  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                                                                                         | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       113000 | PA      | $113830.33    | 0.00%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORDIC AVIATION COMMON STOCK                                               | NORDIC AVIATION COMMON STOCK                                                                                                                 | CUSIP: 000000000<br>LEI: 21380039TFZL6W7BQB23 | Long             | EC               | CORP              | US        |        86655 | NS      | $1733100.00   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| EDENRED                                                                    | Edenred                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $460517.76    | 0.01%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10146000 | PA      | $10550759.76  | 0.20%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                   | Fox Corp                                                                                                                                     | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       190000 | PA      | $168021.09    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | 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      | $413355.00    | 0.01%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2019-1 Ltd                                                                                                                     | CUSIP: 07876RAB2<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |       537967 | PA      | $537744.31    | 0.01%             | 2029-03-25      | Floating      | 6.14%                 | 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      | $-269295.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                               | Centrica PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $133786.00    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                   | Prudential Financial Inc                                                                                                                     | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       435000 | PA      | $428476.51    | 0.01%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                   | Anheuser-Busch InBev SA/NV                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       335000 | PA      | $435260.68    | 0.01%             | 2024-07-30      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                    | Public Service Co of Colorado                                                                                                                | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       121000 | PA      | $113580.57    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                    | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       256000 | PA      | $203008.00    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD CLP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-3505951.27  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL CENTRAL COOLING                                                   | National Central Cooling Co PJSC                                                                                                             | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | DBT              | CORP              | AE        |       730000 | PA      | $642993.13    | 0.01%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                                                                                 | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       200000 | PA      | $202283.88    | 0.00%             | 2027-12-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       450000 | PA      | $420097.68    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1100000 | PA      | $899112.50    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                                                                                         | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       113000 | PA      | $115379.06    | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | 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      | $214343.75    | 0.00%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                              | AEP Texas Inc                                                                                                                                | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       121000 | PA      | $116369.51    | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1527117 | PA      | $1534722.23   | 0.03%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67995 | PA      | $69936.15     | 0.00%             | 2028-04-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2HIH0   IRS R01.80PER6M 08/18/32 CITIGROUP FIXED / Short: IS2HIH0   IRS PER6MR01.80 08/18/32 CITIGROUP FLOAT                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     62410000 | OU      | $-7360373.41  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                          | Marathon Oil Corp                                                                                                                            | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |      1953000 | PA      | $1864972.27   | 0.04%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                                             | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $678097.70    | 0.01%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                                   | Heimstaden Bostad Treasury BV                                                                                                                | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              |  | NL        |       275000 | PA      | $196693.74    | 0.00%             | 2029-09-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                                                                                | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       115000 | PA      | $107178.22    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                               | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $172123.37    | 0.00%             | 2029-01-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-14571.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                                                                                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       113000 | PA      | $116678.15    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                                                                                    | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |        58000 | PA      | $50610.62     | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS CO PJSC                                                    | Abu Dhabi Ports Co PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800F5LEV1NQJ68T87 | Long             | DBT              | CORP              | AE        |       500000 | PA      | $413062.50    | 0.01%             | 2031-05-06      | Fixed         | 2.50%                 | 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      | $309366.25    | 0.01%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       456000 | PA      | $482968.69    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                              | DISH DBS Corp                                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7940000 | PA      | $6697623.20   | 0.13%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                 | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $1640192.08   | 0.03%             | 2050-07-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21                                                            | HPHT Finance 21 Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300F5U2UH77I50R70 | Long             | DBT              | CORP              | KY        |       250000 | PA      | $224527.50    | 0.00%             | 2026-03-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       120000 | PA      | $118932.61    | 0.00%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                     | Federation des Caisses Desjardins du Quebec                                                                                                  | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       315000 | PA      | $307119.18    | 0.01%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                     | Commonwealth Edison Co                                                                                                                       | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       150000 | PA      | $156825.94    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG LONDON                                                    | Credit Suisse AG/London                                                                                                                      | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |       531000 | PA      | $483015.90    | 0.01%             | 2026-01-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NERVAL SAS                                                                 | Nerval SAS                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500J6JIKQCN6GP325 | Long             | DBT              |  | FR        |       300000 | PA      | $256429.46    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                      | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      9526000 | PA      | $7073155.59   | 0.14%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                       | Western Digital Corp                                                                                                                         | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      6522000 | PA      | $4689850.06   | 0.09%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       285000 | PA      | $262521.59    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      9435000 | PA      | $9077710.23   | 0.17%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                        | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4546656 | PA      | $2971579.33   | 0.06%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED MXN / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $-160150.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                                                                                   | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       260000 | PA      | $211531.57    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                 | Cigna Corp                                                                                                                                   | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       375000 | PA      | $266081.92    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED NZD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |            1 | NC      | $-412837.15   | -0.01%            |  |  |  | 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      | $13235243.08  | 0.25%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | FUTURE CONTRACT ON EURO-BOBL FUTURE MAR23 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -952 | NC      | $3840624.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       105000 | PA      | $116863.44    | 0.00%             | 2030-08-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                                    | Schlumberger Finance BV                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |       568000 | PA      | $459152.08    | 0.01%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |            1 | NC      | $11599.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                    | Aeropuerto Internacional de Tocumen SA                                                                                                       | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |       240000 | PA      | $196395.00    | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                                                                                  | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       265000 | PA      | $250592.47    | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                   | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       644000 | PA      | $578778.00    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                                                                                    | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       195000 | PA      | $156432.60    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                     | Standard Chartered PLC                                                                                                                       | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     12300000 | PA      | $9471000.00   | 0.18%             | 2027-01-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      5600000 | PA      | $5096372.12   | 0.10%             | 2026-12-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                            | ZF Finance GmbH                                                                                                                              | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     13000000 | PA      | $11359550.16  | 0.22%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                     | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-3588684.01  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                                                                                          | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       124000 | PA      | $116981.51    | 0.00%             | 2033-11-09      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                       | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       290000 | PA      | $280991.88    | 0.01%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       594000 | PA      | $566266.34    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                                                                                       | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |        75000 | PA      | $72845.55     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | 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      | $7744594.56   | 0.15%             | 2039-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4370000 | PA      | $4627274.35   | 0.09%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                                   | AES Panama Generation Holdings SRL                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |       650000 | PA      | $560543.75    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                                                                             | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       521000 | PA      | $504788.49    | 0.01%             | 2025-12-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                   | Host Hotels & Resorts LP                                                                                                                     | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |       105000 | PA      | $80383.32     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                   | Long: IS2E1S3   IRS R01.06PSO/N 01/31/52 MORGANSTANL FIXED / Short: IS2E1S3   IRS PSO/NR01.06 01/31/52 MORGANSTANL FLOAT                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |       140000 | OU      | $-73084.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                          | Marathon Oil Corp                                                                                                                            | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |       190000 | PA      | $189325.57    | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H2YB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10226 | PA      | $9482.54      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                                                   | Octagon Loan Funding Ltd                                                                                                                     | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |      8983928 | PA      | $8837543.88   | 0.17%             | 2031-11-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $5901884.25   | 0.11%             | 2027-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBB TREASURY OYJ                                                           | SBB Treasury Oyj                                                                                                                             | CUSIP: 000000000<br>LEI: 5493003HHOCW6FIMH724 | Long             | DBT              |  | FI        |     10119000 | PA      | $6906789.78   | 0.13%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                                                                                    | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       390000 | PA      | $337177.74    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                     | Engie Energia Chile SA                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       670000 | PA      | $544081.88    | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                                                   | QatarEnergy Trading LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       540000 | PA      | $445601.25    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                       | BAT International Finance PLC                                                                                                                | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       852000 | PA      | $788157.54    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIA CELERE DESARROLLOS                                                     | Via Celere Desarrollos Inmobiliarios SA                                                                                                      | CUSIP: 000000000<br>LEI: 9598003HCBBUMJ9HTD63 | Long             | DBT              |  | ES        |       100000 | PA      | $95805.27     | 0.00%             | 2026-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                 | FUTURE CONTRACT ON CAN 10YR BOND FUT MAR23 /CAD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |            7 | NC      | $-12355.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KIINNITSLOUTTO                                                      | Nordea Kiinnitysluottopankki Oyj                                                                                                             | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       430000 | PA      | $441452.91    | 0.01%             | 2024-11-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                             | Air Lease Corp                                                                                                                               | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      1502000 | PA      | $1406797.50   | 0.03%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2243000 | PA      | $2573028.16   | 0.05%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                        | Gilead Sciences Inc                                                                                                                          | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       280000 | PA      | $258290.32    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                        | CASTLE UK FINCO PLC /EUR/ REGD V/R 144A P/P                                                                                                  | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |       130000 | PA      | $102940.59    | 0.00%             | 2028-05-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                                   | BHP Billiton Finance Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       125000 | PA      | $113747.31    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                         | Vivion Investments Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |      7700000 | PA      | $6429612.09   | 0.12%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                         | Braskem Idesa SAPI                                                                                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      4279000 | PA      | $3048787.50   | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                | IRS RUS3MP02.45 01/30/27 CITIBANK NA FLOAT                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       600000 | OU      | $35727.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                  | Baidu Inc                                                                                                                                    | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |       630000 | PA      | $487683.00    | 0.01%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                 | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $206325.98    | 0.00%             | 2024-09-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                        | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 280508520000 | PA      | $218374718.19 | 4.19%             | 2025-06-10      | Fixed         | 3.12%                 | 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      | $16004863.71  | 0.31%             | 2025-12-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                                         | Diageo Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       235000 | PA      | $236202.68    | 0.00%             | 2027-03-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                                       | Doha Finance Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |       590000 | PA      | $529082.50    | 0.01%             | 2026-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE EUROPE                                                    | Glencore Finance Europe Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800WHKNIC1JQQG433 | Long             | DBT              | CORP              | JE        |       160000 | PA      | $169130.33    | 0.00%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3138WQKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       876042 | PA      | $820598.27    | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                                                                                      | CUSIP: 44891CBP7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       590000 | PA      | $504583.67    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $168522.00    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER BANK                                                    | Santander Consumer Bank AS                                                                                                                   | CUSIP: 000000000<br>LEI: 549300A08LH2961IPN13 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $200994.00    | 0.00%             | 2024-09-11      | Fixed         | 0.12%                 | 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      | $-585316.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                                                                                      | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       365000 | PA      | $319580.61    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                     | TotalEnergies Capital International SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $104593.77    | 0.00%             | 2026-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                                                                             | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     12212000 | PA      | $9512384.75   | 0.18%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                                                    | Samhallsbyggnadsbolaget i Norden AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              |  | SE        |       100000 | PA      | $79191.44     | 0.00%             | 2026-09-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7920000 | PA      | $8632055.91   | 0.17%             | 2028-10-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group Inc                                                                                                                             | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       621000 | PA      | $404732.47    | 0.01%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                   | PVH Corp                                                                                                                                     | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |       185000 | PA      | $178648.62    | 0.00%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                | Cargill Inc                                                                                                                                  | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       311000 | PA      | $270591.03    | 0.01%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS25Q36   IRS RER6MP00.02 11/10/50 MSNYUS33XXX FLOAT / Short: IS25Q36   IRS P00.02RER6M 11/10/50 MSNYUS33XXX FIXED                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     45740000 | OU      | $24400608.20  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                        | PayPal Holdings Inc                                                                                                                          | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       606000 | PA      | $553074.40    | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-8631134.29  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                          | Newell Brands Inc                                                                                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       130000 | PA      | $129072.18    | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                                    | Huarong Finance 2017 Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |       530000 | PA      | $447850.00    | 0.01%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                | BNG Bank NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      4715000 | PA      | $4383753.19   | 0.08%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                       | Blue Owl Finance LLC                                                                                                                         | CUSIP: 09581JAG1<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       133000 | PA      | $105529.58    | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                                                                                 | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |        94000 | PA      | $82627.22     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H9JN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5566279 | PA      | $5492365.41   | 0.11%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD NZD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-4188700.51  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                                   | CNH Industrial Finance Europe SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |       261000 | PA      | $238431.28    | 0.00%             | 2029-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD CLP                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-6631559.26  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                      | Schneider Electric SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $212361.91    | 0.00%             | 2023-09-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                                                                                     | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $193491.30    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                         | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        92000 | PA      | $73593.53     | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                  | Hess Corp                                                                                                                                    | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       230000 | PA      | $220118.08    | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                      | Interpublic Group of Cos Inc/The                                                                                                             | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |       175000 | PA      | $165038.06    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE NATIONAL BANK                                                   | Philippine National Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300AFS0UU6SDK2K95 | Long             | DBT              | CORP              | PH        |       480000 | PA      | $451290.00    | 0.01%             | 2024-09-27      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                             | FUTURE CONTRACT ON JPN 10Y BOND(OSE) MAR23 /JPY                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |            8 | NC      | $-175861.02   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                                       | Verisk Analytics Inc                                                                                                                         | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       230000 | PA      | $214574.37    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                      | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5587150000 | PA      | $32376702.39  | 0.62%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |            1 | NC      | $-759314.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                                                                                         | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       700000 | PA      | $666295.50    | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                       | JSW Hydro Energy Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |      1070850 | PA      | $891014.13    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                         | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       350000 | PA      | $359800.00    | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                                                                             | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       139000 | PA      | $122643.47    | 0.00%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                                                                                          | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       499000 | PA      | $493097.07    | 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      | $198403.80    | 0.00%             | 2028-08-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                          | Southern Power Co                                                                                                                            | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |       345000 | PA      | $293991.85    | 0.01%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                                    | JT International Financial Services BV                                                                                                       | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       563000 | PA      | $596509.60    | 0.01%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4380742.61  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                            | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     27731719 | PA      | $27041799.45  | 0.52%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                              | Enel Chile SA                                                                                                                                | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |       270000 | PA      | $262035.00    | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIC                                                                      | CITIC Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $210940.00    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       440000 | PA      | $409888.16    | 0.01%             | 2027-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                      | DP World Crescent Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $183912.50    | 0.00%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                                                                                   | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       205000 | PA      | $181239.10    | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KR        |            1 | NC      | $4533814.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                           | Greenko Dutch BV                                                                                                                             | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |       382000 | PA      | $331385.00    | 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: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       882579 | PA      | $867330.65    | 0.02%             | 2041-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140QEDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30045418 | PA      | $26039267.06  | 0.50%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                | CDX 137BERAF4 03.000 SP 05/11/2063 CREDIT SUISS LONG                                                                                         | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |      4118345 | OU      | $-1008102.32  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                               | GS Mortgage Securities Corp Trust 2019-SMP                                                                                                   | CUSIP: 36259NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5035000 | PA      | $4753865.24   | 0.09%             | 2032-08-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       240000 | PA      | $198505.20    | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                   | Deutsche Telekom International Finance BV                                                                                                    | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       246000 | PA      | $237189.69    | 0.00%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                     | Boardwalk Pipelines LP                                                                                                                       | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       150000 | PA      | $125579.16    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                                           | Neinor Homes SA                                                                                                                              | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              |  | ES        |       100000 | PA      | $90960.40     | 0.00%             | 2026-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     12199000 | PA      | $10575797.52  | 0.20%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                                                                                          | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       150000 | PA      | $146536.12    | 0.00%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     10564000 | PA      | $11197271.54  | 0.21%             | 2025-07-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       124000 | PA      | $114875.53    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELFONICA DEUTSCH FINAN                                                    | O2 Telefonica Deutschland Finanzierungs GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 391200FDN4TJLX3JE169 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $507294.90    | 0.01%             | 2025-07-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -51 | NC      | $1992.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                                                  | Lear Corp                                                                                                                                    | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |       802000 | PA      | $677545.26    | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBB TREASURY OYJ                                                           | SBB Treasury Oyj                                                                                                                             | CUSIP: 000000000<br>LEI: 5493003HHOCW6FIMH724 | Long             | DBT              |  | FI        |       314000 | PA      | $213623.40    | 0.00%             | 2029-11-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing Inc                                                                                                                | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       647000 | PA      | $561710.77    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                                                                                   | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       325000 | PA      | $276655.52    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                                                                                          | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       643000 | PA      | $502093.82    | 0.01%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      1889000 | PA      | $1843469.36   | 0.04%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                                                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       122000 | PA      | $113770.06    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                                             | Jyske Bank A/S                                                                                                                               | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |       170000 | PA      | $159804.44    | 0.00%             | 2026-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                                               | Securitas AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |       570000 | PA      | $472960.26    | 0.01%             | 2028-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                              | AIB Group PLC                                                                                                                                | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       853000 | PA      | $824918.66    | 0.02%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | Sysco Corp                                                                                                                                   | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       117000 | PA      | $127447.99    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                         | Vodafone Group PLC                                                                                                                           | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $214309.72    | 0.00%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                       | Petronas Capital Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $826150.00    | 0.02%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       311000 | PA      | $307143.75    | 0.01%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       283000 | PA      | $263961.72    | 0.01%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $478114.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                 | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $199814.35    | 0.00%             | 2045-07-07      | Fixed         | 2.24%                 | 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        |       809061 | PA      | $700227.23    | 0.01%             | 2037-12-28      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                   | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    176742000 | PA      | $175541757.49 | 3.36%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                       | Entegris Escrow Corp                                                                                                                         | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      9256000 | PA      | $8465871.28   | 0.16%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                   | Archer-Daniels-Midland Co                                                                                                                    | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       627000 | PA      | $563777.42    | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                                   | Kia Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |       230000 | PA      | $204865.60    | 0.00%             | 2027-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                       | SandRidge Energy Inc                                                                                                                         | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         4459 | NS      | $75936.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHMS Mortgage Trust                                                        | BHMS 2018-ATLS                                                                                                                               | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13883886 | PA      | $13329488.55  | 0.26%             | 2035-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       569000 | PA      | $555421.54    | 0.01%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                   | United Overseas Bank Ltd                                                                                                                     | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $174534.00    | 0.00%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                                                                                       | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       693000 | PA      | $644529.22    | 0.01%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals Inc                                                                                                               | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       175000 | PA      | $160284.18    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | FUTURE CONTRACT ON US ULTRA BOND CBT MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           18 | NC      | $-48437.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELEC PEC SPA                                                         | Chile Electricity PEC SpA                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       206000 | PA      | $147328.63    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                         | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |       139000 | PA      | $85816.72     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                   | Fox Corp                                                                                                                                     | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       240000 | PA      | $218191.78    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | 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      | $27888674.32  | 0.53%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       320000 | PA      | $324672.42    | 0.01%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                       | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      6154000 | PA      | $6647121.96   | 0.13%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       573000 | PA      | $493146.34    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                           | Altria Group Inc                                                                                                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       160000 | PA      | $106793.01    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                    | Consolidated Edison Co of New York Inc                                                                                                       | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       115000 | PA      | $116190.52    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                             | AutoNation Inc                                                                                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       572000 | PA      | $457198.79    | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                 | Zoetis Inc                                                                                                                                   | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       167000 | PA      | $170350.46    | 0.00%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      5268000 | PA      | $5168197.79   | 0.10%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |            1 | NC      | $-231798.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-19389.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | Credit Suisse Group AG                                                                                                                       | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     15457000 | PA      | $12042320.55  | 0.23%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                           | Peruvian Government International Bond                                                                                                       | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       105000 | PA      | $61411.88     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                                     | Yorkshire Building Society                                                                                                                   | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       553000 | PA      | $478026.65    | 0.01%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ACEF HOLDING SCA                                                           | Acef Holding SCA                                                                                                                             | CUSIP: 000000000<br>LEI: 213800KW7LHVG5QUS111 | Long             | DBT              |  | LU        |       436000 | PA      | $323818.75    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                    | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $80018.76     | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | Ford Motor Co                                                                                                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |        90000 | PA      | $83381.23     | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | Credit Suisse Group AG                                                                                                                       | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       374000 | PA      | $384735.92    | 0.01%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                                       | Computershare US Inc                                                                                                                         | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |       305000 | PA      | $238638.35    | 0.00%             | 2031-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust 2020-R01                                                                                                 | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2258600 | PA      | $2243022.86   | 0.04%             | 2040-01-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                                   | CNH Industrial Finance Europe SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |       210000 | PA      | $212676.78    | 0.00%             | 2025-09-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                     | Aptiv PLC / Aptiv Corp                                                                                                                       | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |        79000 | PA      | $57235.41     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | 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      | $104219.43    | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       699000 | PA      | $582026.21    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       240000 | PA      | $243951.17    | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                           | MDC Holdings Inc                                                                                                                             | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |       315000 | PA      | $226473.69    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                            | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $455270.63    | 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        |     11251432 | PA      | $10465501.72  | 0.20%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                               | DP World Ltd/United Arab Emirates                                                                                                            | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       440000 | PA      | $368720.00    | 0.01%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                                                                                     | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       165000 | PA      | $168900.19    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                             | Qatar Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       490000 | PA      | $445991.88    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2729199 | PA      | $2552920.57   | 0.05%             | 2042-11-01      | Fixed         | 3.50%                 | 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      | $205837.50    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $103675.61    | 0.00%             | 2025-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                    | HCA Inc                                                                                                                                      | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       366000 | PA      | $325586.33    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                            | Long: IS2JE12   CDX 2I667KJQ2 05.000 BP 12/20/2027 MSNYUS33XXX FLOAT / Short: IS2JE12   CDX 2I667KJQ2 05.000 BP 12/20/2027 MSNYUS33XXX FIXED | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     24830000 | OU      | $-306327.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       335000 | PA      | $238331.56    | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                      | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3939050000 | PA      | $23642379.79  | 0.45%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6799 | PA      | $6964.75      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                               | Comcast Corp                                                                                                                                 | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       210000 | PA      | $189628.36    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                    | Midwest Connector Capital Co LLC                                                                                                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       288000 | PA      | $259853.33    | 0.00%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                                                                                      | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       660000 | PA      | $573864.89    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                       | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       295000 | PA      | $286765.61    | 0.01%             | 2028-03-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard Inc                                                                                                                 | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       643000 | PA      | $592877.01    | 0.01%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       124000 | PA      | $113614.66    | 0.00%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                      | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6382500000 | PA      | $39043425.94  | 0.75%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                 | PacifiCorp                                                                                                                                   | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       390000 | PA      | $322118.44    | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                   | Canadian Pacific Railway Co                                                                                                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       235000 | PA      | $236392.01    | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                        | Gilead Sciences Inc                                                                                                                          | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       145000 | PA      | $93837.68     | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Inflation Indexed Bonds                                                                                               | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176885173 | PA      | $171219328.70 | 3.28%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ABRDN PLC                                                                  | abrdn plc                                                                                                                                    | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |       299000 | PA      | $263471.95    | 0.01%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                    | Bristol-Myers Squibb Co                                                                                                                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       570000 | PA      | $445133.59    | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        68000 | PA      | $64924.76     | 0.00%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3138WPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9332861 | PA      | $8742193.02   | 0.17%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                   | Medtronic Global Holdings SCA                                                                                                                | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       345000 | PA      | $356471.55    | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                                                                                      | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       123000 | PA      | $115343.76    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $92840.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                                    | DXC Capital Funding DAC                                                                                                                      | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |       457000 | PA      | $402904.47    | 0.01%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                            | ZF Finance GmbH                                                                                                                              | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $166828.40    | 0.00%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                           | ENA Master Trust                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |       490000 | PA      | $328606.25    | 0.01%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | FUTURE CONTRACT ON EURO-BTP FUTURE MAR23 /EUR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -380 | NC      | $3608304.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOHL CAPITAL LTD                                                           | Gohl Capital Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |       220000 | PA      | $195566.25    | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                  | Orange SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $202212.65    | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | Omega Healthcare Investors Inc                                                                                                               | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |       405000 | PA      | $313141.16    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       601000 | PA      | $574943.30    | 0.01%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                              | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      9362000 | PA      | $7660720.98   | 0.15%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                            | CVS Health Corp                                                                                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       295000 | PA      | $270299.87    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                                                                              | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       709000 | PA      | $574052.62    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                   | Virgin Media Finance PLC                                                                                                                     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $160683.86    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                              | Bank Hapoalim BM                                                                                                                             | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |       257000 | PA      | $221020.00    | 0.00%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       609000 | PA      | $576743.72    | 0.01%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43935000 | PA      | $29024559.38  | 0.56%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       616000 | PA      | $579675.98    | 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        |       132949 | PA      | $123288.34    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                                                                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       791000 | PA      | $703036.45    | 0.01%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                   | Virgolino de Oliveira Finance SA                                                                                                             | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4300000 | PA      | $430.00       | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| ERSTE GROUP BANK AG                                                        | Erste Group Bank AG                                                                                                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $281009.66    | 0.01%             | 2027-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-468602.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                            | OEC Finance Ltd                                                                                                                              | CUSIP: 67614CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1686905 | PA      | $33698.71     | 0.00%             | 2033-12-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                   | Queensland Treasury Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3061000 | PA      | $2143184.31   | 0.04%             | 2024-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOBANK SPA                                                                 | doValue SpA                                                                                                                                  | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |       105000 | PA      | $108101.97    | 0.00%             | 2025-08-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASB FINANCE LTD                                                            | ASB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300A8V0FZJN79NH08 | Long             | DBT              | CORP              | NZ        |       559000 | PA      | $475288.09    | 0.01%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      7312000 | PA      | $5738045.72   | 0.11%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                                                                                          | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      7398000 | PA      | $6737551.71   | 0.13%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                          | DXC Technology Co                                                                                                                            | CUSIP: 000000000<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |       101000 | PA      | $99708.67     | 0.00%             | 2026-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-867.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS25Q14   IRS R00.04PER6M 11/10/50 MSNYUS33XXX FIXED / Short: IS25Q14   IRS PER6MR00.04 11/10/50 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     45740000 | OU      | $-25015038.88 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                 | Orsted AS                                                                                                                                    | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      7470000 | PA      | $8840075.22   | 0.17%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       472000 | PA      | $421484.25    | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CAIXABANK SA /GBP/ REGD V/R REG S EMTN                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2327443.31   | 0.04%             | 2026-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                                | LG Chem Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |       510000 | PA      | $398692.50    | 0.01%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                             | CUSIP: 3133A7S26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8845266 | PA      | $7643755.93   | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                       | Duke Energy Ohio Inc                                                                                                                         | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       130000 | PA      | $107126.78    | 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      | $199855.71    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                   | Wisconsin Electric Power Co                                                                                                                  | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       175000 | PA      | $171955.35    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                        | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       250000 | PA      | $212940.18    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                     | Credit Suisse Group AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     11289000 | PA      | $8867460.84   | 0.17%             | 2024-12-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                                                                                        | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       183000 | PA      | $163544.64    | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                      | Takeda Pharmaceutical Co Ltd                                                                                                                 | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       250000 | PA      | $171177.59    | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | 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        |       120758 | PA      | $104866.11    | 0.00%             | 2037-03-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                  | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2749892 | PA      | $2331392.81   | 0.04%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       569000 | PA      | $548659.44    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       268000 | PA      | $261643.18    | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CLEARSTREAM BANKING AG                                                     | Clearstream Banking AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300298FD7AS4PPU70 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $193434.41    | 0.00%             | 2025-12-01      | None          | 0.00%                 | 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        |      3822000 | PA      | $3196944.23   | 0.06%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                          | Kinder Morgan Inc                                                                                                                            | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        70000 | PA      | $78749.82     | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                                                                             | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       618000 | PA      | $572171.80    | 0.01%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                                                                               | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       602000 | PA      | $561278.14    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                                                                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       295000 | PA      | $312843.73    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       604000 | PA      | $567820.38    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                       | Ferguson Finance PLC                                                                                                                         | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       624000 | PA      | $569292.48    | 0.01%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2019-4 Ltd                                                                                                                     | CUSIP: 07876LAC3<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |      4951104 | PA      | $4943817.25   | 0.09%             | 2029-10-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                  | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35030000 | PA      | $30774401.47  | 0.59%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       315000 | PA      | $248920.28    | 0.00%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                                      | Origin Energy Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |       452000 | PA      | $377873.12    | 0.01%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                    | Sammons Financial Group Inc                                                                                                                  | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       129000 | PA      | $107105.34    | 0.00%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                                      | ICBCIL Finance Co Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |       230000 | PA      | $218615.00    | 0.00%             | 2026-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD SGD                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-619909.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                    | Shell International Finance BV                                                                                                               | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       210000 | PA      | $184461.16    | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                               | SK Hynix Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       460000 | PA      | $337323.75    | 0.01%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                           | Lenovo Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $196687.50    | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                        | American Tower Corp                                                                                                                          | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       282000 | PA      | $274560.81    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                                  | Safran SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $479559.01    | 0.01%             | 2026-03-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       255000 | PA      | $206735.16    | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INVESTEC BANK PLC                                                          | Investec Bank PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 84S0VF8TSMH0T6D4K848 | Long             | DBT              | CORP              | GB        |       461000 | PA      | $441298.03    | 0.01%             | 2026-08-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PMT Credit Risk Transfer Trust                                             | PMT Credit Risk Transfer Trust 2019-3R                                                                                                       | CUSIP: 69349MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       354146 | PA      | $338701.72    | 0.01%             | 2031-11-27      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                               | Falabella SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |       261000 | PA      | $235601.44    | 0.00%             | 2027-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       619000 | PA      | $600983.66    | 0.01%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                 | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $197455.16    | 0.00%             | 2047-07-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9840000 | PA      | $8858448.16   | 0.17%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                                         | Kings Park CLO Ltd                                                                                                                           | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $679632.10    | 0.01%             | 2035-01-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                                                                               | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       123000 | PA      | $115505.59    | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                 | Grifols SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      2746000 | PA      | $2771071.87   | 0.05%             | 2025-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                   | Visa Inc                                                                                                                                     | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       602000 | PA      | $558152.81    | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                    | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       673000 | PA      | $494570.88    | 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        |      1878000 | PA      | $1570555.59   | 0.03%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                  | Wyeth LLC                                                                                                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |       673000 | PA      | $727335.89    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       290000 | PA      | $271851.08    | 0.01%             | 2028-02-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                             | Merck & Co Inc                                                                                                                               | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       543000 | PA      | $477041.02    | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                                             | Korea Gas Corp                                                                                                                               | CUSIP: 50066CAQ2<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |       290000 | PA      | $252263.75    | 0.00%             | 2026-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                                          | Wolters Kluwer NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $85416.04     | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       562000 | PA      | $362197.34    | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       521000 | PA      | $562740.92    | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                             | AutoNation Inc                                                                                                                               | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1223000 | PA      | $1094413.11   | 0.02%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                             | Air Lease Corp                                                                                                                               | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       827000 | PA      | $754174.60    | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                                                                                  | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       649000 | PA      | $573151.15    | 0.01%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                                                                            | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       350000 | PA      | $253599.50    | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                  | Ashford Hospitality Trust 2018-KEYS                                                                                                          | CUSIP: 04410CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000000 | PA      | $13477371.60  | 0.26%             | 2035-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                                                                             | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       290000 | PA      | $216869.37    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                       | Pilgrim's Pride Corp                                                                                                                         | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        95000 | PA      | $93094.16     | 0.00%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                                       | Eagle RE 2018-1 Ltd                                                                                                                          | CUSIP: 269826AA1<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |      4842812 | PA      | $4826938.93   | 0.09%             | 2028-11-25      | Floating      | 6.09%                 | 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      | $156227.16    | 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      | $335266.25    | 0.01%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-2791302.48  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTEMPRY RUIDNG DEVELOP                                                   | Contemporary Ruiding Development Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300MSU00BINFBY870 | Long             | DBT              | CORP              | VG        |       800000 | PA      | $627864.00    | 0.01%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                | Balboa Bay Loan Funding 2021-1 Ltd                                                                                                           | CUSIP: 05765XAE1<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1514449.60   | 0.03%             | 2034-07-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                     | VICI Properties LP / VICI Note Co Inc                                                                                                        | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |       101000 | PA      | $94254.73     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                                              | QIB Sukuk Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $272868.75    | 0.01%             | 2025-10-27      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED NOK / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |            1 | NC      | $1801804.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125315000 | PA      | $79026771.88  | 1.51%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL PLC                                                       | Rentokil Initial PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | DBT              | CORP              | GB        |       557000 | PA      | $486297.62    | 0.01%             | 2028-10-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                               | GS Mortgage Securities Trust 2011-GC5                                                                                                        | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       204620 | PA      | $84733.76     | 0.00%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       257000 | PA      | $167482.69    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1214000 | PA      | $1215688.27   | 0.02%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                                                                                         | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       120000 | PA      | $114318.38    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       634000 | PA      | $531266.80    | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                    | Reliance Industries Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |       250000 | PA      | $204145.00    | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                   | Liberty Mutual Group Inc                                                                                                                     | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      8585000 | PA      | $8094450.30   | 0.16%             | 2059-05-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                             | Qatar Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      1110000 | PA      | $1071011.25   | 0.02%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     11930000 | PA      | $10345124.91  | 0.20%             | 2026-06-01      | Fixed         | 4.00%                 | 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      | $256833.58    | 0.00%             | 2031-01-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                            | Nissan Motor Co Ltd                                                                                                                          | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       261000 | PA      | $242641.30    | 0.00%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                                                    | MOL Hungarian Oil & Gas PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |       100000 | PA      | $106496.39    | 0.00%             | 2023-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-85626.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac Stacr Remic Trust 2020-DNA1                                                                                                      | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |       365693 | PA      | $364561.28    | 0.01%             | 2050-01-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                           | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     11880000 | PA      | $10852826.16  | 0.21%             | 2027-01-17      | Fixed         | 2.00%                 | 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      | $6377120.95   | 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      | $211170.00    | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                   | Florida Power & Light Co                                                                                                                     | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       125000 | PA      | $106390.69    | 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        |     17400000 | PA      | $16130837.91  | 0.31%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                                                                            | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       791000 | PA      | $743633.26    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | Natwest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     17390000 | PA      | $14585011.98  | 0.28%             | 2030-02-26      | Fixed         | 0.78%                 | 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        |       238728 | PA      | $206497.01    | 0.00%             | 2047-09-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                                      | Becton Dickinson Euro Finance Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       370000 | PA      | $325949.74    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       400000 | PA      | $335444.58    | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                | Cargill Inc                                                                                                                                  | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       370000 | PA      | $368566.42    | 0.01%             | 2025-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                          | Cometa Energia SA de CV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |       651320 | PA      | $616433.67    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                          | TSMC Arizona Corp                                                                                                                            | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       380000 | PA      | $366057.85    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       375000 | PA      | $376650.02    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                                                                                   | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     28190000 | PA      | $19428366.03  | 0.37%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                                                  | Essity AB                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | DBT              | CORP              | SE        |       588000 | PA      | $459195.68    | 0.01%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       224000 | PA      | $189113.12    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2020-3 Ltd                                                                                                                     | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4572192 | PA      | $4596051.41   | 0.09%             | 2030-10-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                | PURCHASED SEK / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DFE              |  | SE        |            1 | NC      | $-614351.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                                                                                           | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $584975.05    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       653000 | PA      | $561986.24    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                        | SA Global Sukuk Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $890812.50    | 0.02%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       195000 | PA      | $165424.49    | 0.00%             | 2029-11-17      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13277107 | PA      | $12469615.92  | 0.24%             | 2041-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       245000 | PA      | $267332.82    | 0.01%             | 2027-03-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                               | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $100811.45    | 0.00%             | 2026-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                                   | Imperial Brands Finance Netherlands BV                                                                                                       | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      4161000 | PA      | $3113299.54   | 0.06%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       411252 | PA      | $422150.92    | 0.01%             | 2024-01-25      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                        | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       279000 | PA      | $368265.01    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | 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      | $606752.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                    | Panasonic Holdings Corp                                                                                                                      | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |       599000 | PA      | $573682.01    | 0.01%             | 2024-07-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD SGD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-395643.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                                       | Fastighets AB Balder                                                                                                                         | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              |  | SE        |       265000 | PA      | $195782.31    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                   | Huntington National Bank/The                                                                                                                 | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |       578000 | PA      | $579755.65    | 0.01%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                                                                                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       120000 | PA      | $115184.45    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $19444.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                                                                              | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       578000 | PA      | $578492.22    | 0.01%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                                                                                          | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |        46000 | PA      | $43670.49     | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                         | Viterra Finance BV                                                                                                                           | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $175092.55    | 0.00%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                   | Prudential Financial Inc                                                                                                                     | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       385000 | PA      | $370239.85    | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                                                                                | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      6524000 | PA      | $6943624.85   | 0.13%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                      | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4094850000 | PA      | $29914200.00  | 0.57%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                      | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1468300000 | PA      | $9706422.03   | 0.19%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       425000 | PA      | $340272.22    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED SGD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |            1 | NC      | $501023.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                     | POWER FINANCE CORP LTD REGD REG S EMTN SER GMTN                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |       360000 | PA      | $297507.60    | 0.01%             | 2031-05-16      | Fixed         | 3.35%                 | 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      | $-406936.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                      | Grifols Escrow Issuer SA                                                                                                                     | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $89689.17     | 0.00%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-880964.11   | -0.02%            |  |  |  | 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        |       752236 | PA      | $728634.91    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                     | New Zealand Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     74208000 | PA      | $43303678.27  | 0.83%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       616000 | PA      | $569002.30    | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                     | AmerisourceBergen Corp                                                                                                                       | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       146000 | PA      | $121299.69    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                | MetLife Inc                                                                                                                                  | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       232000 | PA      | $270875.31    | 0.01%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                | IRS R03.01PUS3M 07/16/45 CITIGROUP FIXED                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       100000 | OU      | $-9719.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR Trust 2019-DNA4                                                                                                            | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       472853 | PA      | $472854.65    | 0.01%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                    | Shell International Finance BV                                                                                                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       441000 | PA      | $486875.22    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                          | General Motors Co                                                                                                                            | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       316000 | PA      | $271951.75    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                           | Freddie Mac Pool                                                                                                                             | CUSIP: 3133A7NJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4804927 | PA      | $4152242.68   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                                      | Annington Funding PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              |  | GB        |      3571000 | PA      | $3585622.60   | 0.07%             | 2029-07-12      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                                                                                           | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       461000 | PA      | $445421.18    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | 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      | $-106447.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP                                                                   | SLM Corp                                                                                                                                     | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6276000 | PA      | $5715498.60   | 0.11%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                                   | INDOFOOD CBP SUKSES MAKM REGD REG S                                                                                                          | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |       490000 | PA      | $403691.40    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                          | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |       647000 | PA      | $511365.86    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                          | Marathon Oil Corp                                                                                                                            | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |       277000 | PA      | $285185.24    | 0.01%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                         | Peru Government Bond                                                                                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    157262000 | PA      | $36406831.26  | 0.70%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                                                                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       255000 | PA      | $256304.08    | 0.00%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                                                                              | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      2505000 | PA      | $1574949.59   | 0.03%             | 2027-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1703000 | PA      | $1732810.38   | 0.03%             | 2025-02-25      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                      | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4022550000 | PA      | $29314493.12  | 0.56%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                                                         | Intercorp Peru Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |       370000 | PA      | $304556.25    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | 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      | $446651.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                                                                                           | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335000 | PA      | $324407.87    | 0.01%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | FISERV INC /GBP/ REGD                                                                                                                        | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       250000 | PA      | $281727.81    | 0.01%             | 2025-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-2066401.49  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                                                    | Argentum Netherlands BV for Swiss Re Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |       597000 | PA      | $547546.42    | 0.01%             | 2052-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                       | Kyndryl Holdings Inc                                                                                                                         | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     10101000 | PA      | $8351619.22   | 0.16%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       120000 | PA      | $115653.73    | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                    | Oversea-Chinese Banking Corp Ltd                                                                                                             | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |       530000 | PA      | $476226.20    | 0.01%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |            1 | NC      | $1265256.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                   | OWL Rock Core Income Corp                                                                                                                    | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       571000 | PA      | $568123.06    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                                | Cencosud SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $217752.50    | 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      | $651752.37    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                                                                                           | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       371000 | PA      | $303878.21    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9016170 | PA      | $8870383.54   | 0.17%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                       | E.ON International Finance BV                                                                                                                | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      7050000 | PA      | $8873300.46   | 0.17%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                                                                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       129000 | PA      | $104711.86    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                                                                                    | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $224375.00    | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-1101462.04  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2019-3 Ltd                                                                                                                     | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |     10500000 | PA      | $10404053.10  | 0.20%             | 2029-07-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5081 | PA      | $5205.27      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                             | Wynn Macau Ltd                                                                                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      2980000 | PA      | $2517772.20   | 0.05%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                     | Commonwealth Edison Co                                                                                                                       | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       229000 | PA      | $183383.11    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                                              | MAF Sukuk Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              |  | KY        |       340000 | PA      | $314670.00    | 0.01%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CDBL FUNDING 1                                                             | CDBL Funding 1                                                                                                                               | CUSIP: 000000000<br>LEI: 254900PLOF8VWTAH3F83 | Long             | DBT              | CORP              | KY        |       430000 | PA      | $393458.60    | 0.01%             | 2027-10-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                           | Bellemeade Re 2018-1 Ltd                                                                                                                     | CUSIP: 078768AE8<br>LEI: 549300O2GEH6GH9NO762 | Long             | ABS-MBS          | CORP              | BM        |       524182 | PA      | $522982.72    | 0.01%             | 2028-04-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                                                                                     | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       262000 | PA      | $236411.94    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                            | Nissan Motor Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       125000 | PA      | $123945.47    | 0.00%             | 2026-03-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                          | TSMC Arizona Corp                                                                                                                            | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       360000 | PA      | $344092.50    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       335000 | PA      | $335138.61    | 0.01%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                  | Amgen Inc                                                                                                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       225000 | PA      | $187963.89    | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                    | Bristol-Myers Squibb Co                                                                                                                      | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       703000 | PA      | $600935.25    | 0.01%             | 2027-11-13      | Fixed         | 1.12%                 | 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      | $458940.00    | 0.01%             | 2026-04-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2422567.77  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                            | Nevada Power Co                                                                                                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       538000 | PA      | $576219.46    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                          | Atmos Energy Corp                                                                                                                            | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       345000 | PA      | $299639.05    | 0.01%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                                                                            | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       455000 | PA      | $412771.33    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                             | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       735000 | PA      | $630400.31    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       502000 | PA      | $490270.44    | 0.01%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                     | Motorola Solutions Inc                                                                                                                       | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       583000 | PA      | $568833.50    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD CLP                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-2830119.29  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $194181.64    | 0.00%             | 2031-05-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                      | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       320000 | PA      | $306835.20    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       676000 | PA      | $499772.06    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                      | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      6979000 | PA      | $6502759.11   | 0.12%             | 2031-01-15      | Fixed         | 5.75%                 | 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      | $355575.00    | 0.01%             | 2026-07-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                        | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       651000 | PA      | $564109.60    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                      | Hpefs Equipment Trust 2022-3                                                                                                                 | CUSIP: 403951AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5685000 | PA      | $5676571.42   | 0.11%             | 2029-08-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                          | Kinder Morgan Inc                                                                                                                            | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       123000 | PA      | $111086.08    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                                                         | Dexia Credit Local SA                                                                                                                        | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $6771290.90   | 0.13%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                      | Schneider Electric SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $101740.98    | 0.00%             | 2024-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS2JDP9   IRS RSO/NP04.12 11/08/27 MSNYUS33XXX FLOAT / Short: IS2JDP9   IRS P04.12RSO/N 11/08/27 MSNYUS33XXX FIXED                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |       480000 | OU      | $-1255.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                 | Biogen Inc                                                                                                                                   | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |        85000 | PA      | $56955.44     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                          | Suncor Energy Inc                                                                                                                            | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |        75000 | PA      | $80508.48     | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       320000 | PA      | $216133.94    | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       118000 | PA      | $118121.12    | 0.00%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       240000 | PA      | $229397.23    | 0.00%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                                            | Stadshypotek AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |       320000 | PA      | $312295.80    | 0.01%             | 2026-03-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       125000 | PA      | $137906.53    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                         | CUSIP: 3137G0EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2936683 | PA      | $2966636.41   | 0.06%             | 2027-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                        | Malaysia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    101778000 | PA      | $23746736.68  | 0.46%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                   | KLA Corp                                                                                                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       354000 | PA      | $332239.74    | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       495000 | PA      | $459629.23    | 0.01%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                                           | Wipro IT Services LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |       250000 | PA      | $219265.63    | 0.00%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                | PepsiCo Inc                                                                                                                                  | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       595000 | PA      | $558699.91    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $81032.12     | 0.00%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |        23000 | PA      | $21373.86     | 0.00%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED SGD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |            1 | NC      | $756760.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                                    | Equate Petrochemical BV                                                                                                                      | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $868000.00    | 0.02%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |            1 | NC      | $-285246.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                                       | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       109000 | PA      | $90166.49     | 0.00%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       461000 | PA      | $418761.71    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                   | Virginia Electric and Power Co                                                                                                               | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       121000 | PA      | $106479.89    | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                          | Stonegate Pub Co Financing 2019 PLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      5175000 | PA      | $5655175.98   | 0.11%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                 | PacifiCorp                                                                                                                                   | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       110000 | PA      | $118409.57    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-219454.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                                                                                           | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       410000 | PA      | $327195.30    | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       125000 | PA      | $148810.01    | 0.00%             | 2027-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95345000 | PA      | $59709806.25  | 1.14%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                    | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       360000 | PA      | $262755.00    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                                                                                | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       619000 | PA      | $527194.49    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                          | ONEOK Partners LP                                                                                                                            | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |       536000 | PA      | $508731.54    | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                                                                                        | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       220000 | PA      | $219658.16    | 0.00%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                   | Archer-Daniels-Midland Co                                                                                                                    | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       190000 | PA      | $203260.61    | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                     | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                                             | CUSIP: 000000000<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |       450000 | PA      | $444881.25    | 0.01%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                               | Chevron Corp                                                                                                                                 | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       630000 | PA      | $566170.38    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                                                                                 | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3461000 | PA      | $2689445.66   | 0.05%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                                                    | Huarong Finance 2017 Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |       290000 | PA      | $253623.13    | 0.00%             | 2027-04-27      | Fixed         | 4.75%                 | 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      | $252445.00    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                                   | Credit Agricole Assurances SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      8900000 | PA      | $9176820.31   | 0.18%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                 | JD.com Inc                                                                                                                                   | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |       320000 | PA      | $304441.60    | 0.01%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                                         | CK Hutchison Group Telecom Finance SA                                                                                                        | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |     16235000 | PA      | $14400112.50  | 0.28%             | 2028-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1272839.62  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                                                                                         | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       208000 | PA      | $194954.80    | 0.00%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                    | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       514000 | PA      | $491769.50    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                                                                                    | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     10105000 | PA      | $7269713.35   | 0.14%             | 2032-05-20      | Fixed         | 3.65%                 | 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      | $266038.75    | 0.01%             | 2025-08-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       440000 | PA      | $342732.50    | 0.01%             | 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      | $5861524.40   | 0.11%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORP                                                 | INTL FINANCE CORP /AUD/ REGD                                                                                                                 | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     18234000 | PA      | $12451278.79  | 0.24%             | 2027-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1087000 | PA      | $1110442.75   | 0.02%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                                                                               | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       150000 | PA      | $145439.08    | 0.00%             | 2027-07-06      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       230000 | PA      | $214225.44    | 0.00%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                       | LLPL Capital Pte Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |       409536 | PA      | $352200.96    | 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        |       410000 | PA      | $326923.75    | 0.01%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                                         | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      2350000 | PA      | $1971633.93   | 0.04%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                            | McDonald's Corp                                                                                                                              | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       143000 | PA      | $125361.18    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       431000 | PA      | $389230.38    | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                        | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 164589530000 | PA      | $122886408.90 | 2.36%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |     15565000 | PA      | $15378998.25  | 0.29%             | 2023-12-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      8442000 | PA      | $7449130.13   | 0.14%             | 2062-08-05      | Fixed         | 5.05%                 | 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      | $90518.75     | 0.00%             | 2027-11-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                                  | Sampo Oyj                                                                                                                                    | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |       296000 | PA      | $236595.60    | 0.00%             | 2052-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       640000 | PA      | $438470.40    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LTD                                                            | OEC Finance Ltd                                                                                                                              | CUSIP: 67614CAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5148585 | PA      | $109944.07    | 0.00%             | 2029-10-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                             | PMT Credit Risk Transfer Trust 2019-2R                                                                                                       | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4847528 | PA      | $4639098.88   | 0.09%             | 2023-05-27      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                               | Comcast Corp                                                                                                                                 | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       230000 | PA      | $199403.51    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA REGD REG                                                           | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       180000 | PA      | $172215.00    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED CLP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |            1 | NC      | $6462304.66   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                           | REVERSE REPO CONTRACT CREDIT SUISSE /EUR                                                                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Short            | RA               | CORP              | US        |     -7965500 | PA      | $-8526669.31  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| PLDT INC                                                                   | PLDT Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | DBT              | CORP              | PH        |       870000 | PA      | $669519.38    | 0.01%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                        | Synchrony Financial                                                                                                                          | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1133685.97   | 0.02%             | 2027-12-01      | Fixed         | 3.95%                 | 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        |       444772 | PA      | $394679.24    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                   | Banco Nacional de Panama                                                                                                                     | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |       580000 | PA      | $463021.25    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                | Oracle Corp                                                                                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       377000 | PA      | $346134.67    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                                                                                      | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        95000 | PA      | $93905.29     | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       713000 | PA      | $587957.25    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                                                                                         | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       284000 | PA      | $259680.76    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                     | AXA SA                                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       299000 | PA      | $283036.64    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Inflation Indexed Bonds                                                                                               | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    102182721 | PA      | $95789343.31  | 1.84%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-211116.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                             | CUSIP: 3133KGSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12797405 | PA      | $11872491.80  | 0.23%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                                                                                | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       218000 | PA      | $209172.77    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON EUROPE                                                        | CK Hutchison Europe Finance 21 Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |       245000 | PA      | $204309.25    | 0.00%             | 2029-11-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MT LOGAN SPECIAL INVESTMENT    SERIES 2 DECEMBER 2021                      | MT LOGAN SPECIAL INVESTMENT SERIES 2 DECEMBER 2021                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         2703 | NS      | $2293604.21   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| EASYJET FINCO BV                                                           | easyJet FinCo BV                                                                                                                             | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |       226000 | PA      | $195737.57    | 0.00%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD INR                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-31091.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20267 | PA      | $18806.54     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       360000 | PA      | $258662.35    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                              | Radnor RE 2019-2 Ltd                                                                                                                         | CUSIP: 75049TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      1662060 | PA      | $1660172.43   | 0.03%             | 2029-06-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                                                                                           | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9014000 | PA      | $7833969.87   | 0.15%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                                                                              | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      6008000 | PA      | $3951631.64   | 0.08%             | 2026-09-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |            1 | NC      | $8512432.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                         | Alternative Loan Trust 2006-24CB                                                                                                             | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1306924 | PA      | $736767.11    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                                                                                 | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       544000 | PA      | $565478.60    | 0.01%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                        | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |            1 | NC      | $-668504.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                     | Cia Cervecerias Unidas SA                                                                                                                    | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $167662.50    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                    | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      5045000 | PA      | $4584466.51   | 0.09%             | 2026-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                          | Suncor Energy Inc                                                                                                                            | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       204000 | PA      | $214116.85    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                                              | Berlin Hyp AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $508908.44    | 0.01%             | 2025-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                                                                            | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       122000 | PA      | $116674.92    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HJTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13272 | PA      | $12274.50     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       199000 | PA      | $152859.46    | 0.00%             | 2034-01-19      | Fixed         | 2.78%                 | 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      | $494047.23    | 0.01%             | 2026-06-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                       | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       110000 | PA      | $55110.25     | 0.00%             | 2052-09-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                                                    | InterContinental Hotels Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |       403000 | PA      | $412559.88    | 0.01%             | 2024-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                     | Volkswagen International Finance NV                                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $88782.62     | 0.00%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                       | E.ON International Finance BV                                                                                                                | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       373000 | PA      | $442320.30    | 0.01%             | 2033-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                | Informa PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       496000 | PA      | $504059.45    | 0.01%             | 2025-10-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                                      | National Grid Electricity Transmission PLC                                                                                                   | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      2148000 | PA      | $2071508.22   | 0.04%             | 2028-07-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                                                                                           | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       384000 | PA      | $379397.63    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       405000 | PA      | $372719.28    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                             | Wynn Macau Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       223000 | PA      | $188410.47    | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                     | Massachusetts Institute of Technology                                                                                                        | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       245000 | PA      | $255859.76    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                                                                                        | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       661000 | PA      | $571527.69    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                    | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $179193.33    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       122000 | PA      | $104431.94    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                         | Southwest Gas Corp                                                                                                                           | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       117000 | PA      | $119133.07    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                   | Archer-Daniels-Midland Co                                                                                                                    | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       636000 | PA      | $590180.37    | 0.01%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                    | VF Corp                                                                                                                                      | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88382.68     | 0.00%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                                        | Crown Point CLO 11 Ltd                                                                                                                       | CUSIP: 22845JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $472948.00    | 0.01%             | 2034-01-17      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                                                                             | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       200000 | PA      | $183177.15    | 0.00%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                 | FedEx Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     12816000 | PA      | $10861290.93  | 0.21%             | 2029-05-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                   | Tengizchevroil Finance Co International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |       750000 | PA      | $531937.50    | 0.01%             | 2030-08-15      | Fixed         | 3.25%                 | 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      | $586629.38    | 0.01%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       626000 | PA      | $576000.45    | 0.01%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                               | Barclays PLC                                                                                                                                 | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       515000 | PA      | $500549.31    | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | Credit Suisse Group AG                                                                                                                       | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       645000 | PA      | $582085.67    | 0.01%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       245000 | PA      | $252546.02    | 0.00%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $6467655.95   | 0.12%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                           | MDC Holdings Inc                                                                                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     11397000 | PA      | $9325854.30   | 0.18%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                   | PTTEP Treasury Center Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |       300000 | PA      | $256837.50    | 0.00%             | 2030-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                                                                                | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       537000 | PA      | $508829.33    | 0.01%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                       | Southern Copper Corp                                                                                                                         | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |       180000 | PA      | $173621.25    | 0.00%             | 2025-04-23      | Fixed         | 3.88%                 | 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      | $384537.85    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       665000 | PA      | $563475.30    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                     | OMV AG                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       217000 | PA      | $239573.15    | 0.00%             | 2025-12-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       152000 | PA      | $149530.62    | 0.00%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       611000 | PA      | $576311.29    | 0.01%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                  | Avnet Inc                                                                                                                                    | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       609000 | PA      | $561028.90    | 0.01%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1219382.15  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                                                                               | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5120000 | PA      | $5094617.65   | 0.10%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                   | Harley-Davidson Financial Services Inc                                                                                                       | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |       335000 | PA      | $313880.99    | 0.01%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                                                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       124000 | PA      | $105886.87    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       360000 | PA      | $282659.52    | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                     | Volkswagen International Finance NV                                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $346727.56    | 0.01%             | 2028-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC MTN FIN                                                      | Swire Pacific Mtn Financing HK Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300UKPSWGA4VYA949 | Long             | DBT              | CORP              | HK        |       340000 | PA      | $288957.50    | 0.01%             | 2030-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                    | Vier Gas Transport GmbH                                                                                                                      | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $459629.92    | 0.01%             | 2028-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                   | OZLM XVIII Ltd                                                                                                                               | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |     17040000 | PA      | $16663893.12  | 0.32%             | 2031-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                | Long: IS24Y73   IRS RER6MP00.12 09/30/50 MSNYUS33XXX FLOAT / Short: IS24Y73   IRS P00.12RER6M 09/30/50 MSNYUS33XXX FIXED                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     45250000 | OU      | $23197767.23  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Trust                                                                  | BHP Trust 2019-BXHP                                                                                                                          | CUSIP: 05550TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5180000 | PA      | $4958106.93   | 0.10%             | 2036-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 60687YAA7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       325000 | PA      | $315192.93    | 0.01%             | 2025-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FlexPath Capital Inc.                                                      | FlexPath Capital Inc.                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        42267 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BAYER AG                                                                   | Bayer AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $518941.43    | 0.01%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      3440800 | PA      | $2787048.00   | 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        |       231000 | PA      | $254365.29    | 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      | $202367.01    | 0.00%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                                                                                   | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       180000 | PA      | $164090.31    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                    | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     17865000 | PA      | $15531975.61  | 0.30%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                      | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $198872.67    | 0.00%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |            1 | NC      | $1179.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                  | Aptiv PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       210000 | PA      | $213107.83    | 0.00%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                                                                                         | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       400000 | PA      | $323200.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $515219.74    | 0.01%             | 2026-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $-918388.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                       | Westpac Banking Corp                                                                                                                         | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       185000 | PA      | $173289.07    | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                | Oracle Corp                                                                                                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       160000 | PA      | $117503.16    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | 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      | $7188939.16   | 0.14%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                     | AXA SA /EUR/ REGD V/R REG S EMTN                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       138000 | PA      | $134621.14    | 0.00%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                        | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |            1 | NC      | $360455.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED USD / SOLD SGD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-654905.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust 2019-R03                                                                                                 | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       176456 | PA      | $176025.61    | 0.00%             | 2031-09-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                         | Panama Government International Bond                                                                                                         | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       400000 | PA      | $257700.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | 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      | $405225.00    | 0.01%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                      | TotalEnergies Capital International SA                                                                                                       | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |        76000 | PA      | $53413.33     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       370000 | PA      | $352869.00    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                                                                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       250000 | PA      | $246299.54    | 0.00%             | 2029-12-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED PLN / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |            1 | NC      | $3523911.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       619000 | PA      | $592396.69    | 0.01%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2688000 | PA      | $2673012.81   | 0.05%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                                | Eutelsat SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $229490.77    | 0.00%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                                                                                | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $215508.65    | 0.00%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                              | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       195000 | PA      | $146122.50    | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        74000 | PA      | $69283.21     | 0.00%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       363000 | PA      | $313902.17    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                   | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     59627196 | PA      | $70170085.17  | 1.34%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                           | Peruvian Government International Bond                                                                                                       | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       150000 | PA      | $109481.25    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                          | Suncor Energy Inc                                                                                                                            | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      4255000 | PA      | $4375368.38   | 0.08%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                   | Infraestructura Energetica Nova SAPI de CV                                                                                                   | CUSIP: 000000000<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |       480000 | PA      | $362490.00    | 0.01%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                   | Burlington Northern Santa Fe LLC                                                                                                             | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       124000 | PA      | $110714.50    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                            | WEA Finance LLC                                                                                                                              | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |       650000 | PA      | $557746.07    | 0.01%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $92151.90     | 0.00%             | 2027-02-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $1531.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                   | Devon Energy Corp                                                                                                                            | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     10651000 | PA      | $9950969.10   | 0.19%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                                        | DNB Boligkreditt AS                                                                                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       350000 | PA      | $354543.37    | 0.01%             | 2024-11-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO LTD                                                       | New Mountain CLO 3 Ltd                                                                                                                       | CUSIP: 647550AC6<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      5733516 | PA      | $5379683.53   | 0.10%             | 2034-10-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                        | Virgin Money UK PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $151101.20    | 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        |       661987 | PA      | $472495.32    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                     | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       770000 | PA      | $681534.70    | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H7Z91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8148 | PA      | $7545.91      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                     | Boston Scientific Corp                                                                                                                       | CUSIP: 000000000<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       310000 | PA      | $284903.07    | 0.01%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                     | Diamondback Energy Inc                                                                                                                       | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       119000 | PA      | $115573.85    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       762125 | PA      | $809649.73    | 0.02%             | 2028-08-25      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          660 | NC      | $-25780.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       107000 | PA      | $96754.60     | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| FAURECIA                                                                   | Faurecia SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       105000 | PA      | $94576.41     | 0.00%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                                                                             | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2223000 | PA      | $1817466.09   | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                        | PURCHASED SGD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |            1 | NC      | $508787.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA CORP                                                                   | Kia Corp                                                                                                                                     | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |       290000 | PA      | $254475.00    | 0.00%             | 2027-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | FUTURE CONTRACT ON EURO-BUND FUTURE MAR23 /EUR                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          384 | NC      | $-463280.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                                   | American Medical Systems Europe BV                                                                                                           | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |       180000 | PA      | $169784.73    | 0.00%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                    | Transportadora de Gas Internacional SA ESP                                                                                                   | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |       850000 | PA      | $781628.13    | 0.01%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                                                                                        | CUSIP: 3132VMWS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6880888 | PA      | $6795872.97   | 0.13%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                                                                              | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     12339000 | PA      | $8387881.17   | 0.16%             | 2026-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                                    | Shinhan Financial Group Co Ltd                                                                                                               | CUSIP: 82460Q2A0<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |       540000 | PA      | $499095.00    | 0.01%             | 2030-02-05      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA Global Funding Trust                                                                                                                      | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       150000 | PA      | $132278.21    | 0.00%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                    | Santander Bank Auto Credit-Linked Notes Series 2022-B                                                                                        | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5098159 | PA      | $5074848.86   | 0.10%             | 2032-08-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                                                                                          | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       105000 | PA      | $100568.54    | 0.00%             | 2025-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       470000 | PA      | $409832.87    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |            1 | NC      | $18196.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DFE              |  | AU        |            1 | NC      | $855008.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-291620.02   | -0.01%            |  |  |  | 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      | $437000.00    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                   | Archer-Daniels-Midland Co                                                                                                                    | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |        91000 | PA      | $82809.92     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                                                                                       | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |        64000 | PA      | $49883.62     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    237175000 | PA      | $40160648.80  | 0.77%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust 2019-R06                                                                                                 | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        71167 | PA      | $71075.26     | 0.00%             | 2039-09-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                             | Halliburton Co                                                                                                                               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       459000 | PA      | $519005.86    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                      | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       100000 | PA      | $73733.62     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                   | PVH Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |       481000 | PA      | $512746.96    | 0.01%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       231000 | PA      | $157031.74    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                | Apache Corp                                                                                                                                  | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |       180000 | PA      | $149482.34    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                        | CNH Equipment Trust 2022-C                                                                                                                   | CUSIP: 12664JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6259000 | PA      | $6282595.80   | 0.12%             | 2026-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURANCE GROUP AG                                                   | UNIQA Insurance Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $425873.66    | 0.01%             | 2030-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                              | RCI Banque SA                                                                                                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       521000 | PA      | $510017.65    | 0.01%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                       | E.ON International Finance BV                                                                                                                | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |        91000 | PA      | $92425.41     | 0.00%             | 2025-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      1060000 | PA      | $837884.50    | 0.02%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                 | Pfizer Inc                                                                                                                                   | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       488000 | PA      | $591907.02    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                                      | Thames Water Utilities Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      6730000 | PA      | $8573975.76   | 0.16%             | 2028-11-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                          | Motion Finco Sarl                                                                                                                            | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      5545000 | PA      | $5908277.96   | 0.11%             | 2025-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       260000 | PA      | $257457.20    | 0.00%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                                                               | TIAA CLO IV Ltd                                                                                                                              | CUSIP: 88631YAA5<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |      4510000 | PA      | $4452244.94   | 0.09%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                             | PURCHASED USD / SOLD NOK                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1612883.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                                   | AES Panama Generation Holdings SRL                                                                                                           | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      2235000 | PA      | $1927408.13   | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                        | Ashtead Capital Inc                                                                                                                          | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       229000 | PA      | $219472.45    | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                                   | Asahi Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       535000 | PA      | $490916.89    | 0.01%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                                                                                          | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       825000 | PA      | $591576.56    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                     | Diamondback Energy Inc                                                                                                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       138000 | PA      | $102409.83    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | 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        |       859000 | PA      | $837858.51    | 0.02%             | 2046-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       610000 | PA      | $578664.02    | 0.01%             | 2024-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                     | Tennessee Gas Pipeline Co LLC                                                                                                                | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       120000 | PA      | $128098.20    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                            | WPC Eurobond BV                                                                                                                              | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |     10003000 | PA      | $8887611.72   | 0.17%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                                                            | BANK MANDIRI PT REGD REG S EMTN                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |       320000 | PA      | $312400.00    | 0.01%             | 2025-05-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                     | Volkswagen International Finance NV                                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $97247.96     | 0.00%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-15655421.69 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       270000 | PA      | $246714.97    | 0.00%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7804000 | PA      | $7592036.78   | 0.15%             | 2027-03-11      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD SEK                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-342594.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group Inc                                                                                                                             | CUSIP: 000000000<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     14933000 | PA      | $13197271.72  | 0.25%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                                                                             | CUSIP: 3133A1B92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10022019 | PA      | $9313351.86   | 0.18%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                                      | OP Corporate Bank plc                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |       554000 | PA      | $479559.85    | 0.01%             | 2028-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       149000 | PA      | $138022.22    | 0.00%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $530241.87    | 0.01%             | 2028-02-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                      | KeySpan Gas East Corp                                                                                                                        | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |       137000 | PA      | $90865.56     | 0.00%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                          | NSTAR Electric Co                                                                                                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       122000 | PA      | $111376.60    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       598000 | PA      | $580273.90    | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      3200000 | PA      | $2149443.35   | 0.04%             | 2023-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                                                                               | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     24583000 | PA      | $21359841.20  | 0.41%             | 2029-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                         | Regency Centers LP                                                                                                                           | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |        33000 | PA      | $25410.67     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                               | GS Mortgage Securities Trust 2013-G1                                                                                                         | CUSIP: 36197QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2526370 | PA      | $2510475.06   | 0.05%             | 2031-04-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                                                                               | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      5514000 | PA      | $5677294.63   | 0.11%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD CLP                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4681025.99  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB Holding Corp. (aka Arby's / Buffalo Wild Wings)                        | IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 2020 Replacement Term B Loan                                                             | CUSIP: 000000000<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      1201346 | PA      | $1189140.75   | 0.02%             | 2025-02-05      | Floating      | 6.82%                 | 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      | $189577.50    | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       141000 | PA      | $114309.98    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-974887.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                            | WPC Eurobond BV                                                                                                                              | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |       582000 | PA      | $450292.04    | 0.01%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                        | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                                      | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3286413 | PA      | $3235586.72   | 0.06%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                              | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-2065.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JCDECAUX SA                                                                | JCDecaux SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $477445.76    | 0.01%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                                                                             | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     17195000 | PA      | $16108153.53  | 0.31%             | 2027-01-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                          | Chile Government International Bond                                                                                                          | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       250000 | PA      | $204421.88    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                    | SSE PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       233000 | PA      | $232278.14    | 0.00%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                                                                                       | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       393000 | PA      | $366744.89    | 0.01%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                                                                               | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      6537000 | PA      | $6646677.98   | 0.13%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                   | Constellation Energy Generation LLC                                                                                                          | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       170000 | PA      | $163611.84    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                                                                                 | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     11342000 | PA      | $10686527.56  | 0.20%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-5170826.82  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       206000 | PA      | $168533.74    | 0.00%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                               | UPL Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |       380000 | PA      | $296590.00    | 0.01%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121173000 | PA      | $110002364.06 | 2.11%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                        | Alfa Desarrollo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |       508141 | PA      | $386187.06    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED NZD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |            1 | NC      | $-351437.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                | Swedbank AB                                                                                                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       556000 | PA      | $486957.25    | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                                                                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       205000 | PA      | $190098.35    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                                                                                          | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       123000 | PA      | $111770.85    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                           | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      7400000 | PA      | $7463701.55   | 0.14%             | 2026-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       970000 | PA      | $759813.13    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                    | Hungary Government International Bond                                                                                                        | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       310000 | PA      | $294751.88    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NANYANG COMMERCIAL BANK                                                    | Nanyang Commercial Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: SC4P6WZO702RYEIU7J93 | Long             | DBT              | CORP              | HK        |       570000 | PA      | $534660.00    | 0.01%             | 2029-11-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HHGV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       273998 | PA      | $253403.36    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                       | Colombia Government International Bond                                                                                                       | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     14793000 | PA      | $13057596.19  | 0.25%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                 | Nucor Corp                                                                                                                                   | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       128000 | PA      | $124555.99    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                                                                                | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $179902.14    | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1702409.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COFACE SA                                                                  | Coface SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $207270.94    | 0.00%             | 2032-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                                    | Wintershall Dea Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $521941.72    | 0.01%             | 2023-09-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                          | Johnson & Johnson                                                                                                                            | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       187000 | PA      | $207609.21    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                                   | Asahi Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       109000 | PA      | $95649.65     | 0.00%             | 2028-10-23      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       554000 | PA      | $475389.20    | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                                                                             | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       180000 | PA      | $158008.19    | 0.00%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                         | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |       467000 | PA      | $429425.16    | 0.01%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                   | Harley-Davidson Financial Services Inc                                                                                                       | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     14185000 | PA      | $12676247.94  | 0.24%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                                             | ISS Global A/S                                                                                                                               | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |       106000 | PA      | $100411.53    | 0.00%             | 2026-06-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       619000 | PA      | $576764.61    | 0.01%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB Bank ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       180000 | PA      | $158155.36    | 0.00%             | 2029-02-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | FUTURE CONTRACT ON US LONG BOND(CBT) MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           37 | NC      | $-150968.75   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                 | JPMBB Commercial Mortgage Securities Trust 2014-C21                                                                                          | CUSIP: 46642EBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6329087 | PA      | $5908805.24   | 0.11%             | 2047-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       407000 | PA      | $382401.94    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       330000 | PA      | $241470.53    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6467739.57  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                   | Globo Comunicacao e Participacoes SA                                                                                                         | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |       879000 | PA      | $733031.06    | 0.01%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                                                                                       | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |        25000 | PA      | $22834.71     | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                                                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       295000 | PA      | $249353.07    | 0.00%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      5971000 | PA      | $6243833.78   | 0.12%             | 2029-05-15      | Fixed         | 4.62%                 | 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      | $197981.74    | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       127000 | PA      | $115560.98    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       230000 | PA      | $198888.92    | 0.00%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        75000 | PA      | $97433.04     | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-188281.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                              | McKesson Corp                                                                                                                                | CUSIP: 000000000<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       226000 | PA      | $227092.87    | 0.00%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CASTELLUM HELSINKI                                                         | Castellum Helsinki Finance Holding Abp                                                                                                       | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              |  | FI        |       596000 | PA      | $411859.84    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                      | Time Warner Cable LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97106.78     | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       526000 | PA      | $488985.77    | 0.01%             | 2027-01-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                                                                                   | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       124000 | PA      | $118248.27    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | 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        |     12593421 | PA      | $12043578.39  | 0.23%             | 2036-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                   | Enbridge Energy Partners LP                                                                                                                  | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      8964000 | PA      | $10027465.38  | 0.19%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                                   | British American Tobacco PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |     10456000 | PA      | $8663756.13   | 0.17%             | 2026-09-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                                                                                     | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1660000 | PA      | $1344782.60   | 0.03%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       479000 | PA      | $503372.13    | 0.01%             | 2024-11-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                        | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CA        |            1 | NC      | $6274.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                   | Mondelez International Holdings Netherlands BV                                                                                               | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       270000 | PA      | $249842.94    | 0.00%             | 2024-09-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-131607.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       530000 | PA      | $482079.57    | 0.01%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                        | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     50551000 | PA      | $38894244.90  | 0.75%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                                                                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       121000 | PA      | $112133.47    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                    | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $119225.00    | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       123000 | PA      | $120646.35    | 0.00%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                                                                                  | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      7127000 | PA      | $7144817.50   | 0.14%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                                                                                           | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       194000 | PA      | $145193.02    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                             | Morgan Stanley                                                                                                                               | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        95000 | PA      | $86948.27     | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ICADE SANTE SAS                                                            | Icade Sante SACA                                                                                                                             | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |       300000 | PA      | $235863.41    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                        | COMM 2013-SFS Mortgage Trust                                                                                                                 | CUSIP: 12625EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       180378 | PA      | $178784.29    | 0.00%             | 2035-04-12      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                 | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $6673707.69   | 0.13%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       235000 | PA      | $222994.50    | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      4664000 | PA      | $4109665.27   | 0.08%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                                                                                           | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        85000 | PA      | $80468.55     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2066 | PA      | $2126.06      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 4 LTD                                                       | HKT Capital No 4 Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900MLP05EG5KFTB45 | Long             | DBT              | CORP              | VG        |       760000 | PA      | $698630.00    | 0.01%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          407 | PA      | $416.89       | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                    | Guardian Life Insurance Co of America/The                                                                                                    | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |       149000 | PA      | $122625.91    | 0.00%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Connecticut Avenue Securities Trust 2019-R02                                                                                                 | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       221509 | PA      | $221233.64    | 0.00%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY                                                     | SingTel Group Treasury Pte Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |       290000 | PA      | $247007.50    | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                       | Western Digital Corp                                                                                                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      3007000 | PA      | $2325610.31   | 0.04%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                          | Atmos Energy Corp                                                                                                                            | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |        32000 | PA      | $33189.59     | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       508000 | PA      | $487617.18    | 0.01%             | 2027-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                      | Prologis Euro Finance LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       220000 | PA      | $194848.86    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                    | Office Properties Income Trust                                                                                                               | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |       534000 | PA      | $359963.91    | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                          | TSMC Arizona Corp                                                                                                                            | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       230000 | PA      | $218904.80    | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                    | Studio City Finance Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $153412.50    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix Inc                                                                                                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |       129000 | PA      | $114258.59    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       270000 | PA      | $261717.41    | 0.01%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CEDACRI MERGECO SPA                                                        | Cedacri Mergeco SPA                                                                                                                          | CUSIP: 000000000<br>LEI: 213800Z5DANXME2K6X50 | Long             | DBT              | CORP              | IT        |      2835000 | PA      | $2825592.85   | 0.05%             | 2028-05-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                                                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       215000 | PA      | $193512.01    | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                              | Citigroup Inc                                                                                                                                | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       593000 | PA      | $574893.18    | 0.01%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                           | TotalEnergies SE                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      3313000 | PA      | $2876355.70   | 0.06%             | 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        |       167171 | PA      | $154815.01    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       111000 | PA      | $94816.83     | 0.00%             | 2028-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                                                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       120000 | PA      | $114507.51    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                                                                                         | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       135000 | PA      | $95294.77     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                     | Federation des Caisses Desjardins du Quebec                                                                                                  | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       618000 | PA      | $593005.68    | 0.01%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                                              | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2760000 | PA      | $2174737.94   | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                          | TenneT Holding BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |       125000 | PA      | $123125.47    | 0.00%             | 2025-07-22      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                    | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       102000 | PA      | $96837.26     | 0.00%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | United States Treasury Note/Bond                                                                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21356000 | PA      | $16417425.00  | 0.31%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                             | Microsoft Corp                                                                                                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       150000 | PA      | $96938.85     | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                                      | GC Treasury Center Co Ltd                                                                                                                    | CUSIP: 36830DAD3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       200000 | PA      | $175600.00    | 0.00%             | 2032-03-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                     | EQT AB                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |       586000 | PA      | $432879.32    | 0.01%             | 2031-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                     | Discover Financial Services                                                                                                                  | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      4179000 | PA      | $4252693.82   | 0.08%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                     | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $17639.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED CHF / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |            1 | NC      | $412623.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | CDX 137BERAF4 03.000 SP 05/11/2063 GOLDMAN SACH LONG                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      1900775 | OU      | $-465277.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                   | Discovery Communications LLC                                                                                                                 | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3856000 | PA      | $2922679.42   | 0.06%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | Credit Suisse Group AG                                                                                                                       | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      3735000 | PA      | $3505266.95   | 0.07%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                                                                              | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       205000 | PA      | $164597.65    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                      | TransCanada PipeLines Ltd                                                                                                                    | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     10257000 | PA      | $7547345.97   | 0.14%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                   | Warnermedia Holdings Inc                                                                                                                     | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      4535000 | PA      | $4093033.55   | 0.08%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                       | Southern Copper Corp                                                                                                                         | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |       170000 | PA      | $174232.87    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       242000 | PA      | $239625.33    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                                               | NIBC Bank NV                                                                                                                                 | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $450190.26    | 0.01%             | 2026-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                    | Office Properties Income Trust                                                                                                               | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              |  | US        |       365000 | PA      | $267675.86    | 0.01%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                                                                                          | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       575000 | PA      | $558125.76    | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     15225000 | PA      | $13445060.53  | 0.26%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                   | Terraform Global Operating LP                                                                                                                | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $1075473.81   | 0.02%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $198373.50    | 0.00%             | 2031-02-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        32000 | PA      | $32590.39     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                 | FUTURE CONTRACT ON CAN 5YR BOND FUT MAR23 /CAD                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           10 | NC      | $-4645.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                  | PURCHASED USD / SOLD PLN                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1108266.23  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | Sysco Corp                                                                                                                                   | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       210000 | PA      | $139388.80    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                      | PURCHASED SEK / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |            1 | NC      | $-555032.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                              | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      6102000 | PA      | $5875046.97   | 0.11%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                             | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5489147.93  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       280000 | PA      | $239860.02    | 0.00%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                        | Canadian Government Bond                                                                                                                     | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     97235000 | PA      | $69816741.48  | 1.34%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                      | Prologis Euro Finance LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       145000 | PA      | $128561.17    | 0.00%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                   | Bain Capital Specialty Finance Inc                                                                                                           | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |       139000 | PA      | $114313.26    | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                    | Duke Energy Indiana LLC                                                                                                                      | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |       300000 | PA      | $209219.75    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                                               | Consorcio Transmantaro SA                                                                                                                    | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |       460000 | PA      | $417536.25    | 0.01%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                         | Panama Government International Bond                                                                                                         | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       920000 | PA      | $868135.00    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $361624.87    | 0.01%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                    | PURCHASED USD / SOLD THB                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1222532.37  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                                                                             | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       115000 | PA      | $123743.48    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY LTD                                                     | Adani Green Energy Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |      3315000 | PA      | $2994480.94   | 0.06%             | 2024-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                         | Voya Financial Inc                                                                                                                           | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     12751000 | PA      | $12524981.26  | 0.24%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     20240000 | PA      | $18824286.22  | 0.36%             | 2027-04-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                           | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2116918 | PA      | $2188865.47   | 0.04%             | 2028-09-25      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                                     | Sydney Airport Finance Co Pty Ltd                                                                                                            | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       365000 | PA      | $341930.00    | 0.01%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                                                                              | CUSIP: 3138MFS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15045259 | PA      | $14078221.69  | 0.27%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                     | National Securities Clearing Corp                                                                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |       250000 | PA      | $251309.76    | 0.00%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB Bank ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       257000 | PA      | $239434.30    | 0.00%             | 2028-01-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                                     | KKR Group Finance Co X LLC                                                                                                                   | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       139000 | PA      | $88204.00     | 0.00%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                        | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3143000 | PA      | $3124583.18   | 0.06%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-02

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

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer