# EDGAR Filing Document

**Accession Number:** 0001724826
**File Stem:** 0001752724-25-185787
**Filing Date:** 2025-8
**Character Count:** 2945324
**Document Hash:** 96bc9189088ec1a167275acd6a7950eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-185787.hdr.sgml**: 20250811

**ACCESSION NUMBER**: 0001752724-25-185787

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250811

**DATE AS OF CHANGE**: 20250811

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23325
- **FILM NUMBER:** 251200609

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NY

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10179

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $16815812683.37

**Total Liabilities:** $2269450674.08

**Net Assets:** $14546362009.29

**Delayed Delivery Securities:** $241899.25

**Cash Not Reported:** $138012046.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2290.64483200 | **1-Year:** 279035.68453000 | **5-Year:** 1281324.57337200 | **10-Year:** 1829621.84870600 | **30-Year:** 721697.38876300

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

- **3-Month:** 111.74758500 | **1-Year:** 1228.71768900 | **5-Year:** 3440.09555300 | **10-Year:** 442.48476600 | **30-Year:** 834.36254500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218339 | 1.34%                | -0.22%               | 0.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $147757491.55            | $378596395.62                              |
| Month 2  | $15432634.92             | $-70437000.94                              |
| Month 3  | $7528899.92              | $288224833.08                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                          | Title                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ORO USD 10Y C 3.67000 L 08/29/25 BOA          | ORO USD 10Y C 3.67000 L 08/29/25 BOA 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -8800000 | NC      | $-105150.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANDORRA IN 1.25% 05/06/31/EUR/                | ANDORRA INTERNATIONAL BD /EUR/ REGD REG S EMTN 1.25000000                                    | CUSIP: X65482AK1<br>LEI: N/A                  | Long             | DBT              | USGA              | AD        |      1000000 | PA      | $1054635.11    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  2.625% 03/15/35/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD SER 1981 2.62500000                                      | CUSIP: L0594NBC1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |        40000 | PA      | $45998.62      | 0.00%             | 2035-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                        | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $194743.76     | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| WESFARMER 3.277% 06/10/32/EUR/                | WESFARMERS LTD /EUR/ REGD REG S EMTN 3.27700000                                              | CUSIP: Q95870DC4<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      5275000 | PA      | $6193895.56    | 0.04%             | 2032-06-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2640 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2640 2.50000000                                                     | CUSIP: 3140QM5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2496944 | PA      | $2079857.30    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/31                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1820200 | PA      | $1832927.18    | 0.01%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKET 3% 03/16/32                | CBOE GLOBAL MARKETS INC REGD 3.00000000                                                      | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |        85000 | PA      | $76397.48      | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6985 2% 09/01/50                     | FANNIE MAE POOL UMBS P#CA6985 2.00000000                                                     | CUSIP: 3140QEXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       295696 | PA      | $237301.91     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.6% 05/01/28                | ERAC USA FINANCE LLC REGD 144A P/P 4.60000000                                                | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1112619.89    | 0.01%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250804 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-507123.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 04/15/30                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2965000 | PA      | $2444479.10    | 0.02%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.95% 01/15/33                | DUKE ENERGY CAROLINAS REGD 4.95000000                                                        | CUSIP: 26442CBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10174.00      | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.7% 08/20/27                | GENERAL MOTORS FINL CO REGD 2.70000000                                                       | CUSIP: 37045XDA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1392603.97    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DE 0% 11/15/31/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER G 0.00000000                                               | CUSIP: K30904CE2<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     16570000 | PA      | $2278808.74    | 0.02%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.12% 10/25/52/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.12000000                                         | CUSIP: Y6S39BY20<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    175600000 | PA      | $30509129.24   | 0.21%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.15PST3M 07/10/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SE        |            1 | NC      | $16598.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 04/01/60                    | ORACLE CORP REGD 3.85000000                                                                  | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        14000 | PA      | $9653.15       | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAN 3% 05/02/34/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD 3.00000000                                                   | CUSIP: D6S59FDR7<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       750000 | PA      | $889608.33     | 0.01%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SP KIINNI 3.125% 11/01/27/EUR/                | SP KIINNITYSLUOTTOPANKKI /EUR/ REGD EMTN 3.12500000                                          | CUSIP: X8440NAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $119964.78     | 0.00%             | 2027-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHR 5383 AF V/R 08/15/48                      | FREDDIE MAC REMICS SER 5383 CL AF V/R 5.35001000                                             | CUSIP: 3137HBGQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       715056 | PA      | $719698.78     | 0.00%             | 2048-08-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLO 3% 03/10/34/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS93 3.00000000                                     | CUSIP: X7S28MQU5<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      1510000 | PA      | $1783272.38    | 0.01%             | 2034-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51                     | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                     | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4871505 | PA      | $3867687.85    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FN DUS POOL UTE 5.17% 07/01/35                | FN DUS POOL UTE VILLAGE 10     REGD 5.17000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2533105.48    | 0.02%             | 2035-07-01      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| BUONI POLI 3.65% 08/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 3.65000000                                       | CUSIP: T6025AAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5490000 | PA      | $6584747.27    | 0.05%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA 2.875% 04/13/42/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 2.87500000                                                     | CUSIP: X7360WBX9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $731289.36     | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNA 1.5% 02/04/31                | MONDELEZ INTERNATIONAL REGD 1.50000000                                                       | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $852852.97     | 0.01%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 07/19/33                          | BPCE SA REGD V/R 144A P/P 5.74800000                                                         | CUSIP: 05583JAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1742163.88    | 0.01%             | 2033-07-19      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK  0.875% 10/17/35/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.87500000                                                 | CUSIP: N14287LK5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1060000 | PA      | $1004974.91    | 0.01%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTA 2.5% 05/13/30/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S 2.50000000                                               | CUSIP: E2R99GFF0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $117440.68     | 0.00%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 1.25% 04/22/33/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 86 1.25000000                                                 | CUSIP: B11204W32<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2674000 | PA      | $2806590.93    | 0.02%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| THERMO FI 1.875% 10/01/49/EUR/                | THERMO FISHER SCIENTIFIC /EUR/ REGD EMTN 1.87500000                                          | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       900000 | PA      | $685341.43     | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.5% 08/15/32                | DUKE ENERGY CORP REGD 4.50000000                                                             | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        50000 | PA      | $48895.69      | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-67 HF V/R 09/25/48                   | FANNIE MAE REMICS SER 2018-67 CL HF V/R 4.71965000                                           | CUSIP: 3136B2V41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2084985 | PA      | $2015603.79    | 0.01%             | 2048-09-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CNP ASSURA 2.75% 02/05/29/EUR/                | CNP ASSURANCES SACA /EUR/ REGD EMTN 2.75000000                                               | CUSIP: F1876NBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116711.90     | 0.00%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP 3.625% 05/15/30                | ALLEGHANY CORP REGD 3.62500000                                                               | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4844.71       | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  3.5% 06/18/38/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 3.50000000                                          | CUSIP: X6694NCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1990000 | PA      | $2386912.38    | 0.02%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM7105 3.5% 08/01/49                   | FANNIE MAE POOL UMBS P#FM7105 3.50000000                                                     | CUSIP: 3140XA3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       496434 | PA      | $456870.11     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.375% 08/15/28/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR95 6.37500000                                          | CUSIP: Y6S86ZWH8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  98058000000 | PA      | $6061295.06    | 0.04%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.55% 02/25/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 2Y 2.55000000                                  | CUSIP: T6025AAD6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2860000 | PA      | $3395962.56    | 0.02%             | 2027-02-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0295 3% 02/01/49                     | FREDDIE MAC POOL UMBS P#SD0295 3.00000000                                                    | CUSIP: 3132DMKG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1853617 | PA      | $1651230.46    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.95PSHON 07/08/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | IL        |            1 | NC      | $2844.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.75% 09/07/27/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: X5S94MHK0<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       300000 | PA      | $343552.06     | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LA 3% 02/18/30/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: D076A3RF7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $356109.59     | 0.00%             | 2030-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD1747 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#DD1747 5.50000000                                                     | CUSIP: 3140B15H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       277418 | PA      | $280914.50     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.987% 07/08/30/AUD/                | DEUTSCHE BAHN FIN GMBH /AUD/ REGD P/P MTN 1.98700000                                         | CUSIP: Q3127HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $116766.33     | 0.00%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FREISTAAT S 0.4% 05/12/36/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S SER 135 0.40000000                                        | CUSIP: D6654WAK7<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $265390.63     | 0.00%             | 2036-05-12      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 4.5% JUL 25                     | FNMA 15YR TBA 4.5% JUL 25      TO BE ANNOUNCED 4.50000000                                    | CUSIP: 01F042475<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6800000 | PA      | $6756702.84    | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE S 3.25% 06/05/34/EUR/                | BANCO DE SABADELL SA /EUR/ REGD REG S 3.25000000                                             | CUSIP: E1581CBL6<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $119206.71     | 0.00%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOGICOR FI 4.25% 07/18/29/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 4.25000000                                      | CUSIP: L6075ZAR7<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $121313.06     | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 5% 10/10/33/EUR/                  | SNCF RESEAU /EUR/ REGD EMTN 5.00000000                                                       | CUSIP: F77540BW5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2000000 | PA      | $2649850.31    | 0.02%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN  5.125% 05/04/35/GBP/                | NORTHERN POWERGRID YORKS /GBP/ REGD REG S 5.12500000                                         | CUSIP: G9856CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       150000 | PA      | $200483.08     | 0.00%             | 2035-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4097 3% 08/01/50                     | FANNIE MAE POOL UMBS P#MA4097 3.00000000                                                     | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59530 | PA      | $52078.82      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS I 5.45% 05/25/53                | TRAVELERS COS INC REGD 5.45000000                                                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19585.50      | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.906% 07/15/26/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0119 3.90600000                                           | CUSIP: Y2R35QBU4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5600000 | PA      | $1341964.42    | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.85% 10/22/34/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 100 2.85000000                                                | CUSIP: B1121KLB9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       930000 | PA      | $1076624.70    | 0.01%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CENCORA I 3.625% 05/22/32/EUR/                | CENCORA INC /EUR/ REGD 3.62500000                                                            | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2259228.20    | 0.02%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 1.903% 06/16/28/CHF/                | CIE FINANCEMENT FONCIER /CHF/ REGD EMTN 1.90300000                                           | CUSIP: F23069NK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       150000 | PA      | $197443.07     | 0.00%             | 2028-06-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/29                   | MORGAN STANLEY REGD V/R 5.44900000                                                           | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       510000 | PA      | $524428.53     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FORTINET INC 2.2% 03/15/31                    | FORTINET INC REGD 2.20000000                                                                 | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17583.90      | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2660 5% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD2660 5.00000000                                                    | CUSIP: 3132DP5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       746725 | PA      | $735411.38     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC 5.5% 04/15/28                | BERRY GLOBAL INC REGD 5.50000000                                                             | CUSIP: 08576PAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       615000 | PA      | $630691.55     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV 1.5% 05/17/41/EUR/                | EURONEXT NV /EUR/ REGD REG S 1.50000000                                                      | CUSIP: N3113KAW8<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |      2778000 | PA      | $2412520.58    | 0.02%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5253 3.5% 06/20/48                | GINNIE MAE II POOL P#MA5253 3.50000000                                                       | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        40515 | PA      | $36502.82      | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/33/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UYU9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3100000 | PA      | $3686938.09    | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18644 3% 05/01/32                    | FREDDIE MAC GOLD POOL P#G18644 3.00000000                                                    | CUSIP: 3128MMWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       855423 | PA      | $831987.71     | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3648 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3648 4.00000000                                                    | CUSIP: 3133BDBR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       388843 | PA      | $362325.21     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 5.5% 12/12/28/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 149 5.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     83830000 | PA      | $4234966.57    | 0.03%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4068 3% 11/20/46                  | GINNIE MAE II POOL P#MA4068 3.00000000                                                       | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1086473 | PA      | $973604.73     | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1422 6% 05/01/54                     | FREDDIE MAC POOL UMBS P#RJ1422 6.00000000                                                    | CUSIP: 3142GRSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       693358 | PA      | $713611.43     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.65% 01/15/65                | CONOCOPHILLIPS COMPANY REGD 5.65000000                                                       | CUSIP: 20826FBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1143529.90    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.95% 07/03/31                | WASTE MANAGEMENT INC REGD 4.95000000                                                         | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       130000 | PA      | $133417.84     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 3.5% 03/30/39/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD SER 1053 3.50000000                                            | CUSIP: W9478GTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     12460000 | PA      | $1484548.11    | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CKF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1831500 | PA      | $1854393.75    | 0.01%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEXIA 0.625% 01/17/26/EUR/                    | DEXIA /EUR/ REGD REG S EMTN 0.62500000                                                       | CUSIP: F3R304DU5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $700847.26     | 0.00%             | 2026-01-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SWISSCOM  3.875% 05/29/44/EUR/                | SWISSCOM FINANCE /EUR/ REGD REG S EMTN 3.87500000                                            | CUSIP: N8T33HAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2875000 | PA      | $3285915.42    | 0.02%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 09/06/30                | FIFTH THIRD BANCORP REGD V/R 4.89500000                                                      | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121295.71     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 3.625% 04/03/35/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S SER . 3.62500000                                   | CUSIP: F847BRKX3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1198680.72    | 0.01%             | 2035-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 03/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 157 0.20000000                                           | CUSIP: J2S39LE67<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4150000000 | PA      | $28374927.95   | 0.20%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 10/31/26                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 912828YQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       980300 | PA      | $951733.45     | 0.01%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.1% 07/30/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.10000000                                               | CUSIP: E8922APS3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      4150000 | PA      | $4999754.51    | 0.03%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31                | CROWN CASTLE INC REGD 2.10000000                                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       115000 | PA      | $98651.41      | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC9758 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#DC9758 5.50000000                                                     | CUSIP: 3140AXZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       501651 | PA      | $507973.94     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 03/07/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HN31<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      4660000 | PA      | $6483621.23    | 0.04%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.38% 07/04/26/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.38000000                                            | CUSIP: Y5325PBQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     24000000 | PA      | $3417148.05    | 0.02%             | 2026-07-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TENNET HO 1.375% 06/05/28/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: N85094NZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $343199.79     | 0.00%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.05 07/08/30 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $272163.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.75% 01/15/31                | WELLTOWER OP LLC REGD 2.75000000                                                             | CUSIP: 95040QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $45699.72      | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUT PFAN 2.625% 05/30/29/EUR/                | DEUT PFANDBRIEFBANK AG /EUR/ REGD REG S EMTN 2.62500000                                      | CUSIP: D18835WP5<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |        70000 | PA      | $82434.92      | 0.00%             | 2029-05-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEB 7.5% 09/15/29                | PROVINCE OF QUEBEC REGD SER PD 7.50000000                                                    | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       100000 | PA      | $113441.47     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50                     | BOEING CO REGD 5.80500000                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        50000 | PA      | $48057.66      | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME  2.5% 09/28/29/EUR/                | GEMEINSAME FOERDERINSTIT /EUR/ REGD REG S 2.50000000                                         | CUSIP: D2R3ZWAA6<br>LEI: 529900GLI1U53NGAH103 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $354065.26     | 0.00%             | 2029-09-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOL 3.05% 09/22/26                | AGILENT TECHNOLOGIES INC REGD 3.05000000                                                     | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34454.76      | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/28/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2949100 | PA      | $2964191.11    | 0.02%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN N 3% 07/31/29/EUR/                | SPAREBANKEN NORG BOLIGKR /EUR/ REGD REG S 3.00000000                                         | CUSIP: R82994DA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $120077.16     | 0.00%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2019-53 IA V/R 09/25/49                   | FANNIE MAE REMICS SER 2019-53 CL IA V/R 2.03556600                                           | CUSIP: 3136B5L29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18039106 | PA      | $1554956.51    | 0.01%             | 2049-09-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11261.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IM 3.625% 09/18/27/EUR/                | EXPORT-IMPORT BANK KOREA /EUR/ REGD EMTN 3.62500000                                          | CUSIP: Y2387CNE1<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       500000 | PA      | $604956.24     | 0.00%             | 2027-09-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 4.5% 05/15/30/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0530 4.50000000                                        | CUSIP: Q54627FV3<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      3810000 | PA      | $2385832.67    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&G PLC V/R 07/20/55/GBP/                     | M&G PLC /GBP/ REGD V/R REG S EMTN 5.56000000                                                 | CUSIP: G7289NKB4<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1062335.02    | 0.01%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  0.25% 06/04/31/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.25000000                                              | CUSIP: F7053NAA2<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $202534.83     | 0.00%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCA 3% 03/19/36/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 3.00000000                                     | CUSIP: F14221EZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $114294.63     | 0.00%             | 2036-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1548 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1548 2.50000000                                                     | CUSIP: 3140XGWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       646283 | PA      | $540888.42     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 2.95% 03/01/30                | CENTERPOINT ENERGY INC REGD 2.95000000                                                       | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4654.03       | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZUR 0% 11/10/33/CHF/                | CANTON OF ZURICH /CHF/ REGD REG S 0.00000000                                                 | CUSIP: H98449DD2<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | USGA              | CH        |       700000 | PA      | $836876.93     | 0.01%             | 2033-11-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DE VOLKSB 0.375% 03/03/28/EUR/                | DE VOLKSBANK NV /EUR/ REGD REG S EMTN 0.37500000                                             | CUSIP: N2R87AEM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2790423.45    | 0.02%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 3.625% 05/31/39/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 488 3.62500000                                           | CUSIP: R34155CQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     13330000 | PA      | $1299417.77    | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7256 3% 03/20/51                  | GINNIE MAE II POOL P#MA7256 3.00000000                                                       | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       913583 | PA      | $809953.51     | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                | BANK OF AMERICA CORP REGD V/R 2.57200000                                                     | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2605000 | PA      | $2295068.87    | 0.02%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.75% 01/15/31                       | EQT CORP REGD 144A P/P 4.75000000                                                            | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       120000 | PA      | $118148.61     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF  0.5% 11/15/27/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 10Y 0.50000000                                             | CUSIP: K30904AY0<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     20078000 | PA      | $3081428.66    | 0.02%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4096 2% 01/01/51                     | FANNIE MAE POOL UMBS P#BR4096 2.00000000                                                     | CUSIP: 3140L2RS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3525336 | PA      | $2826686.26    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 03/31/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 912828ZE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       951900 | PA      | $901553.42     | 0.01%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REGION WALL 0.5% 06/22/37/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 0.50000000                                             | CUSIP: B70023NK6<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $81798.61      | 0.00%             | 2037-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF3903 5.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#QF3903 5.50000000                                                    | CUSIP: 3133BRKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        92736 | PA      | $93151.34      | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.87% 02/06/28/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2305 2.87000000                                      | CUSIP: Y23862UV8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    158300000 | PA      | $22807537.26   | 0.16%             | 2028-02-06      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 08/15/44                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810RH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1852300 | PA      | $1462231.66    | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 02/18/29/EUR/                | ING GROEP NV /EUR/ REGD V/R REG S 0.25000000                                                 | CUSIP: N4578EKX5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4402168.70    | 0.03%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANC 0.75% 05/29/26/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.75000000                                          | CUSIP: F23069MD0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116368.96     | 0.00%             | 2026-05-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3.25% 10/05/32/EUR/                   | SFIL SA /EUR/ REGD REG S EMTN 3.25000000                                                     | CUSIP: F8347NAG3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $237848.94     | 0.00%             | 2032-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIA V/R 01/23/30                | CITIZENS FINANCIAL GROUP REGD V/R 5.84100000                                                 | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       145000 | PA      | $150062.41     | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.9% 10/12/35/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 0.90000000                                          | CUSIP: X6694NBM2<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      3221000 | PA      | $3081797.41    | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA1284 3% 12/01/42                     | FANNIE MAE POOL UMBS P#MA1284 3.00000000                                                     | CUSIP: 31418ANA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       211153 | PA      | $186961.94     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENE 0.125% 02/01/29/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: D5557ESV4<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $54439.03      | 0.00%             | 2029-02-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA V/R 09/10/32/EUR/                | BANKINTER SA /EUR/ REGD V/R REG S 3.50000000                                                 | CUSIP: E2R16JC26<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2865367.10    | 0.02%             | 2032-09-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.1% 05/11/47                      | INTEL CORP REGD 4.10000000                                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       660000 | PA      | $495078.59     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN8587 3% 08/20/47                  | GINNIE MAE II POOL P#CN8587 3.00000000                                                       | CUSIP: 3617F8RG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       139342 | PA      | $122611.14     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS  7.75% 11/13/42/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                          | CUSIP: P4R0C9EK5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      2000000 | PA      | $88286.92      | 0.00%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SAC 3% 05/25/32/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.00000000                                              | CUSIP: F7053NE83<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1176748.47    | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.1% 04/18/28/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 550 1.10000000                                   | CUSIP: H6218UNG1<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       130000 | PA      | $167511.83     | 0.00%             | 2028-04-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURA V/R 12/09/41/EUR/                | UNIQA INSURANCE GROUP AG /EUR/ REGD V/R REG S 2.37500000                                     | CUSIP: A9098YAE8<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $415191.15     | 0.00%             | 2041-12-09      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 3.25% 09/27/27/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.25000000                                            | CUSIP: D4S59L6L0<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $60320.96      | 0.00%             | 2027-09-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/54                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834XW3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2255000 | PA      | $556690.09     | 0.00%             | 2054-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 5.65% 05/15/28                    | OVINTIV INC REGD 5.65000000                                                                  | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       715000 | PA      | $734887.81     | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEA 0.2% 09/23/27/EUR/                | ANZ NEW ZEALAND INTL/LDN /EUR/ REGD REG S EMTN 0.20000000                                    | CUSIP: G0464SBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      6000000 | PA      | $6713975.64    | 0.05%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.75% 07/15/64                | UNITEDHEALTH GROUP INC REGD 5.75000000                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       925000 | PA      | $900965.41     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC S 0.427% 12/14/26/EUR/                | WESTPAC SEC NZ/LONDON /EUR/ REGD REG S EMTN 0.42700000                                       | CUSIP: G9572ZDM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      2500000 | PA      | $2860298.14    | 0.02%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.375% 03/19/27                | EUROPEAN INVESTMENT BANK REGD 4.37500000                                                     | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $201806.33     | 0.00%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/28                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CHQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1912900 | PA      | $1935690.40    | 0.01%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.25% 10/31/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000                                               | CUSIP: E8922AJR2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       900000 | PA      | $991774.99     | 0.01%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20250702 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1470203.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/25/35                | BANK OF AMERICA CORP REGD V/R 5.51800000                                                     | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2202577.04    | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| HUNGARY 0.5% 11/18/30/EUR/                    | HUNGARY /EUR/ REGD REG S SER 10Y 0.50000000                                                  | CUSIP: X93622FW7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      1000000 | PA      | $1013877.77    | 0.01%             | 2030-11-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 0.9% 05/20/41/EUR/                | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 0.90000000                                    | CUSIP: C69798AK9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1650000 | PA      | $1304280.05    | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 2.9% 12/15/31                | HOST HOTELS & RESORTS LP REGD SER J 2.90000000                                               | CUSIP: 44107TBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       415000 | PA      | $363434.56     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK 2.5% 09/17/30/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.50000000                                              | CUSIP: D1706CQZ0<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |        80000 | PA      | $93818.57      | 0.00%             | 2030-09-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2012-35 SP V/R 04/25/42                   | FANNIE MAE REMICS SER 2012-35 CL SP V/R 2.08035000                                           | CUSIP: 3136A5KW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1744048 | PA      | $217009.63     | 0.00%             | 2042-04-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.375% 08/27/38/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 506 1.37500000                                              | CUSIP: D09856ZP9<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       115000 | PA      | $107999.70     | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 10/01/54                | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                       | CUSIP: 694308KT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9074.89       | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN 3.1% 03/01/41                | FIDELITY NATL INFO SERV REGD 3.10000000                                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        80000 | PA      | $58827.18      | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/T 2.875% 05/05/41                | COCA-COLA CO/THE REGD 2.87500000                                                             | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |        15000 | PA      | $11286.97      | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4117 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#CB4117 3.50000000                                                     | CUSIP: 3140QPSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       881700 | PA      | $796950.41     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JULY 12                    | FNCI 15YR TBA 3.5% JULY 12     TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3450000 | PA      | $3332035.84    | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2905 5.42% 06/01/31                  | FANNIE MAE POOL UMBS P#BZ2905 5.42000000                                                     | CUSIP: 3140NXGP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       598067 | PA      | $619602.99     | 0.00%             | 2031-06-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LAND BADE 2.625% 11/27/30/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.62500000                                          | CUSIP: D1U444CG3<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $473130.58     | 0.00%             | 2030-11-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3090 3% 08/01/32                     | FANNIE MAE POOL UMBS P#MA3090 3.00000000                                                     | CUSIP: 31418CNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       301692 | PA      | $292970.91     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H15 H 1.25% 09/20/65                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H15 CL HB 1.25000000                       | CUSIP: 38382YCY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       110006 | PA      | $100274.34     | 0.00%             | 2065-09-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATI 5% 10/15/27                | MARRIOTT INTERNATIONAL REGD 5.00000000                                                       | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       745000 | PA      | $757122.07     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7660 2.5% 08/01/46                   | FANNIE MAE POOL UMBS P#AS7660 2.50000000                                                     | CUSIP: 3138WHQN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4346653 | PA      | $3716750.67    | 0.03%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0685 5.27% 03/01/31                  | FANNIE MAE POOL UMBS P#BZ0685 5.27000000                                                     | CUSIP: 3140NUXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       720680 | PA      | $750957.77     | 0.01%             | 2031-03-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/20/34                | PNC FINANCIAL SERVICES REGD V/R 6.87500000                                                   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       760000 | PA      | $849805.63     | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.05PMUTK 07/08/27 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-53597.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 05/06/34/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000                                          | CUSIP: F2276HBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $97297.61      | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA 8.375% 04/15/39/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR79 8.37500000                                          | CUSIP: Y6S86ZKT5<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  13027000000 | PA      | $905077.61     | 0.01%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/32                | BANK OF AMERICA CORP REGD V/R SER N 2.65100000                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1171109.07    | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.2% 03/20/64/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 17 2.20000000                                           | CUSIP: J2S39L2J2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1138950000 | PA      | $6358679.43    | 0.04%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2% 11/15/26                      | UNITED STATES TREASURY NOTE 2.00000000                                                       | CUSIP: 912828U24<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2150600 | PA      | $2096919.00    | 0.01%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.40PNF3F 05/08/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |            1 | NC      | $4968.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC 6.25% 07/15/32                          | FEDERAL HOME LOAN MORTGAGE CORP 6.25000000                                                   | CUSIP: 3134A4KX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         7000 | PA      | $7941.45       | 0.00%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R /PERP/                  | HSBC HOLDINGS PLC REGD V/R /PERP/ SER * 6.95000000                                           | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $200931.00     | 0.00%             | 2173-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GNR 2021-122 IT 2.5% 07/20/51                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL IT 2.50000000                       | CUSIP: 38382WCH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10272519 | PA      | $1629571.85    | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 3.9% 06/01/29                | O'REILLY AUTOMOTIVE INC REGD 3.90000000                                                      | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1964.80       | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 01/27/27/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 483 0.00000000                                   | CUSIP: H6218UEQ9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $377006.74     | 0.00%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0992 5% 05/01/54                     | FREDDIE MAC POOL UMBS P#RJ0992 5.00000000                                                    | CUSIP: 3142GRC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       501773 | PA      | $492772.20     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 2.75% 05/28/32/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: D0R14G3V5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        40000 | PA      | $47074.56      | 0.00%             | 2032-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 06/01/41                        | AT&T INC REGD 3.50000000                                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2140000 | PA      | $1681139.83    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OB 3.218% 11/15/50                | PEACEHEALTH OBLIGATED GR REGD SER 2020 3.21800000                                            | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $461825.01     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.2% 06/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.20000000                                       | CUSIP: T6247A8G4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4857000 | PA      | $5747060.36    | 0.04%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.298% 05/01/29                 | BOEING CO/THE REGD SER WI 6.29800000                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21134.15      | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FFCB 1.3% 02/03/31                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.30000000                                            | CUSIP: 3133EMPE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1235000 | PA      | $1066489.65    | 0.01%             | 2031-02-03      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 3.35% 06/01/50                | PIEDMONT NATURAL GAS CO REGD 3.35000000                                                      | CUSIP: 720186AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3338.84       | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5616 6% 05/01/54                     | FREDDIE MAC POOL UMBS P#SD5616 6.00000000                                                    | CUSIP: 3132DTGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3275585 | PA      | $3348769.86    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 2.625% 04/30/31/EUR/                | DZ HYP AG /EUR/ REGD REG S 2.62500000                                                        | CUSIP: D2R04NEX2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        20000 | PA      | $23508.51      | 0.00%             | 2031-04-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  4.9% 06/23/28                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.90000000                                             | CUSIP: 44891ADV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2295000 | PA      | $2310838.39    | 0.02%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| KFW 0.5% 09/15/27/EUR/                        | KFW /EUR/ REGD 0.50000000                                                                    | CUSIP: D4S46MFY6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $569961.11     | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FERROVIE  3.375% 06/24/32/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 3.37500000                                        | CUSIP: T4063CCC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $117867.09     | 0.00%             | 2032-06-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250722 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-221817.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/43/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922AMU1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       490000 | PA      | $553195.71     | 0.00%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.05% 03/01/35                | PUBLIC SERVICE ELECTRIC REGD MTN SER Q 5.05000000                                            | CUSIP: 74456QCU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $25276.89      | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERALITA 4.22% 04/26/35/EUR/                | GENERALITAT DE CATALUNYA /EUR/ REGD 4.22000000                                               | CUSIP: E5645NBY9<br>LEI: 95980020140005848404 | Long             | DBT              | USGA              | ES        |       100000 | PA      | $121063.81     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT7281 2% 09/01/28                     | FANNIE MAE POOL UMBS P#AT7281 2.00000000                                                     | CUSIP: 3138WVCT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11426 | PA      | $11088.00      | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 3% 11/25/31/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F1270CYU6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2100000 | PA      | $2497620.54    | 0.02%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                | SPRINT CAPITAL CORP REGD 6.87500000                                                          | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2621000 | PA      | $2813314.81    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORDDEUTS 2.875% 05/14/27/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 2.87500000                                     | CUSIP: D5714E4T5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59631.50      | 0.00%             | 2027-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.8% 04/01/44                | GILEAD SCIENCES INC REGD 4.80000000                                                          | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       265000 | PA      | $242195.21     | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WALES & W 1.875% 05/28/41/GBP/                | WALES & WEST UTL FIN PLC /GBP/ REGD REG S 1.87500000                                         | CUSIP: G9419DAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $668423.88     | 0.00%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KFW 1.125% 06/15/37/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MFG5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $953762.03     | 0.01%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNR 2017-97 BF V/R 12/25/47                   | FANNIE MAE REMICS SER 2017-97 CL BF V/R 4.71965000                                           | CUSIP: 3136B0DY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3833540 | PA      | $3731171.64    | 0.03%             | 2047-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| AFRICAN D 0.875% 05/24/28/EUR/                | AFRICAN DEVELOPMENT BANK /EUR/ REGD MTN SER GDIF 0.87500000                                  | CUSIP: V00001JL8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |       400000 | PA      | $453483.89     | 0.00%             | 2028-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 3.7% 05/25/53/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.70000000                                     | CUSIP: F45204DG0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1431360.24    | 0.01%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOOKING HOL 0.5% 03/08/28/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 0.50000000                                                   | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $5032492.09    | 0.03%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.4% 06/28/30                           | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.40000000                                               | CUSIP: 3134GV3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        60000 | PA      | $52790.69      | 0.00%             | 2030-06-28      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL C 2.875% 06/15/28                | ARES CAPITAL CORP REGD 2.87500000                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23555.79      | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 06/20/38/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 165 0.50000000                                          | CUSIP: J2S39KM29<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    638000000 | PA      | $3759195.86    | 0.03%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250702 000000605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8294.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BZ1900 4.13% 10/01/29                  | FANNIE MAE POOL UMBS P#BZ1900 4.13000000                                                     | CUSIP: 3140NWDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10000000 | PA      | $9984063.00    | 0.07%             | 2029-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.7% 08/15/32/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 1.70000000                                 | CUSIP: D2R8H4JD2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8320000 | PA      | $9384040.33    | 0.06%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 2.625% 06/06/30/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD EMTN 2.62500000                                          | CUSIP: F235A8AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117614.77     | 0.00%             | 2030-06-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.375% 05/07/30/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.37500000                                           | CUSIP: D0816ZBU5<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $468560.23     | 0.00%             | 2030-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 1% 07/06/32/EUR/                | EUROPEAN UNION /EUR/ REGD REG S SER UFA 1.00000000                                           | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5800000 | PA      | $6083201.33    | 0.04%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP 4% 03/08/30/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 4.00000000                                               | CUSIP: B6949WJP4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $245882.17     | 0.00%             | 2030-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 09/01/27/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: Y280CEJA6<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1230000 | PA      | $989866.46     | 0.01%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  2.625% 10/15/31                | JEFFERIES FIN GROUP INC REGD 2.62500000                                                      | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1087225.26    | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 0.1% 01/15/30/EUR/                | BNG BANK NV /EUR/ REGD REG S 0.10000000                                                      | CUSIP: N14287TV3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1750000 | PA      | $1853527.26    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 3.05% 10/01/41                | QUANTA SERVICES INC REGD 3.05000000                                                          | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |        30000 | PA      | $21287.90      | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF QUE 3.3% 07/30/29/EUR/                | BANK OF QUEENSLAND LTD /EUR/ REGD REG S 3.30040000                                           | CUSIP: Q12765DH5<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      1988000 | PA      | $2400827.78    | 0.02%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0941 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0941 3.00000000                                                    | CUSIP: 3132DNBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2323298 | PA      | $2028322.20    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 0.475% 10/18/30/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 0.47500000                                          | CUSIP: X6694NBF7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      3832000 | PA      | $4092711.91    | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GO 3.25% 06/24/26/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 3.25000000                                         | CUSIP: X5S007GA9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     11015000 | PA      | $2468548.76    | 0.02%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 2% 06/15/32/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.00000000                                    | CUSIP: D5S07LHT1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       450000 | PA      | $505719.54     | 0.00%             | 2032-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9419 3.5% 07/01/31                   | FANNIE MAE POOL UMBS P#AL9419 3.50000000                                                     | CUSIP: 3138ERPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        35955 | PA      | $35529.48      | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL 4.5% 04/14/27                | CANTOR FITZGERALD LP REGD 144A P/P 4.50000000                                                | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      1740000 | PA      | $1720124.26    | 0.01%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM8160 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8160 2.50000000                                                     | CUSIP: 3140XCB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       210411 | PA      | $177461.76     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.9% 12/15/48                 | CIGNA GROUP/THE REGD SER WI 4.90000000                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       820000 | PA      | $716883.13     | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7543 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#RA7543 4.00000000                                                    | CUSIP: 3133KPLY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       166759 | PA      | $155394.92     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7506 4% 09/01/49                     | FREDDIE MAC POOL UMBS P#SD7506 4.00000000                                                    | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1186025 | PA      | $1120165.65    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8268 5.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8268 5.50000000                                                    | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       324925 | PA      | $326005.04     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.23PND3M 06/30/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |            1 | NC      | $11853.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFSF 0.05% 01/18/52/EUR/                      | EFSF /EUR/ REGD REG S 0.05000000                                                             | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      1000000 | PA      | $473410.18     | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE B 3.5% 05/28/27/EUR/                | EQUITABLE BAN /EUR/ REGD REG S 3.50000000                                                    | CUSIP: C3R30VAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $120342.56     | 0.00%             | 2027-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.35% 02/22/32                      | AMGEN INC REGD 3.35000000                                                                    | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9262.25       | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/14/27                | STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1179602.57    | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICO 1% 09/30/31/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S EMTN SER 15Y 1.00000000                              | CUSIP: T2R054JZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      2100000 | PA      | $2203802.47    | 0.02%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 11/01/28                | ALTRIA GROUP INC REGD 6.20000000                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        75000 | PA      | $79163.42      | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 3.625% 09/10/53/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5309 3.62500000                                           | CUSIP: Y7277F3A6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3979440000 | PA      | $3452744.57    | 0.02%             | 2053-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.30PMUTK 07/08/43 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-344009.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/36/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000                                               | CUSIP: F43750FE7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14164000 | PA      | $13481033.66   | 0.09%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASUR 3% 12/10/34/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3412 3.00000000                                           | CUSIP: Y7255JAA6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5844510000 | PA      | $4389926.87    | 0.03%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOLDING D 0.625% 09/14/28/EUR/                | HOLDING D'INFRASTRUCTURE /EUR/ REGD REG S EMTN 0.62500000                                    | CUSIP: F4946TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $329693.36     | 0.00%             | 2028-09-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 2.75% 05/24/31                | MOTOROLA SOLUTIONS INC REGD 2.75000000                                                       | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       120000 | PA      | $107524.82     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.8% 06/17/34/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.80000000                                               | CUSIP: Y603CLAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    120910000 | PA      | $4085445.05    | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2461 5.54% 11/01/29                  | FANNIE MAE POOL UMBS P#BZ2461 5.54000000                                                     | CUSIP: 3140NWWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1518879 | PA      | $1592319.00    | 0.01%             | 2029-11-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/42                    | CITIGROUP INC REGD V/R 2.90400000                                                            | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3549.69       | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8792 6% 08/01/54                     | FANNIE MAE POOL UMBS P#FS8792 6.00000000                                                     | CUSIP: 3140XQXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1373148 | PA      | $1399080.56    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 09/10/35/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3509 2.62500000                                           | CUSIP: Y7277FSQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   2028750000 | PA      | $1475430.25    | 0.01%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.118% 11/15/27                 | UBS COMMERCIAL MORTGAGE TRUST 2018-C11 SER 2018-C11 CL ASB REGD 4.11860000                   | CUSIP: 90276XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       394628 | PA      | $392222.13     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.119% 11/30/34/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0619 4.11900000                                      | CUSIP: Y2R35QAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     16830000 | PA      | $4177821.16    | 0.03%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 2.1% 09/01/40                | JOHNSON & JOHNSON REGD 2.10000000                                                            | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1373.75       | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BU 0% 02/19/27/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 58 0.00000000                                  | CUSIP: D04767AA3<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $250503.60     | 0.00%             | 2027-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME C 4.75% 02/15/29                | REALTY INCOME CORP REGD 4.75000000                                                           | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30319.07      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY1512 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY1512 5.00000000                                                     | CUSIP: 3140NHVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57737 | PA      | $57288.90      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.3% 06/20/35/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 153 1.30000000                                          | CUSIP: J2S39KJF4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   5464050000 | PA      | $37396708.73   | 0.26%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSA 0% 02/11/27/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: D5S19DCC7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      1960000 | PA      | $2234838.07    | 0.02%             | 2027-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.65% 01/15/30/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.65000000                                    | CUSIP: D57534AA3<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $831457.55     | 0.01%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6766 3% 07/20/50                  | GINNIE MAE II POOL P#MA6766 3.00000000                                                       | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5452934 | PA      | $4835489.45    | 0.03%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.375% 06/05/37/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 495 1.37500000                                              | CUSIP: D09856ZC8<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       260000 | PA      | $250813.39     | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENT 3.625% 09/01/28                | INTERCONTINENTALEXCHANGE REGD SER WI 3.62500000                                              | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |        85000 | PA      | $83195.62      | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.5% 10/20/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.50000000                                                    | CUSIP: A0654UH87<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       740000 | PA      | $878482.11     | 0.01%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERN 4.7% 02/01/30                | HONEYWELL INTERNATIONAL REGD 4.70000000                                                      | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        90000 | PA      | $91311.94      | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.15% 03/15/32                | COMMONWEALTH EDISON CO REGD SER 132 3.15000000                                               | CUSIP: 202795JW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $54690.09      | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND BRANDE 0.5% 11/21/39/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 0.50000000                                                 | CUSIP: D1R1PYBX8<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       180000 | PA      | $143414.16     | 0.00%             | 2039-11-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AAREAL BAN 0.01% 02/01/28/EUR/                | AAREAL BANK AG /EUR/ REGD REG S SER 236 0.01000000                                           | CUSIP: D0037WKC5<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $110959.25     | 0.00%             | 2028-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURA 4.35% 10/15/27                | DARDEN RESTAURANTS INC REGD 4.35000000                                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20032.85      | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RED ELECT 3.375% 07/09/32/EUR/                | RED ELECTRICA CORP /EUR/ REGD REG S 3.37500000                                               | CUSIP: E8S35QAA7<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |      4800000 | PA      | $5676857.85    | 0.04%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.8% 09/20/43/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 40 1.80000000                                           | CUSIP: J2615QMM4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    651750000 | PA      | $4210113.56    | 0.03%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  4.5% 11/15/39/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 31Y 4.50000000                                             | CUSIP: K5675SHC6<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     27090000 | PA      | $5151898.34    | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41                   | UNITED STATES TREASURY BOND 1.75000000                                                       | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3538300 | PA      | $2351587.37    | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.375% 06/23/29/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.37500000                                      | CUSIP: D1T0VZCV1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $217138.59     | 0.00%             | 2029-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.85PTHOR 04/23/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $52088.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE SA 2% 05/12/29/EUR/                 | KLEPIERRE SA /EUR/ REGD REG S EMTN 2.00000000                                                | CUSIP: F5S74MD93<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1143947.29    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 2.4% 04/30/32/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 2.40000000                                               | CUSIP: E6960NMA4<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $226823.69     | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKR 2.875% 01/19/35/EUR/                | KOMMUNEKREDIT /EUR/ REGD REG S EMTN 2.87500000                                               | CUSIP: K6S48X5J1<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |      7000000 | PA      | $8173756.05    | 0.06%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/66/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922ABZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      4740000 | PA      | $4880924.43    | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 02/09/29/EUR/                | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.50000000                                            | CUSIP: E2R193ZK3<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1670146.96    | 0.01%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK2675 3.5% 11/01/25                   | FREDDIE MAC POOL UMBS P#ZK2675 3.50000000                                                    | CUSIP: 3131X56L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10554 | PA      | $10505.66      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIE GENER 0.625% 11/02/40/EUR/                | CIE GENERALE DES ESTABLI /EUR/ REGD REG S 0.62500000                                         | CUSIP: F61824FF4<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $225053.68     | 0.00%             | 2040-11-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 5.15% 06/15/29                | FLORIDA POWER & LIGHT CO REGD 5.15000000                                                     | CUSIP: 341081GT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10345.51      | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EFSF 3.375% 04/03/37/EUR/                     | EFSF /EUR/ REGD EMTN 3.37500000                                                              | CUSIP: L2669HAQ0<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      3000000 | PA      | $3607815.08    | 0.02%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE 3.75% 08/22/28/EUR/                | CLYDESDALE BANK PLC /EUR/ REGD REG S EMTN 3.75000000                                         | CUSIP: G2344P4G0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2201413.05    | 0.02%             | 2028-08-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/28                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CJR3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2478900 | PA      | $2480449.31    | 0.02%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REGION OF 0.625% 04/23/27/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.62500000                                     | CUSIP: F7717JBS9<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $229111.27     | 0.00%             | 2027-04-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 1% 12/03/31/EUR/                 | STRYKER CORP /EUR/ REGD 1.00000000                                                           | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1342025.22    | 0.01%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 3.875% 09/16/46                | ALTRIA GROUP INC REGD 3.87500000                                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        95000 | PA      | $70323.22      | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0157 4% 08/01/46                     | FANNIE MAE POOL UMBS P#BF0157 4.00000000                                                     | CUSIP: 3140FXE73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81517 | PA      | $78057.02      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.75% 02/23/32/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD 0.75000000                                                   | CUSIP: D6S59FDC0<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       490000 | PA      | $510025.78     | 0.00%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHR 4790 F V/R 10/15/43                       | FREDDIE MAC REMICS SER 4790 CL F V/R 4.60833000                                              | CUSIP: 3137F5BX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1466581 | PA      | $1437394.72    | 0.01%             | 2043-10-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8102 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE8102 4.50000000                                                    | CUSIP: 3133BJAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        41844 | PA      | $40095.10      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK  3.125% 02/15/28/EUR/                | JPN BANK FOR INT'L COOP /EUR/ REGD 3.12500000                                                | CUSIP: J2628MCR8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $1201649.59    | 0.01%             | 2028-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.15% 10/24/31/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 265 0.15000000                                        | CUSIP: D1R1ZQCY1<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $201340.88     | 0.00%             | 2031-10-24      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.40PCN07 12/06/28 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $22058.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#AB3898 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AB3898 3.00000000                                                     | CUSIP: 31417AKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        96444 | PA      | $95367.51      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCA 0% 10/28/27/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F0108UNE4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $895944.99     | 0.01%             | 2027-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/71/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AKN9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3669000 | PA      | $2001341.53    | 0.01%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SES SA 3.5% 01/14/29/EUR/                     | SES SA /EUR/ REGD REG S EMTN 3.50000000                                                      | CUSIP: L8300GDS7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117593.23     | 0.00%             | 2029-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 3.5% 05/25/43/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F45204DF2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $449187.20     | 0.00%             | 2043-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC 5.55% 01/15/30                     | NUVEEN LLC REGD 144A P/P 5.55000000                                                          | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       190000 | PA      | $197839.22     | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FE 1.375% 07/16/28/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.37500000                                      | CUSIP: F07334AG4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3406302.70    | 0.02%             | 2028-07-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHMS K103 A2 2.651% 11/25/29                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K103 CL A2 2.65100000       | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $471011.55     | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.41% 03/17/35/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.41000000                                               | CUSIP: Y603FFAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     72500000 | PA      | $2386607.31    | 0.02%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEAL 3.945% 11/15/46                | ASCENSION HEALTH REGD 3.94500000                                                             | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $31832.24      | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.6% 06/27/28/CNY/                | CHINA GOVERNMENT BOND /CNY/   REGD REG S 3.60000000                                          | CUSIP: Y5325PAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     26500000 | PA      | $3932698.70    | 0.03%             | 2028-06-27      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2468 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2468 2.00000000                                                    | CUSIP: 3133L8W50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       424092 | PA      | $390469.45     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.4% 06/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 171 0.40000000                                           | CUSIP: J2S39L3Z5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2000000000 | PA      | $13615221.69   | 0.09%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICO 4% 01/18/33/EUR/                | CREDIT AGRICOLE SA /EUR/ REGD REG S EMTN 4.00000000                                          | CUSIP: F2R125HG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2964715.29    | 0.02%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.00PSS1D 05/08/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $19852.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BS7614 5.17% 08/01/34                  | FANNIE MAE POOL UMBS P#BS7614 5.17000000                                                     | CUSIP: 3140LJN85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       737065 | PA      | $758213.27     | 0.01%             | 2034-08-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| VILLE DE  1.375% 11/20/34/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.37500000                                              | CUSIP: F7S25ABW6<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $294162.62     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.4% 07/15/28/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.40000000                                         | CUSIP: Y6S39B3A6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    635000000 | PA      | $91143116.34   | 0.63%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% AUG 25                     | FNMA 30YR TBA 5.5% AUG 25      TO BE ANNOUNCED 5.50000000                                    | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7900000 | PA      | $7892692.03    | 0.05%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 07/18/53/EUR/                | CNP ASSURANCES SACA /EUR/ REGD V/R REG S EMTN 5.25000000                                     | CUSIP: F1876NBZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $380086.06     | 0.00%             | 2053-07-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1336.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA HYPOTE 3% 11/26/30/SEK/                | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5540 3.00000000                                   | CUSIP: W6S579BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $215544.64     | 0.00%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.125% 06/20/28/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: F0109PBQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1136120.98    | 0.01%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| A2A SPA 4.375% 02/03/34/EUR/                  | A2A SPA /EUR/ REGD REG S 4.37500000                                                          | CUSIP: T0579BAU9<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $124230.81     | 0.00%             | 2034-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/24/27                | HSBC HOLDINGS PLC REGD V/R 1.58900000                                                        | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $194687.97     | 0.00%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC7014 5.5% 12/01/54                   | FANNIE MAE POOL UMBS P#DC7014 5.50000000                                                     | CUSIP: 3140AUYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       198642 | PA      | $202312.95     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.05% 09/06/29/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.05000000                                           | CUSIP: X5S9GCVJ6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       400000 | PA      | $427322.56     | 0.00%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABB FINAN 3.375% 01/15/34/EUR/                | ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: N0022VRD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3668681.69    | 0.03%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 2.75% 09/24/27/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1272PHG5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1671697.49    | 0.01%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.75% 02/25/30/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000                                               | CUSIP: F26348DP8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     17140000 | PA      | $20399150.96   | 0.14%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.9% 10/31/46/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.90000000                                               | CUSIP: E8922ABW9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6723000 | PA      | $6888518.68    | 0.05%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2021-C60 2.342% 07/15/31                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A4 REGD 2.34200000            | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       550000 | PA      | $480560.08     | 0.00%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.2% 03/20/50/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 3 2.20000000                                            | CUSIP: J2615Q7F6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    955350000 | PA      | $6150051.12    | 0.04%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 12/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.50000000                                 | CUSIP: T6052BN53<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       490000 | PA      | $556589.61     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 3% 05/25/28/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F1270CYN2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $961668.94     | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPERIA S 5.701% 07/05/28/EUR/                | ALPERIA SPA /EUR/ REGD REG S EMTN 5.70100000                                                 | CUSIP: T0R86MAE8<br>LEI: 815600117D7977461B75 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $126521.96     | 0.00%             | 2028-07-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.65% 03/15/30                | WASTE MANAGEMENT INC REGD 4.65000000                                                         | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |        65000 | PA      | $65896.00      | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OP MORTGA 0.625% 02/15/29/EUR/                | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 0.62500000                                            | CUSIP: X5918MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $110365.67     | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NBN CO LT 4.125% 03/15/29/EUR/                | NBN CO LTD /EUR/ REGD REG S EMTN SER GMTN 4.12500000                                         | CUSIP: Q6633FFE5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      2000000 | PA      | $2462360.18    | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 3.625% 09/17/31                | INTER-AMERICAN DEVEL BK REGD MTN SER GMTN 3.62500000                                         | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       145000 | PA      | $141938.20     | 0.00%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34                 | BOEING CO/THE REGD SER WI 6.52800000                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $108760.70     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/52/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N8T17VZR3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      6779329 | PA      | $3523685.00    | 0.02%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/32/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4JB6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10314000 | PA      | $10436429.50   | 0.07%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING BANK  0.125% 12/08/31/EUR/                | ING BANK NV /EUR/ REGD REG S EMTN 0.12500000                                                 | CUSIP: N4R82BRQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $99642.38      | 0.00%             | 2031-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4359580.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU 1% 11/09/31/EUR/                  | SNCF RESEAU /EUR/ REGD REG S EMTN 1.00000000                                                 | CUSIP: F8446VFF2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $312978.60     | 0.00%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER N 3.5% 05/06/37/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 3.50000000                                                | CUSIP: N0373AFP1<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234499.24     | 0.00%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 10/18/30/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                          | CUSIP: G4R49GAT0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1960000 | PA      | $2055968.03    | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 11/30/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CAY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2546200 | PA      | $2366573.53    | 0.02%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TASMANIAN  5.25% 01/23/36/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD 5.25000000                                               | CUSIP: Q88751AL8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       600000 | PA      | $397677.90     | 0.00%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 02/09/28/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 1.00000000                                       | CUSIP: F5407GA48<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460010.46     | 0.00%             | 2028-02-09      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.95% 02/20/35/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.95000000                                                    | CUSIP: A5260VGH1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2030000 | PA      | $2386102.08    | 0.02%             | 2035-02-20      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP 0.9% 09/15/25                    | ENTERGY CORP REGD 0.90000000                                                                 | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29775.53      | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL5439 3.5% 11/01/43                   | FANNIE MAE POOL UMBS P#AL5439 3.50000000                                                     | CUSIP: 3138ENBH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        84898 | PA      | $79043.75      | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELEC ZCP 04/11/31/CAD/                | ONTARIO ELECTRICITY FIN /CAD/ REGD ZCP SER 40 0.00000000                                     | CUSIP: 683078FP9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1500000 | PA      | $902266.94     | 0.01%             | 2031-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 09/20/28/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 105 2.10000000                                          | CUSIP: J2615Q2G9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    214950000 | PA      | $1553422.55    | 0.01%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 6.75% 10/22/28/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 28/A 6.75000000                                       | CUSIP: X9379QRH5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    775000000 | PA      | $2307562.34    | 0.02%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 4.75% 11/24/32/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 32/A 4.75000000                                       | CUSIP: X51627SP7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    954660000 | PA      | $2495772.64    | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  0.55% 04/30/30/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.55000000                                         | CUSIP: E0R088AG5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $211269.57     | 0.00%             | 2030-04-30      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786798 5.5% 07/20/53                | GINNIE MAE II POOL P#786798 5.50000000                                                       | CUSIP: 3622ACNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       355836 | PA      | $359371.85     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 2.25% 06/01/31                | GENERAL DYNAMICS CORP REGD 2.25000000                                                        | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |        36000 | PA      | $32184.05      | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS SWITZ 2.035% 10/18/33/CHF/                | UBS SWITZERLAND AG /CHF/ REGD REG S 2.03500000                                               | CUSIP: H84071AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |        30000 | PA      | $41195.53      | 0.00%             | 2033-10-18      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3822 4.5% 10/01/50                   | FREDDIE MAC POOL UMBS P#RA3822 4.50000000                                                    | CUSIP: 3133KKG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3087471 | PA      | $2979417.08    | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3175 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#RA3175 3.00000000                                                    | CUSIP: 3133KJQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1359862 | PA      | $1179829.34    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3410 3.5% 05/01/50                   | FANNIE MAE POOL UMBS P#FM3410 3.50000000                                                     | CUSIP: 3140X6YG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3679927 | PA      | $3350793.47    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.45% 03/01/34                | AON NORTH AMERICA INC REGD 5.45000000                                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $77053.04      | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/25/28/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 683 0.00000000                                  | CUSIP: H61731Y68<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       370000 | PA      | $462794.95     | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANTON OF Z 0.1% 06/23/45/CHF/                | CANTON OF ZURICH /CHF/ REGD REG S 0.10000000                                                 | CUSIP: H98449CZ4<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | USGA              | CH        |        50000 | PA      | $52152.75      | 0.00%             | 2045-06-23      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IBRD 0.7% 10/22/46/EUR/                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.70000000                         | CUSIP: U4586HLS0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      2000000 | PA      | $1370995.04    | 0.01%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.875% 05/10/27/EUR/                | REPUBLIC OF POLAND /EUR/ REGD EMTN 0.87500000                                                | CUSIP: X65708AJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      1900000 | PA      | $2191356.89    | 0.02%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7528 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#CA7528 2.50000000                                                     | CUSIP: 3140QFLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2615866 | PA      | $2176257.15    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES  5.25% 03/15/35                | AMERICAN HOMES 4 RENT REGD 5.25000000                                                        | CUSIP: 02666TAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1869000 | PA      | $1855235.46    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/26/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 345 0.10000000                                          | CUSIP: J2S39KQY5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1521950000 | PA      | $10485448.66   | 0.07%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 10/30/29                | M&T BANK CORPORATION REGD V/R 7.41300000                                                     | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       105000 | PA      | $113859.44     | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 05/20/31/EUR/                | DNB BANK ASA /EUR/ REGD V/R REG S EMTN 3.12500000                                            | CUSIP: R21874R47<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      4400000 | PA      | $5178978.66    | 0.04%             | 2031-05-20      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4070 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#FS4070 5.50000000                                                     | CUSIP: 3140XKQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       308044 | PA      | $311100.92     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNET HOLD 0.5% 06/09/31/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: N85094RY3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $205337.90     | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 5% 03/01/32                          | MARS INC REGD 144A P/P 5.00000000                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       395000 | PA      | $400413.71     | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#DC9749 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#DC9749 5.50000000                                                     | CUSIP: 3140AXZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       666302 | PA      | $673619.87     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 07/22/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                              | CUSIP: G4527HHD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13571000 | PA      | $17733128.44   | 0.12%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.375% 02/08/27/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.37500000                                          | CUSIP: D170N8BE3<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       310000 | PA      | $355566.82     | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F43750KE1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     20987000 | PA      | $23004075.85   | 0.16%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON COR V/R 03/07/31                | FIRST HORIZON CORP REGD V/R 5.51400000                                                       | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      1460000 | PA      | $1480828.40    | 0.01%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/29                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3632000 | PA      | $3683358.74    | 0.03%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 3.4% 06/17/36/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.40000000                                               | CUSIP: Y6065BBR7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      4000000 | PA      | $144068.80     | 0.00%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SHURGARD  3.625% 10/22/34/EUR/                | SHURGARD LUXEMBOURG /EUR/ REGD REG S 3.62500000                                              | CUSIP: L8230CAA3<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2418556.30    | 0.02%             | 2034-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LANXESS A 0.625% 12/01/29/EUR/                | LANXESS AG /EUR/ REGD REG S EMTN 0.62500000                                                  | CUSIP: D5032EAF3<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $105487.19     | 0.00%             | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| P3 GROUP  1.625% 01/26/29/EUR/                | P3 GROUP SARL /EUR/ REGD REG S EMTN 1.62500000                                               | CUSIP: L7S57TAA8<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2554200.07    | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1476 2.5% 08/01/36                   | FANNIE MAE POOL UMBS P#CB1476 2.50000000                                                     | CUSIP: 3140QLUA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       103178 | PA      | $96420.55      | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  3.25% 05/31/29/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.25000000                                         | CUSIP: E90210AB6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       900000 | PA      | $1081069.72    | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.62% 04/15/28/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.62000000                                         | CUSIP: Y6S39BZ86<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     38000000 | PA      | $5475669.97    | 0.04%             | 2028-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.3% 10/01/54/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.30000000                                       | CUSIP: T6031QAS0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4830000 | PA      | $5706800.17    | 0.04%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA 6% 06/13/33                       | AKER BP ASA REGD 144A P/P 6.00000000                                                         | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       910000 | PA      | $938722.91     | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 5.5% 02/01/34                | AMERICAN HOMES 4 RENT REGD 5.50000000                                                        | CUSIP: 02666TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        33000 | PA      | $33555.99      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1900094.72    | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 0.55% 04/22/41/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.55000000                                          | CUSIP: G4R49GAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1035000 | PA      | $807699.49     | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 1.875% 02/01/33                | ALEXANDRIA REAL ESTATE E REGD 1.87500000                                                     | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |        75000 | PA      | $59961.02      | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FHR 5062 EI 2% 01/25/51                       | FREDDIE MAC REMICS SER 5062 CL EI 2.00000000                                                 | CUSIP: 3137F8U27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3344495 | PA      | $396645.39     | 0.00%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BCP 2021-330N A V/R 06/15/23                  | BCP TRUST 2021-330N SER 2021-330N CL A V/R REGD 144A P/P 5.22548000                          | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2800000 | PA      | $2519441.96    | 0.02%             | 2038-06-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| BAYERISCH 0.125% 02/10/28/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: D076A24H0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       600000 | PA      | $662944.60     | 0.00%             | 2028-02-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF  0.625% 04/26/29/EUR/                | HOCHTIEF AKTIENGESELLSCH /EUR/ REGD EMTN 0.62500000                                          | CUSIP: D341DRDD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       125000 | PA      | $135461.89     | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 0.25% 04/26/34/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 676 0.25000000                                  | CUSIP: H61731V53<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $119981.47     | 0.00%             | 2034-04-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIG 2.875% 03/12/29/EUR/                | DNB BOLIGKREDITT AS /EUR/ REGD REG S EMTN 2.87500000                                         | CUSIP: R1815VJJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $119778.67     | 0.00%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.45% 07/04/41/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER UFA 0.45000000                                            | CUSIP: B3S09CAP1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      9800000 | PA      | $7266445.40    | 0.05%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| SGS NEDER 0.125% 04/21/27/EUR/                | SGS NEDERLAND HLDG BV /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: N79068AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2828976.45    | 0.02%             | 2027-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 1% 03/01/28/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.00000000                                       | CUSIP: N6S779J92<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       300000 | PA      | $342253.01     | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUST CAPIT 5.25% 10/23/36/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD REG S 5.25000000                                           | CUSIP: Q0093PAG9<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       600000 | PA      | $399640.51     | 0.00%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 01/16/29                | M&T BANK CORPORATION REGD V/R MTN 4.83300000                                                 | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55439.83      | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.8% 08/15/29                | AMERICAN TOWER CORP REGD 3.80000000                                                          | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       535000 | PA      | $520072.44     | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 11/18/38/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                          | CUSIP: P6625CAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      2000000 | PA      | $97915.75      | 0.00%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITA 4.875% 11/01/27                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.87500000                                             | CUSIP: 44891ADK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1815000 | PA      | $1822999.90    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FLEMISH CO 3.25% 01/12/43/EUR/                | FLEMISH COMMUNITY /EUR/ REGD EMTN 3.25000000                                                 | CUSIP: B2758CCH2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       600000 | PA      | $652422.20     | 0.00%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2890 4.95% 03/01/32                  | FANNIE MAE POOL UMBS P#BZ2890 4.95000000                                                     | CUSIP: 3140NXF81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       498213 | PA      | $510145.68     | 0.00%             | 2032-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 3.4% 03/07/73/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.40000000                                    | CUSIP: D5S07LJL6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      2410000 | PA      | $2581204.57    | 0.02%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.05% 08/18/29                      | AMGEN INC REGD 4.05000000                                                                    | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |        39000 | PA      | $38544.34      | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL4010 3.5% 07/01/43                   | FANNIE MAE POOL UMBS P#AL4010 3.50000000                                                     | CUSIP: 3138ELN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          366 | PA      | $343.36        | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 05/25/29/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F1270CXS2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $535842.38     | 0.00%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINA 4.9% 03/03/30                | ASTRAZENECA FINANCE LLC REGD 4.90000000                                                      | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       110000 | PA      | $112808.13     | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES  4.375% 04/15/30                | EOG RESOURCES INC REGD 4.37500000                                                            | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9993.65       | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 3.1% 05/15/30                     | EQUIFAX INC REGD 3.10000000                                                                  | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1683420.77    | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 04/30/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AHG8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3020000 | PA      | $3447762.48    | 0.02%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 1.9% 08/15/40                    | ALPHABET INC REGD 1.90000000                                                                 | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       700000 | PA      | $470122.13     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5.5% 08/15/28                    | UNITED STATES TREASURY BOND 5.50000000                                                       | CUSIP: 912810FE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       198100 | PA      | $208802.04     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20250917 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5850.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 7.35% 03/06/30                | FORD MOTOR CREDIT CO LLC REGD 7.35000000                                                     | CUSIP: 345397C68<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1182114.40    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.3% 09/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 170 0.30000000                                          | CUSIP: J2S39K6E1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    833900000 | PA      | $4612233.41    | 0.03%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/47                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       955200 | PA      | $716250.75     | 0.00%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 2.125% 06/08/27/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 2.12500000                                             | CUSIP: G3194BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $116992.81     | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SWISSCOM  0.125% 09/15/32/CHF/                | SWISSCOM AG /CHF/ REGD REG S 0.12500000                                                      | CUSIP: H8398NAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       430000 | PA      | $513768.11     | 0.00%             | 2032-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 3.25% 10/22/31/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 31/A 3.25000000                                       | CUSIP: X93622CC4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    207050000 | PA      | $507425.71     | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 4.25% 07/20/33/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD 4.25000000                                                | CUSIP: Q96417JB9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2000000 | PA      | $1301939.10    | 0.01%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANT 1.25% 09/26/27/EUR/                | BANCO SANTANDER TOTTA SA /EUR/ REGD REG S 1.25000000                                         | CUSIP: X04800GM8<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       100000 | PA      | $115042.13     | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#890272 3.5% 12/01/25                   | FANNIE MAE POOL UMBS P#890272 3.50000000                                                     | CUSIP: 31410LCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11942 | PA      | $11885.55      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2019-48 IB V/R 06/25/39                   | FANNIE MAE REMICS SER 2019-48 CL IB V/R 0.65641200                                           | CUSIP: 3136B5F42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17125649 | PA      | $307595.50     | 0.00%             | 2039-06-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  3.5% 12/07/31/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F7686GAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $481078.35     | 0.00%             | 2031-12-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.125% 09/01/31/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 2.12500000                                       | CUSIP: D0R14GGC3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $57014.00      | 0.00%             | 2031-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2370 2% 11/01/36                     | FREDDIE MAC POOL UMBS P#RC2370 2.00000000                                                    | CUSIP: 3133L8T39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1436419 | PA      | $1315449.55    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 0.5% 05/25/30/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000                                    | CUSIP: F0108ULF3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1482831.71    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.608% 07/14/31                | NOMURA HOLDINGS INC REGD 2.60800000                                                          | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       730000 | PA      | $643974.73     | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.15% 10/31/44/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000                                               | CUSIP: E4R46CBB2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5191000 | PA      | $7271369.60    | 0.05%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| LAND BERLI 2.75% 02/14/33/EUR/                | LAND BERLIN /EUR/ REGD SER 546 2.75000000                                                    | CUSIP: D09856D99<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      1080000 | PA      | $1266490.25    | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR 1% 03/20/30/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 178 1.00000000                                           | CUSIP: J2S39L7W8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    620000000 | PA      | $4308936.50    | 0.03%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO ( 0.375% 04/08/27/EUR/                | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: C4R07ZAF2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      1500000 | PA      | $1713213.99    | 0.01%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 3.625% 06/12/54/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 30Y 3.62500000                                          | CUSIP: X6694NCZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1430000 | PA      | $1619650.13    | 0.01%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON UNI 3.524% 04/15/54                | WASHINGTON UNIVERSITY REGD SER 2022 3.52400000                                               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |       900000 | PA      | $644438.84     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEA 2% 12/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 191 2.00000000                                          | CUSIP: J2S39L6N9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1287150000 | PA      | $8461376.67    | 0.06%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROFIMA 4.55% 03/30/27/CAD/                  | EUROFIMA /CAD/ REGD MTN SER MPLE 4.55000000                                                  | CUSIP: 298713AK4<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |       500000 | PA      | $376060.22     | 0.00%             | 2027-03-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.35% 01/07/30                | GENERAL MOTORS FINL CO REGD 5.35000000                                                       | CUSIP: 37045XFB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3237945.47    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 05/14/32/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 239 1.00000000                                 | CUSIP: X5S008CX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       718000 | PA      | $744103.97     | 0.01%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDAT 3.002% 06/01/51                | KAISER FOUNDATION HOSPIT REGD SER 2021 3.00200000                                            | CUSIP: 48305QAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $32426.86      | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS  2.75% 04/02/30/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 2.75000000                                            | CUSIP: F01177AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2915809.04    | 0.02%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO  4.125% 05/15/49                | CON EDISON CO OF NY INC REGD SER A 4.12500000                                                | CUSIP: 209111FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $217205.46     | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC  1.875% 02/04/35/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.87500000                                                      | CUSIP: X32332ZY1<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1910000 | PA      | $1996174.40    | 0.01%             | 2035-02-04      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| OEKB OEST.  1.5% 07/13/27/EUR/                | OEKB OEST. KONTROLLBANK /EUR/ REGD EMTN 1.50000000                                           | CUSIP: A6S67PA42<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $349437.68     | 0.00%             | 2027-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS G 5% 05/09/35                | TYCO ELECTRONICS GROUP S REGD 5.00000000                                                     | CUSIP: 902133BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       220000 | PA      | $219088.09     | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 2.875% 03/25/29/EUR/                | UNICREDIT BANK CZECH RE /EUR/ REGD REG S 2.87500000                                          | CUSIP: X9435GDS0<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |       100000 | PA      | $118459.13     | 0.00%             | 2029-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1090 2.5% 07/01/36                   | FANNIE MAE POOL UMBS P#CB1090 2.50000000                                                     | CUSIP: 3140QLF84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       665227 | PA      | $623747.91     | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKI V/R 12/15/31/GBP/                | LLOYDS BANKING GROUP PLC /GBP/ REGD V/R 1.98500000                                           | CUSIP: G55365GF4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2508865.46    | 0.02%             | 2031-12-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2700 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#FS2700 3.50000000                                                     | CUSIP: 3140XJAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       839507 | PA      | $764414.11     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.5% 03/20/60/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 13 0.50000000                                           | CUSIP: J2S39LBD5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    597500000 | PA      | $1977739.31    | 0.01%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                | CVS HEALTH CORP REGD 5.05000000                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1037719.58    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOOKING H 3.625% 11/12/28/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 3.62500000                                                   | CUSIP: U09819AB6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       339000 | PA      | $411768.01     | 0.00%             | 2028-11-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 5.9% 07/30/26/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.90000000                                               | CUSIP: E892288N8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      2800000 | PA      | $3436160.19    | 0.02%             | 2026-07-30      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.125% 03/01/48                | SOUTHERN CAL EDISON REGD SER C 4.12500000                                                    | CUSIP: 842400GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       265000 | PA      | $192336.38     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 07/31/54/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HF22<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     21486000 | PA      | $25546626.05   | 0.18%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMI 7.045% 06/20/36                | TELEFONICA EMISIONES SAU REGD 7.04500000                                                     | CUSIP: 87938WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       166000 | PA      | $184381.58     | 0.00%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.6% 06/13/28                     | AKER BP ASA REGD 144A P/P 5.60000000                                                         | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       795000 | PA      | $816392.44     | 0.01%             | 2028-06-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7987 2.5% 04/20/52                | GINNIE MAE II POOL P#MA7987 2.50000000                                                       | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       395035 | PA      | $336223.13     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAST NIPPON 0.1% 12/18/26/JPY/                | EAST NIPPON EXPRESSWAY /JPY/ REGD SER 66 0.10000000                                          | CUSIP: J1326SDD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $686655.13     | 0.00%             | 2026-12-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP H 5.25% 05/26/35                | ALIBABA GROUP HOLDING REGD 144A P/P 5.25000000                                               | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       175000 | PA      | $176968.13     | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KI 3.45% 06/22/42/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 104 3.45000000                                                | CUSIP: B1121KPW9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      1460000 | PA      | $1675325.47    | 0.01%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE  0.05% 09/26/29/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.05000000                                              | CUSIP: F7053HR33<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1100000 | PA      | $1165054.59    | 0.01%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM O 3.25% 02/15/32                | DCP MIDSTREAM OPERATING REGD 3.25000000                                                      | CUSIP: 23311VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4418.71       | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 10/15/28                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EHL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       485000 | PA      | $426506.68     | 0.00%             | 2028-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI V/R /PERP//EUR/                 | ASSICURAZIONI GENERALI /EUR/ REGD V/R /PERP/ REG S EMTN 4.59600000                           | CUSIP: T05040AN9<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118431.44     | 0.00%             | 2173-11-21      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.7% 05/15/50                | ONCOR ELECTRIC DELIVERY REGD 3.70000000                                                      | CUSIP: 68233JBV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3642.40       | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.55% 12/01/33                | ENERGY TRANSFER LP REGD 6.55000000                                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       230000 | PA      | $249588.89     | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 2.75% 02/16/32/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.75000000                                     | CUSIP: D4902NMK9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1186410.02    | 0.01%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 1.75% 01/22/26                    | EQUINOR ASA REGD 1.75000000                                                                  | CUSIP: 29446MAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       200000 | PA      | $197010.39     | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8612 3.29% 03/01/28                  | FANNIE MAE POOL UMBS P#AN8612 3.29000000                                                     | CUSIP: 3138LMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1400000 | PA      | $1372396.09    | 0.01%             | 2028-03-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| AGL 2021-14A AR V/R 12/02/34                  | AGL CLO 14 LTD SER 2021-14A CL AR V/R REGD 144A P/P 5.39947000                               | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2098278.84    | 0.01%             | 2034-12-02      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QG5279 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5279 5.00000000                                                    | CUSIP: 3133C52L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        49983 | PA      | $49446.73      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 2.5% JUL 24                     | FNMA 15YR TBA 2.5% JUL 24      TO BE ANNOUNCED 2.50000000                                    | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1950000 | PA      | $1819748.85    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS6347 4% 05/01/26                     | FREDDIE MAC POOL UMBS P#ZS6347 4.00000000                                                    | CUSIP: 3132A7BQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1605 | PA      | $1599.27       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% AUG25                      | FNMA 30YR TBA 3.0% AUG25       TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030686<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -53400000 | PA      | $-46167449.53  | -0.32%            | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5268 4.5% 12/01/52                   | FANNIE MAE POOL UMBS P#CB5268 4.50000000                                                     | CUSIP: 3140QQ2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       440178 | PA      | $421753.69     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 4.65% 06/15/27                | WILLIS NORTH AMERICA INC REGD 4.65000000                                                     | CUSIP: 970648AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $30161.36      | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0176 2.5% 04/01/51                   | FANNIE MAE POOL UMBS P#CB0176 2.50000000                                                     | CUSIP: 3140QKFS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5867991 | PA      | $4870860.39    | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 06/20/34 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-39996.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRW.BANK 2.75% 02/21/29/EUR/                  | NRW.BANK /EUR/ REGD 2.75000000                                                               | CUSIP: D5S268RU3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $596204.66     | 0.00%             | 2029-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 1.75% 09/01/31                | HONEYWELL INTERNATIONAL REGD 1.75000000                                                      | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       145000 | PA      | $123772.93     | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H14 FH V/R 08/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H14 CL FH V/R 5.69602000                   | CUSIP: 38380QGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6722448 | PA      | $6830283.26    | 0.05%             | 2070-08-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| LAND NORD 0.625% 07/21/31/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1416 0.62500000                                | CUSIP: D5S07LDX6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1046417.65    | 0.01%             | 2031-07-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/53                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2419900 | PA      | $1978457.29    | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SIMON INT 1.125% 03/19/33/EUR/                | SIMON INTL FINANCE SCA /EUR/ REGD REG S 1.12500000                                           | CUSIP: L84465CJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3478000 | PA      | $3452995.66    | 0.02%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8806 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8806 3.00000000                                                    | CUSIP: 3133B6YB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       116098 | PA      | $100646.99     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 2.5% 10/25/27/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 7Y 2.50000000                                         | CUSIP: X5S007GT8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6350000 | PA      | $1326732.63    | 0.01%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 1% 04/14/32/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 1.00000000                                      | CUSIP: B3821SNT0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3275000 | PA      | $3471359.46    | 0.02%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPME 0.875% 10/10/25/EUR/                | DEVELOPMENT BK OF JAPAN /EUR/ REGD REG S EMTN SER GMTN 0.87500000                            | CUSIP: J1R67PGZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $1174020.34    | 0.01%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| METRO AG 4% 03/05/30/EUR/                     | METRO AG /EUR/ REGD REG S EMTN 4.00000000                                                    | CUSIP: D5S196FL9<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |      5586000 | PA      | $6779535.06    | 0.05%             | 2030-03-05      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.25% 02/25/32/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: X5S9WANR3<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       100000 | PA      | $100299.50     | 0.00%             | 2032-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 2% 03/08/33/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.00000000                                               | CUSIP: Q6715PB65<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3840000 | PA      | $2120552.87    | 0.01%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BASELLANDS 0.25% 01/25/27/CHF/                | BASELLANDSCHAFT KANTONBK /CHF/ REGD REG S 0.25000000                                         | CUSIP: H05115BK7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       900000 | PA      | $1133724.37    | 0.01%             | 2027-01-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS 6.07% 07/12/28                | NOMURA HOLDINGS INC REGD 6.07000000                                                          | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1625000 | PA      | $1695514.68    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 4.25% 11/16/32/EUR/                | SOCIETE GENERALE /EUR/ REGD REG S EMTN 4.25000000                                            | CUSIP: F8586SEQ6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $126027.02     | 0.00%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 09/24/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F26348DE3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     17730000 | PA      | $21088264.73   | 0.14%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 02/01/34                | BANK OF NY MELLON CORP REGD V/R 4.70600000                                                   | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9893.90       | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348CB0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     26704000 | PA      | $28275675.79   | 0.19%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R03.75PSOFR 12/18/34 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $3254.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QF3958 5.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#QF3958 5.50000000                                                    | CUSIP: 3133BRMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       106458 | PA      | $106675.05     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 10/20/40/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UTB7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2200000 | PA      | $1559460.16    | 0.01%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA5385 4% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5385 4.00000000                                                     | CUSIP: 31418E6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1652365 | PA      | $1536840.82    | 0.01%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KI 0.125% 06/18/27/EUR/                | NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 0.12500000                                      | CUSIP: X585B5AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $113225.85     | 0.00%             | 2027-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ0685 4% 04/01/48                     | FANNIE MAE POOL UMBS P#BJ0685 4.00000000                                                     | CUSIP: 3140H1XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       355255 | PA      | $336324.82     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.125% 02/04/30/EUR/                 | NRW.BANK /EUR/ REGD SER 1W1 0.12500000                                                       | CUSIP: D5S268CW5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $317356.69     | 0.00%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC 0% 09/15/27/EUR/                 | FINNVERA PLC /EUR/ REGD EMTN 0.00000000                                                      | CUSIP: X2994QBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       500000 | PA      | $562327.99     | 0.00%             | 2027-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 6.125% 06/02/34  /GBP               | ELECTRICI 6.125% 06/02/34  /GBP 6.12500000                                                   | CUSIP: F2940HGB5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $843634.73     | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LAND BERL 1.625% 08/02/32/EUR/                | LAND BERLIN /EUR/ REGD 1.62500000                                                            | CUSIP: D09856D65<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       630000 | PA      | $688707.48     | 0.00%             | 2032-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22944.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.65PCN07 05/10/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $851031.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVER 0% 10/18/31/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.00000000                                          | CUSIP: G4R49GAW3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2377000 | PA      | $2389200.99    | 0.02%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6432 4.5% 04/01/48                   | FREDDIE MAC POOL UMBS P#ZM6432 4.50000000                                                    | CUSIP: 3131Y1ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       228106 | PA      | $222797.55     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 2.875% 05/25/27/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: F1270CYK8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2100000 | PA      | $2512037.23    | 0.02%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.4% 04/18/34                | DIAMONDBACK ENERGY INC REGD 5.40000000                                                       | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10031.31      | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.1% 04/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 1.10000000                                  | CUSIP: T6052BM47<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11610000 | PA      | $13467987.33   | 0.09%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIEN 5.25% 09/10/60                | REPUBLICA ORIENT URUGUAY REGD 5.25000000                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | USGA              | UY        |        40000 | PA      | $36163.60      | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTI 6.5% 11/15/35                  | BOSTON SCIENTIFIC CORP REGD 6.50000000                                                       | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |        15000 | PA      | $16827.31      | 0.00%             | 2035-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURAN 6.3% 10/10/33                | DARDEN RESTAURANTS INC REGD 6.30000000                                                       | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21432.88      | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.5% 02/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.50000000                                        | CUSIP: T6052B6S2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2060000 | PA      | $2514540.38    | 0.02%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTO 4.445% 02/14/30/EUR/                | FORD MOTOR CREDIT CO LLC /EUR/ REGD EMTN 4.44500000                                          | CUSIP: 345397E41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1875000 | PA      | $2242139.44    | 0.02%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8810 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8810 3.00000000                                                    | CUSIP: 3133B6YF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       238534 | PA      | $206599.95     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  1.5% 09/27/30/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.50000000                                     | CUSIP: F4041GQQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $327480.84     | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.75PBW6M 12/03/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-49084.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGION WAL 3.25% 06/22/33/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.25000000                                             | CUSIP: B70023UB8<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       400000 | PA      | $470633.42     | 0.00%             | 2033-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 01/11/34/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N14289PU5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $582426.18     | 0.00%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 1.75% 05/25/31/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.75000000                                              | CUSIP: F7S25ABH9<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $220543.81     | 0.00%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED C V/R 06/16/32/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD V/R REG S 3.87500000                                       | CUSIP: F07336QM9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $5266598.90    | 0.04%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  3.25% 04/15/33                | OMEGA HLTHCARE INVESTORS REGD 3.25000000                                                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       221000 | PA      | $190829.52     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NIED 0.125% 01/09/32/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.12500000                                               | CUSIP: D5S19DCT0<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       560000 | PA      | $560040.23     | 0.00%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 3.0% JUL 24                     | GNMA 30YR TBA 3.0% JUL 24      TO BE ANNOUNCED 3.00000000                                    | CUSIP: 21H030674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1962000 | PA      | $1733971.91    | 0.01%             | 2055-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4777 3% 10/20/47                  | GINNIE MAE II POOL P#MA4777 3.00000000                                                       | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       355616 | PA      | $318452.02     | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 3.125% 06/22/34/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.12500000                                           | CUSIP: B2758CCZ2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      2200000 | PA      | $2577489.43    | 0.02%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE 5.1% 03/07/51/GBP/                | LCR FINANCE PLC /GBP/ REGD 5.10000000                                                        | CUSIP: G5373RAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | GB        |       350000 | PA      | $458069.43     | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 3.375% 04/19/28/EUR/                | BANCO SANTANDER TOTTA SA /EUR/ REGD REG S 3.37500000                                         | CUSIP: X04800HB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |      1800000 | PA      | $2177121.02    | 0.01%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 3% 06/05/31/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: N6S77C2Q5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       400000 | PA      | $479650.87     | 0.00%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 5.25% 06/01/32                   | VERISIGN INC REGD 5.25000000                                                                 | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20373.26      | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 6.343% 08/02/30                | BAT CAPITAL CORP REGD 6.34300000                                                             | CUSIP: 054989AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $37713.03      | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 3.125% 06/03/31/EUR/                | COCA-COLA EUROPACIFIC /EUR/ REGD REG S EMTN 3.12500000                                       | CUSIP: G25839R89<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2356179.94    | 0.02%             | 2031-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.25% 05/21/28/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 149 2.25000000                                          | CUSIP: Q08184MW2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     10630000 | PA      | $6803110.80    | 0.05%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT I 2% 06/01/29                | WASTE MANAGEMENT INC REGD 2.00000000                                                         | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3687.20       | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8644 3.5% 02/20/53                | GINNIE MAE II POOL P#MA8644 3.50000000                                                       | CUSIP: 36179XS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       408626 | PA      | $373314.10     | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRI 1% 04/13/26/EUR/                | DEUT PFANDBRIEFBANK AG /EUR/ REGD REG S EMTN 1.00000000                                      | CUSIP: D18835UD4<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116664.17     | 0.00%             | 2026-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2321 3% 02/01/52                     | FREDDIE MAC POOL UMBS P#SD2321 3.00000000                                                    | CUSIP: 3132DPSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       893345 | PA      | $773070.89     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.65% 06/17/28/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.65000000                                               | CUSIP: Y6065BQT7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    214700000 | PA      | $6839997.68    | 0.05%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5928 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS5928 2.50000000                                                     | CUSIP: 3140XMSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4453600 | PA      | $3715079.69    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  3.25% 06/01/54/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000                                             | CUSIP: Y280CEYG6<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |       600000 | PA      | $561192.29     | 0.00%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 2.625% 08/24/27/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: D4S75URT0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $236167.19     | 0.00%             | 2027-08-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0183 4% 01/01/57                     | FANNIE MAE POOL UMBS P#BF0183 4.00000000                                                     | CUSIP: 3140FXFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1553980 | PA      | $1448359.29    | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 4.5 9-55 96                   | CALL OPTION ON 100SHS          OTC ECAL FN 4.5 9-55 96 22 BOA 0.00000000                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |     -5000000 | NC      | $-21516.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC SE 3.75% 04/20/28/EUR/                | WESTPAC SEC NZ/LONDON /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: G9572ZDR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $121887.62     | 0.00%             | 2028-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     55066900 | PA      | $55170150.44   | 0.38%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HE 3.91% 10/01/50                | COMMONSPIRIT HEALTH REGD 3.91000000                                                          | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |        50000 | PA      | $37028.62      | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 2% 02/05/48/EUR/                  | SNCF RESEAU /EUR/ REGD REG S EMTN 2.00000000                                                 | CUSIP: F8446VHH6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $80135.45      | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7828 3% 01/20/52                  | GINNIE MAE II POOL P#MA7828 3.00000000                                                       | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6941380 | PA      | $6140239.80    | 0.04%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL  3.85% 05/23/30/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.85000000                                        | CUSIP: N2960PMZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       400000 | PA      | $491703.87     | 0.00%             | 2030-05-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.05% 01/31/31/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.05000000                                     | CUSIP: D4904PH51<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $821381.22     | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTIVE COR 3.7% 08/15/29/EUR/                | FORTIVE CORPORATION /EUR/ REGD 3.70000000                                                    | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $3151844.09    | 0.02%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN8171 2% 10/01/36                     | FREDDIE MAC POOL UMBS P#QN8171 2.00000000                                                    | CUSIP: 3133GFCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       493912 | PA      | $452650.79     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/10/29                 | DEUTSCHE BANK N REGD V/R SER . 5.37300000                                                    | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2543498.48    | 0.02%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| SAP SE 1.375% 03/13/30/EUR/                   | SAP SE /EUR/ REGD REG S 1.37500000                                                           | CUSIP: D66992DX9<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $223174.29     | 0.00%             | 2030-03-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8384 4% 09/01/52                     | FANNIE MAE POOL UMBS P#BT8384 4.00000000                                                     | CUSIP: 3140LXJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       283066 | PA      | $263923.05     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 01/31/46/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                              | CUSIP: G4527HTX9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     21049000 | PA      | $13318202.82   | 0.09%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.50PWI6M 05/11/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |            1 | NC      | $-306.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 07/31/51/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                              | CUSIP: G4527HUU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     20936000 | PA      | $12561292.14   | 0.09%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSO/N 05/08/54 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-686288.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA POWER  3.125% 07/15/51                | ALABAMA POWER CO REGD 3.12500000                                                             | CUSIP: 010392FV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         7000 | PA      | $4678.33       | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9276 4% 09/01/46                     | FANNIE MAE POOL UMBS P#AL9276 4.00000000                                                     | CUSIP: 3138ERJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109211 | PA      | $103867.06     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTTING HI 5.25% 07/07/42/GBP/                | NOTTING HILL GENESIS /GBP/ REGD REG S 5.25000000                                             | CUSIP: G66814AA5<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1252038.07    | 0.01%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18652 3% 07/01/32                    | FREDDIE MAC GOLD POOL P#G18652 3.00000000                                                    | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       463932 | PA      | $451200.15     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/14/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797PN1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       398000 | PA      | $395902.45     | 0.00%             | 2025-08-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT  4% 11/13/30                | FORD MOTOR CREDIT CO LLC REGD 4.00000000                                                     | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       545000 | PA      | $497201.61     | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 2.3% 07/04/34/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2420 2.30000000                                        | CUSIP: Y0R4AWRC0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     34000000 | PA      | $4944001.99    | 0.03%             | 2034-07-04      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TESCO COR 1.875% 11/02/28/GBP/                | TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 1.87500000                                    | CUSIP: G8762ZAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1648050.25    | 0.01%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROGRID  3.732% 10/18/35/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 3.73200000                                               | CUSIP: D25727AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1636222.10    | 0.01%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.69% 06/16/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2208 2.69000000                                        | CUSIP: Y1456TNE2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     21000000 | PA      | $2994069.57    | 0.02%             | 2027-06-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| IBRD 4% 08/27/26                              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.00000000                               | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |        80000 | PA      | $80039.96      | 0.00%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/26/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000                                   | CUSIP: K741814U7<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       600000 | PA      | $93890.35      | 0.00%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 11/15/28                  | UNITED STATES TREASURY NOTE 3.12500000                                                       | CUSIP: 9128285M8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5143900 | PA      | $5047451.88    | 0.03%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 02/15/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.50000000                                 | CUSIP: D2R8H4DB2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     14440000 | PA      | $16416847.26   | 0.11%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.67% 11/25/33/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.67000000                                         | CUSIP: Y6S39B4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     90300000 | PA      | $13558924.26   | 0.09%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| VIER GAS TR 0.5% 09/10/34/EUR/                | VIER GAS TRANSPORT GMBH /EUR/ REGD REG S EMTN 0.50000000                                     | CUSIP: D8T1B1AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1068341.98    | 0.01%             | 2034-09-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH4019 4% 09/01/47                     | FANNIE MAE POOL UMBS P#BH4019 4.00000000                                                     | CUSIP: 3140GSPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        33332 | PA      | $31634.09      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#WA3162 2.22% 07/01/36                  | FREDDIE MAC POOL UMBS P#WA3162 2.22000000                                                    | CUSIP: 3132WWWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1322365 | PA      | $1057667.61    | 0.01%             | 2036-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.7% 07/06/51/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER UFA 0.70000000                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5900000 | PA      | $3504031.75    | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.5% 07/08/44                     | ORACLE CORP REGD 4.50000000                                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8454.46       | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FI 3.25% 11/13/28/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 3.25000000                                      | CUSIP: L6075ZAB2<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117907.49     | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE DES 0.75% 09/18/28/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 0.75000000                                    | CUSIP: F128966Y1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $224019.70     | 0.00%             | 2028-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.4% 11/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 7Y 2.40000000                                  | CUSIP: D2R8H4KF5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      5260000 | PA      | $6252710.46    | 0.04%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHR 5157 IA 3% 10/25/51                       | FREDDIE MAC REMICS SER 5157 CL IA 3.00000000                                                 | CUSIP: 3137H2WU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42992164 | PA      | $6674722.66    | 0.05%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5% 03/01/33                           | MPLX LP REGD 5.00000000                                                                      | CUSIP: 55336VBV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       780000 | PA      | $769167.84     | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.35% 04/01/30                | CON EDISON CO OF NY INC REGD SER 20A 3.35000000                                              | CUSIP: 209111FX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9611.15       | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.5% 06/17/41/EUR/                   | NRW.BANK /EUR/ REGD REG S EMTN 0.50000000                                                    | CUSIP: D5S2673H0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $74810.65      | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 06/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 160 0.20000000                                           | CUSIP: J2S39LM27<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1579900000 | PA      | $10781675.13   | 0.07%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| LINDE FINA 0.25% 05/19/27/EUR/                | LINDE FINANCE BV /EUR/ REGD REG S MTN 0.25000000                                             | CUSIP: N52667GP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226614.02     | 0.00%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)SEP25                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           30 | NC      | $3363750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVE 3.39% 03/16/50/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.39000000                                         | CUSIP: Y6S39BWT3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17740000 | PA      | $3170412.04    | 0.02%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.9% 04/30/33/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.90000000                                         | CUSIP: E0R088AK6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $490550.20     | 0.00%             | 2033-04-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35                   | MORGAN STANLEY REGD V/R MTN 5.83100000                                                       | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       550000 | PA      | $576243.99     | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.85% 01/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 8Y 0.85000000                                  | CUSIP: T6052BVD7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     13110000 | PA      | $15197196.44   | 0.10%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 347 0.10000000                                          | CUSIP: J2S39KTB2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2600000000 | PA      | $17835561.27   | 0.12%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| THALES SA 4.125% 10/18/28/EUR/                | THALES SA /EUR/ REGD REG S EMTN 4.12500000                                                   | CUSIP: F9156MKA5<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $983555.25     | 0.01%             | 2028-10-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK V/R 11/27/35/EUR/                | DE VOLKSBANK NV /EUR/ REGD V/R REG S EMTN 4.12500000                                         | CUSIP: N2R87AKZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118404.35     | 0.00%             | 2035-11-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.625% 05/31/27                  | UNITED STATES TREASURY NOTE 2.62500000                                                       | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2051600 | PA      | $2009205.61    | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 2% 04/07/28/EUR/                    | AIRBUS SE /EUR/ REGD REG S 2.00000000                                                        | CUSIP: N0280GBS8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117080.81     | 0.00%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 4.95% 01/07/27                | ATHENE GLOBAL FUNDING REGD 144A P/P 4.95000000                                               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70460.54      | 0.00%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BAN 2.375% 09/13/27/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S 2.37500000                                             | CUSIP: C8S08PMK9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $177241.88     | 0.00%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/30/58/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 42Y 0.50000000                                              | CUSIP: H21069Q46<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      1330000 | PA      | $1621364.62    | 0.01%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTER-AME 2.375% 08/03/29/GBP/                | INTER-AMERICAN DEVEL BK /GBP/ REGD MTN SER GMTN 2.37500000                                   | CUSIP: U4582NLK8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $1289508.55    | 0.01%             | 2029-08-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP IN 3.45% 05/07/52                | MARKEL GROUP INC REGD 3.45000000                                                             | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $673815.08     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO V/R 05/15/55                  | NEVADA POWER CO REGD V/R 6.25000000                                                          | CUSIP: 641423CH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $44781.89      | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE  3.5% 03/01/32                | PILGRIM'S PRIDE CORP REGD 3.50000000                                                         | CUSIP: 72147KAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $31503.44      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.2% 09/03/49/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.20000000                                         | CUSIP: D3R33ABA6<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |        70000 | PA      | $37239.59      | 0.00%             | 2049-09-03      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/29/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2903 3.25000000                                           | CUSIP: Y7277F3W8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   9700000000 | PA      | $7365048.93    | 0.05%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 01/15/40/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                 | CUSIP: N2R466HG2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4920000 | PA      | $4087784.60    | 0.03%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 08/15/40                  | UNITED STATES TREASURY BOND 3.87500000                                                       | CUSIP: 912810QK7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       554100 | PA      | $510139.96     | 0.00%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 2% 03/20/31/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.00000000                                               | CUSIP: Q6715PSG5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1310000 | PA      | $772854.97     | 0.01%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9475 2% 03/01/36                     | FANNIE MAE POOL UMBS P#CA9475 2.00000000                                                     | CUSIP: 3140QHQ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        47962 | PA      | $43925.14      | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0304 3.5% 04/20/55                | GINNIE MAE II POOL P#MB0304 3.50000000                                                       | CUSIP: 3618N5KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7554014 | PA      | $6868083.03    | 0.05%             | 2055-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8078 1.5% 12/01/35                   | FREDDIE MAC POOL UMBS P#SB8078 1.50000000                                                    | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       290672 | PA      | $259522.53     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28                | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7079.93       | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CO 5.95% 07/15/29                | ARES CAPITAL CORP REGD 5.95000000                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56264.85      | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8879 5.5% 05/20/53                | GINNIE MAE II POOL P#MA8879 5.50000000                                                       | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       418116 | PA      | $420604.87     | 0.00%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  2.75% 03/01/46/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000                                                   | CUSIP: V81778FV5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2970000 | PA      | $2501947.62    | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC 3.375% 11/25/33/EUR/                   | UNEDIC /EUR/ REGD REG S EMTN 3.37500000                                                      | CUSIP: F961A7BT6<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       900000 | PA      | $1078990.76    | 0.01%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3149 4% 10/01/47                     | FANNIE MAE POOL UMBS P#MA3149 4.00000000                                                     | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       409740 | PA      | $387882.84     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS 3% 09/25/28/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 3.00000000                                           | CUSIP: X5S9WAT63<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       200000 | PA      | $240910.56     | 0.00%             | 2028-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY  5.625% 07/01/34                | VENTAS REALTY LP REGD 5.62500000                                                             | CUSIP: 92277GAX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $92941.48      | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHMS K071 A2 3.286% 11/25/27                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K071 CL A2 3.28600000       | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $491133.70     | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0257 6% 04/01/55                     | FANNIE MAE POOL UMBS P#CC0257 6.00000000                                                     | CUSIP: 3140Y6JB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1860758 | PA      | $1915691.23    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7574 6% 09/01/54                     | FREDDIE MAC POOL UMBS P#SD7574 6.00000000                                                    | CUSIP: 3132DVMX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2343397 | PA      | $2408884.55    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7650 3% 10/20/51                  | GINNIE MAE II POOL P#MA7650 3.00000000                                                       | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2409662 | PA      | $2132441.19    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/19/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797QK6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       150000 | PA      | $149118.77     | 0.00%             | 2025-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.60PMUTK 07/08/45 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-7802.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA 0.75% 03/17/31/EUR/                 | SAFRAN SA /EUR/ REGD REG S 0.75000000                                                        | CUSIP: F4035ARE4<br>LEI: 969500UIC89GT3UL7L24 | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6005350.38    | 0.04%             | 2031-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/04/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797MH7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     26581000 | PA      | $26376667.86   | 0.18%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/33/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UYU9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       690000 | PA      | $820641.06     | 0.01%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| CIE FINAN 3.375% 09/16/31/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: F23069NL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120949.78     | 0.00%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.15PKWDC 03/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $95370.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC 2.3% 02/01/30                       | ADOBE INC REGD 2.30000000                                                                    | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |        28000 | PA      | $25819.01      | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENB 3% 07/20/33/EUR/                | LAND BRANDENBURG /EUR/ REGD 3.00000000                                                       | CUSIP: D1R1PYDC2<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $238181.16     | 0.00%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/40                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810QE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       575800 | PA      | $579623.67     | 0.00%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8406 5% 01/01/53                     | FREDDIE MAC POOL UMBS P#RA8406 5.00000000                                                    | CUSIP: 3133KQKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       391141 | PA      | $385074.00     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29                | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1435048.40    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1961300 | PA      | $1409914.22    | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 4.45% 05/19/28                | PFIZER INVESTMENT ENTER REGD 4.45000000                                                      | CUSIP: 716973AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        55000 | PA      | $55431.82      | 0.00%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 6.125% 07/07/39  /EU                | ENBW INTL 6.125% 07/07/39  /EU 6.12500000                                                    | CUSIP: N2960PBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        40000 | PA      | $58731.48      | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/27/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 148 2.75000000                                    | CUSIP: Q08184MV4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     12590000 | PA      | $8193635.10    | 0.06%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL CONSO 3.75% 03/25/29/EUR/                | INTL CONSOLIDATED AIRLIN /EUR/ REGD REG S 3.75000000                                         | CUSIP: E67674BH8<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $963678.05     | 0.01%             | 2029-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0940 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD0940 3.00000000                                                    | CUSIP: 3132DNBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       887358 | PA      | $769582.60     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CF4589 3% 06/20/43                  | GINNIE MAE II POOL P#CF4589 3.00000000                                                       | CUSIP: 3617W6C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1610633 | PA      | $1432901.85    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.125% 07/22/29/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000                                              | CUSIP: G4527HH46<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11770000 | PA      | $16306613.82   | 0.11%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                | GINNIE MAE II POOL P#MA5467 4.50000000                                                       | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       206755 | PA      | $201299.07     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA 0% 11/23/28/EUR/                      | SFIL SA /EUR/ REGD REG S EMTN 0.00000000                                                     | CUSIP: F8347NAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $216834.39     | 0.00%             | 2028-11-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 0.01% 05/22/30/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.01000000                                          | CUSIP: D170N8BP8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $313269.18     | 0.00%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERIC 5.85% 08/15/45                | REYNOLDS AMERICAN INC REGD 5.85000000                                                        | CUSIP: 761713BB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $86957.51      | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VINCI SA 3.375% 10/17/32/EUR/                 | VINCI SA /EUR/ REGD REG S EMTN 3.37500000                                                    | CUSIP: F97962HE1<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1192215.39    | 0.01%             | 2032-10-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.75% 10/25/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000                                               | CUSIP: F43750AD4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23049000 | PA      | $27565972.82   | 0.19%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3712 4.5% 06/01/39                   | FANNIE MAE POOL UMBS P#MA3712 4.50000000                                                     | CUSIP: 31418DDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19617 | PA      | $19574.27      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE  0.75% 06/23/31/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: F5407GVY9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $304792.37     | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/29                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 5.24900000                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2350000 | PA      | $2378555.53    | 0.02%             | 2029-05-22      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6864 2% 09/20/50                  | GINNIE MAE II POOL P#MA6864 2.00000000                                                       | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2495560 | PA      | $2034891.57    | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 5.375% 01/01/32                | OCCIDENTAL PETROLEUM COR REGD 5.37500000                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       705000 | PA      | $699053.18     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 02/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 3.85000000                                 | CUSIP: T6031QAF8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6060000 | PA      | $7417808.65    | 0.05%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 10/13/26                 | ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000                                            | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2110851.77    | 0.01%             | 2026-10-13      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.2% 03/17/32                | BROWN & BROWN INC REGD 4.20000000                                                            | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7656.20       | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.50PSOFR 12/15/28 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-1964533.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                       | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3160400 | PA      | $1946732.32    | 0.01%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 4.25% 05/15/36/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0536 4.25000000                                        | CUSIP: Q54627KG0<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      4240000 | PA      | $2498376.31    | 0.02%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINNVERA  2.125% 03/08/28/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 2.12500000                                                | CUSIP: X2994QCB4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       300000 | PA      | $352606.13     | 0.00%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  0.05% 02/12/27/EUR/                | JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.05000000                            | CUSIP: J2820RG24<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |       500000 | PA      | $568670.89     | 0.00%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                | TIME WARNER CABLE LLC REGD 5.50000000                                                        | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $727896.12     | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2896 5.09% 01/01/32                  | FANNIE MAE POOL UMBS P#BZ2896 5.09000000                                                     | CUSIP: 3140NXGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       597227 | PA      | $618284.69     | 0.00%             | 2032-01-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 04/15/36/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 0.12500000                                             | CUSIP: X27717KZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1010000 | PA      | $866569.21     | 0.01%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE 1.875% 10/01/51/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 1.87500000                                                   | CUSIP: Y280CEGA9<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2370000 | PA      | $1692033.31    | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.15% 10/20/53/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.15000000                                                    | CUSIP: A0654UZC8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2810000 | PA      | $3055656.66    | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA3988 2.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#RA3988 2.50000000                                                    | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9702578 | PA      | $8133638.19    | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.90PSO/N 05/08/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-6135.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERN 4% 04/25/47/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0447 4.00000000                                        | CUSIP: X8T024UE3<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      3993000 | PA      | $883364.15     | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.7% 03/15/45                 | DTE ELECTRIC CO REGD 3.70000000                                                              | CUSIP: 23338VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $852788.28     | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHR 5069 LI 2.5% 02/25/51                     | FREDDIE MAC REMICS SER 5069 CL LI 2.50000000                                                 | CUSIP: 3137F9CS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13035669 | PA      | $1843456.11    | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.6% 10/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.60000000                                 | CUSIP: T6031QCA7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2490000 | PA      | $2968133.54    | 0.02%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 4.7% 11/01/42                | KINDER MORGAN ENER PART REGD 4.70000000                                                      | CUSIP: 28370TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       850000 | PA      | $738783.19     | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 10/13/51/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 243 1.00000000                                 | CUSIP: X5S008DC6<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       280000 | PA      | $167214.77     | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES IN 4% 09/01/36                | GILEAD SCIENCES INC REGD 4.00000000                                                          | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       315000 | PA      | $287423.58     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5065 IG 3% 01/25/51                       | FREDDIE MAC REMICS SER 5065 CL IG 3.00000000                                                 | CUSIP: 3137F8RG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2924210 | PA      | $478961.29     | 0.00%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.05% 09/29/31/EUR/                | INVESTITIONSBANK DES LAN /EUR/ REGD REG S 0.05000000                                         | CUSIP: D3762NAE7<br>LEI: 5299009T1JIGA56W7T95 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $100363.69     | 0.00%             | 2031-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTE 4% 07/06/32/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: B4S13THL8<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $243874.88     | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T IN 3.875% 05/06/51                | ITALY GOV'T INT BOND REGD SER 30Y 3.87500000                                                 | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1300000 | PA      | $890408.21     | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.75% 10/12/34/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000                                    | CUSIP: F3R505JK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2151963.34    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-W 0.25% 07/21/28/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: D4884QU74<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218509.72     | 0.00%             | 2028-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 5.55% 07/01/54                | AMEREN ILLINOIS CO REGD 5.55000000                                                           | CUSIP: 02361DBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9862.35       | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.75% 01/24/29/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.75000000                                                 | CUSIP: N14287HA2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       650000 | PA      | $724822.19     | 0.00%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17813 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17813 3.00000000                                                    | CUSIP: 3128PXVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        68002 | PA      | $67259.43      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/31/EUR/                | FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.00000000                                         | CUSIP: F26348AH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23194000 | PA      | $22926128.12   | 0.16%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/30                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $768278.24     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 01/15/30                   | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                       | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1050000 | PA      | $875989.94     | 0.01%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT 2% 04/15/37/NZD/                | NZ LOCAL GOVT FUND AGENC /NZD/ REGD REG S 2.00000000                                         | CUSIP: Q6762SAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |       250000 | PA      | $108886.66     | 0.00%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                    | CITIGROUP INC REGD V/R 3.78500000                                                            | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9349.82       | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2404 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2404 2.00000000                                                    | CUSIP: 3133L8U52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1793473 | PA      | $1646288.98    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7882 3% 02/20/52                  | GINNIE MAE II POOL P#MA7882 3.00000000                                                       | CUSIP: 36179WXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       299454 | PA      | $264876.42     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.75% 10/01/37                | GOLDMAN SACHS GROUP INC REGD 6.75000000                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21976.73      | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 6.7% 01/26/36                | REPUBLIC OF PANAMA REGD 6.70000000                                                           | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |       100000 | PA      | $99193.75      | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ 4.5% 05/26/33/EUR/                 | FORTUM OYJ /EUR/ REGD REG S EMTN 4.50000000                                                  | CUSIP: X2993SJR9<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       300000 | PA      | $376108.84     | 0.00%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN  1.875% 06/21/27/EUR/                | AMERICAN INTL GROUP /EUR/ REGD 1.87500000                                                    | CUSIP: U02687CV8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1162069.38    | 0.01%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 6.25% 07/01/33                | PILGRIM'S PRIDE CORP REGD 6.25000000                                                         | CUSIP: 72147KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $121584.67     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.3% 11/04/50/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.30000000                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      1220000 | PA      | $654890.73     | 0.00%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| KFW 3.25% 03/24/31/EUR/                       | KFW /EUR/ REGD REG S EMTN 3.25000000                                                         | CUSIP: D3S996NM6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1510000 | PA      | $1852330.83    | 0.01%             | 2031-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  2.75% 03/12/30/EUR/                | FREISTAAT SACHSEN /EUR/ REGD 2.75000000                                                      | CUSIP: D6654WAN1<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $119264.16     | 0.00%             | 2030-03-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9441 2.5% 03/01/36                   | FANNIE MAE POOL UMBS P#CA9441 2.50000000                                                     | CUSIP: 3140QHP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1662184 | PA      | $1562864.81    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3579 3% 09/01/30                     | FANNIE MAE POOL UMBS P#BM3579 3.00000000                                                     | CUSIP: 3140J76R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        55589 | PA      | $54623.03      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8103 2% 05/01/36                     | FREDDIE MAC POOL UMBS P#SB8103 2.00000000                                                    | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       266218 | PA      | $243560.97     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA5434 3.5% 05/01/48                   | FREDDIE MAC POOL UMBS P#ZA5434 3.50000000                                                    | CUSIP: 31329PBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3213836 | PA      | $2940771.06    | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAMBURGER  0.75% 03/30/27/EUR/                | HAMBURGER SPARKASSE /EUR/ REGD REG S 0.75000000                                              | CUSIP: D3R337MF0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114978.37     | 0.00%             | 2027-03-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNAT 3.875% 11/13/28                | SHELL INTERNATIONAL FIN REGD 3.87500000                                                      | CUSIP: 822582CB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |         2000 | PA      | $1992.28       | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER  2.5% 07/04/28/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD EMTN 2.50000000                                          | CUSIP: D55551QR5<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59239.89      | 0.00%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 0.25% 11/15/52/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 32Y 0.25000000                                             | CUSIP: K30904BU7<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     22551000 | PA      | $1847087.96    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9683 5.57% 10/01/28                  | FANNIE MAE POOL UMBS P#BS9683 5.57000000                                                     | CUSIP: 3140LLXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       432092 | PA      | $445542.33     | 0.00%             | 2028-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.6% 06/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 67 0.60000000                                           | CUSIP: J2S39LCF9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1931400000 | PA      | $8457092.35    | 0.06%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 07/30/43/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922AMU1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5953000 | PA      | $6720763.30    | 0.05%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FNB CORP V/R 12/11/30                         | FNB CORP REGD V/R 5.72200000                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6032.99       | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 3.75% 11/15/29                | EUROPEAN INVESTMENT BANK REGD 3.75000000                                                     | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       145000 | PA      | $144682.60     | 0.00%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H02 JF V/R 01/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL JF V/R 5.20185000                   | CUSIP: 38382YM42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6498960 | PA      | $6528996.40    | 0.04%             | 2073-01-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO  1.375% 01/12/37/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S 1.37500000                                                 | CUSIP: N02598VU6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $96713.63      | 0.00%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| F/C EURO-SCHATZ FUT   SEP25                   | FUTURE CONTRACT ON           EURO-SCHATZ FUT   SEP25 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -90 | NC      | $-11370162.19  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | IRS R03.50PCAON 12/03/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $28252.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA7535 3% 08/20/51                  | GINNIE MAE II POOL P#MA7535 3.00000000                                                       | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       540041 | PA      | $477953.70     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.49PCN07 12/12/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $2314.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35                        | MARS INC REGD 144A P/P 5.20000000                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       885000 | PA      | $895042.36     | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/27/36                    | CITIGROUP INC REGD V/R SER . 5.33300000                                                      | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1361365.91    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2402 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2402 2.00000000                                                    | CUSIP: 3133L8U37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       311885 | PA      | $286579.99     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BA 3.25% 10/18/27/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S 3.25000000                                               | CUSIP: B1107XRB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $120238.54     | 0.00%             | 2027-10-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL G 5.5% 06/15/52                | LIBERTY MUTUAL GROUP INC REGD 144A P/P 5.50000000                                            | CUSIP: 53079EBN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $417189.68     | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SFIL SA 2.875% 01/18/28/EUR/                  | SFIL SA /EUR/ REGD REG S EMTN 2.87500000                                                     | CUSIP: F8347NAH1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2100000 | PA      | $2506282.40    | 0.02%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP 5.6% 09/15/28                    | NORDSON CORP REGD 5.60000000                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |        95000 | PA      | $97929.57      | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGY INC V/R 06/01/55                       | EVERGY INC REGD V/R 6.65000000                                                               | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50572.99      | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| EWE AG 0.25% 06/08/28/EUR/                    | EWE AG /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: D2692QAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218908.21     | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 1.75% 08/21/31/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000                                               | CUSIP: Q7943QZR3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2170000 | PA      | $1240921.76    | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 1.5% 05/25/31/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.50000000                                               | CUSIP: F43750DR0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     16243000 | PA      | $17904864.13   | 0.12%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8074 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#SD8074 3.00000000                                                    | CUSIP: 3132DV6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       199514 | PA      | $173312.81     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/27                   | UNITED STATES TREASURY NOTE 3.25000000                                                       | CUSIP: 91282CEW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2008900 | PA      | $1990772.81    | 0.01%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL H 3% 11/28/30/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 3.00000000                                         | CUSIP: F235A8AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2506313.80    | 0.02%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4134 PI 3% 11/15/42                       | FREDDIE MAC REMICS SER 4134 CL PI 3.00000000                                                 | CUSIP: 3137AW2H7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       382143 | PA      | $38978.40      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3278 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3278 3.00000000                                                     | CUSIP: 3140QNUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1666275 | PA      | $1442299.19    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVEN 5% 09/19/33                | REPUBLIC OF SLOVENIA REGD REG S 5.00000000                                                   | CUSIP: X3446NBA6<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      1000000 | PA      | $1012096.00    | 0.01%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT F 1.4% 07/15/28                | PRIVATE EXPORT FUNDING REGD SER PP 1.40000000                                                | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |       775000 | PA      | $721965.27     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COMPASS GR 3.25% 09/16/33/EUR/                | COMPASS GROUP PLC /EUR/ REGD REG S EMTN 3.25000000                                           | CUSIP: G23296C80<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      4465000 | PA      | $5218480.12    | 0.04%             | 2033-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| P3 GROUP  4.625% 02/13/30/EUR/                | P3 GROUP SARL /EUR/ REGD REG S EMTN 4.62500000                                               | CUSIP: L7S57TAC4<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $245354.02     | 0.00%             | 2030-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.05% 08/15/34                | VIRGINIA ELEC & POWER CO REGD 5.05000000                                                     | CUSIP: 927804GR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       273000 | PA      | $273651.60     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8152 5% 07/20/52                  | GINNIE MAE II POOL P#MA8152 5.00000000                                                       | CUSIP: 36179XBV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        96866 | PA      | $95606.33      | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DE 2.625% 01/18/29/EUR/                | EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: C32148MP7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $594140.30     | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JUNTA DE  1.375% 04/30/29/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 1.37500000                                               | CUSIP: E6960NKA6<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |        30000 | PA      | $33878.28      | 0.00%             | 2029-04-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4525 3.5% 10/01/49                   | FREDDIE MAC POOL UMBS P#QA4525 3.50000000                                                    | CUSIP: 31346YA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       409604 | PA      | $375491.15     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN  4.976% 10/01/53                | UNIV SOUTHERN CALIFORNIA REGD 4.97600000                                                     | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       656000 | PA      | $605218.91     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 02/15/29/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.25000000                                 | CUSIP: D2R8H4DU0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      4610000 | PA      | $5104506.73    | 0.04%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2046 5.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#SD2046 5.50000000                                                    | CUSIP: 3132DPHX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       678692 | PA      | $686087.27     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A2A SPA 3.625% 01/30/35/EUR/                  | A2A SPA /EUR/ REGD REG S EMTN 3.62500000                                                     | CUSIP: T0R54AAA0<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $351734.99     | 0.00%             | 2035-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 11/30/28                    | UNITED STATES TREASURY NOTE 1.50000000                                                       | CUSIP: 91282CDL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2459100 | PA      | $2285137.88    | 0.02%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.05% 03/15/30                | NEXTERA ENERGY CAPITAL REGD 5.05000000                                                       | CUSIP: 65339KDJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $51148.68      | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 05/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 912828ZS2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4336000 | PA      | $4078380.64    | 0.03%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.07% 03/10/30/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2005 3.07000000                                        | CUSIP: Y1456THX7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     61700000 | PA      | $9157483.78    | 0.06%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.5% 06/15/51                | DUKE ENERGY CORP REGD 3.50000000                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6875.85       | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWID 3.625% 03/15/28/EUR/                | NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S 3.62500000                                          | CUSIP: G6S17G6X8<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121827.36     | 0.00%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 1.45% 08/01/39/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD 1.45000000                                                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3194487.18    | 0.02%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTE 2.5% 02/01/30/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1596 2.50000000                                     | CUSIP: W86201YP4<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $211597.80     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.625% 10/21/26/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 0.62500000                                                 | CUSIP: F7S68YBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       800000 | PA      | $921981.45     | 0.01%             | 2026-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5% 02/01/29                 | KINDER MORGAN INC REGD 5.00000000                                                            | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30464.33      | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K117 A2 1.406% 08/25/30                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K117 CL A2 1.40600000       | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1311166.35    | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| LAND NORD 3.375% 10/31/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: D5S07LJS1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $609452.36     | 0.00%             | 2028-10-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  2.875% 05/21/30/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S MTN SER GMTN 2.87500000                                  | CUSIP: X7S904CT6<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      1260000 | PA      | $1489602.10    | 0.01%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC  4.625% 05/15/52                | VIRGINIA ELEC & POWER CO REGD SER C 4.62500000                                               | CUSIP: 927804GJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8414.89       | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.9% 11/09/52                     | ORACLE CORP REGD 6.90000000                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       305000 | PA      | $339662.65     | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.9% 08/12/37/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 6.90000000                                                 | CUSIP: P87324BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      1000000 | PA      | $286424.05     | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6216 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6216 2.00000000                                                    | CUSIP: 3133KM3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1187884 | PA      | $949059.50     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4522 3% 10/01/26                     | FANNIE MAE POOL UMBS P#AJ4522 3.00000000                                                     | CUSIP: 3138AWAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19864 | PA      | $19642.60      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 3.1% 03/20/65/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 18 3.10000000                                           | CUSIP: J2S39L8Q0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    153550000 | PA      | $1068063.12    | 0.01%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.6% 03/15/34                | COTERRA ENERGY INC REGD 5.60000000                                                           | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |        17000 | PA      | $17148.04      | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.50PCN07 05/11/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $2280.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.68% 10/30/30                | VERIZON COMMUNICATIONS REGD SER WI 1.68000000                                                | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |         8000 | PA      | $6921.58       | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVER 1% 06/12/30/SEK/                | SWEDISH COVERED BOND /SEK/ REGD REG S MTN SER 151 1.00000000                                 | CUSIP: W9514TCD1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $196532.34     | 0.00%             | 2030-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/29                | BANK OF AMERICA CORP REGD V/R 5.20200000                                                     | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30619.01      | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 2% 12/17/31/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.00000000                                               | CUSIP: Y6065BNK9<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    245230000 | PA      | $7780820.30    | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.519% 04/20/28/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000                                           | CUSIP: Y2R35QFA4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     18490000 | PA      | $4433252.51    | 0.03%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 02/18/30/EUR/                     | NRW.BANK /EUR/ REGD EMTN 0.00000000                                                          | CUSIP: D5S267VV8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $419935.40     | 0.00%             | 2030-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 3.85% 06/15/32                | WELLTOWER OP LLC REGD 3.85000000                                                             | CUSIP: 95040QAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $37921.73      | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  3% 11/14/34/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 3.00000000                                     | CUSIP: D4902NFD3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $833148.71     | 0.01%             | 2034-11-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.5% 04/30/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000                                               | CUSIP: E8922AJF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6473000 | PA      | $6948391.74    | 0.05%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC  4.15% 10/15/53/EUR/                | MEDTRONIC INC /EUR/ REGD 4.15000000                                                          | CUSIP: 585055BY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1160805.46    | 0.01%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.65% 05/21/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1910 3.65000000                                        | CUSIP: Y1456THG4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    286500000 | PA      | $42985995.39   | 0.30%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.45PCAON 12/03/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $114143.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 5.75% 04/01/33                | JBS USA HOLD/FOOD/LUX CO REGD 5.75000000                                                     | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       741000 | PA      | $761626.48     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 3.3% 03/15/51                      | PACIFICORP REGD 3.30000000                                                                   | CUSIP: 695114CX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1133464.94    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4724 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#FM4724 3.50000000                                                     | CUSIP: 3140X8HA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1528359 | PA      | $1402669.69    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9465 3.5% 05/01/43                   | FANNIE MAE POOL UMBS P#AB9465 3.50000000                                                     | CUSIP: 31417GQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4014 | PA      | $3765.20       | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 3.25% 05/19/29/EUR/                | EQUINIX EU 2 FINANCING C /EUR/ REGD 3.25000000                                               | CUSIP: 29390XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3600000 | PA      | $4267628.44    | 0.03%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.3% 02/15/33/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.30000000                                 | CUSIP: D1444RCB2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     11515000 | PA      | $13454116.36   | 0.09%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1878500 | PA      | $1899853.27    | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C2 3.325% 03/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C29 CL A4 REGD 3.32500000     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $493126.15     | 0.00%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7826 2% 01/20/52                  | GINNIE MAE II POOL P#MA7826 2.00000000                                                       | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       441817 | PA      | $360232.80     | 0.00%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA2 30YR TBA 5.5% JUL 25                    | GNMA2 30YR TBA 5.5% JUL 25     TO BE ANNOUNCED 5.50000000                                    | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19389000 | PA      | $19408518.91   | 0.13%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOL 1.8% 03/03/27/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 1.80000000                                                   | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1750955.50    | 0.01%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.875% 02/28/31/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.87500000                                           | CUSIP: D0816ZBP6<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119390.65     | 0.00%             | 2031-02-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6535 3.5% 02/01/45                   | FANNIE MAE POOL UMBS P#AL6535 3.50000000                                                     | CUSIP: 3138EPHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24930 | PA      | $23210.38      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROE 0% 11/16/35/EUR/                | LAND NIEDEROESTERREICH /EUR/ REGD REG S 0.00000000                                           | CUSIP: A48149BY2<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | USGA              | AT        |       300000 | PA      | $256016.21     | 0.00%             | 2035-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBI 0.75% 06/30/31/EUR/                | LEG IMMOBILIEN SE /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: D4960ABM4<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $700428.39     | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17826 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17826 3.00000000                                                    | CUSIP: 3128PXVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        90043 | PA      | $89058.90      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.35% 07/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.35000000                                  | CUSIP: T6052B7C6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7570000 | PA      | $9216285.10    | 0.06%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 4% 03/01/48                | COMMONWEALTH EDISON CO REGD 4.00000000                                                       | CUSIP: 202795JM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3958.99       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2080700 | PA      | $2099149.96    | 0.01%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.625% 02/23/27/EUR/                 | NRW.BANK /EUR/ REGD 0.62500000                                                               | CUSIP: D5S25R5N2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $805916.62     | 0.01%             | 2027-02-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 4.5% 04/25/41/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.50000000                                               | CUSIP: F43750MC3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     10372000 | PA      | $13435831.06   | 0.09%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4317000 | PA      | $3184967.94    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1051 4% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1051 4.00000000                                                     | CUSIP: 3140MSEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       364361 | PA      | $339453.77     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL SCH 3.375% 09/17/36/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: N76386AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       190000 | PA      | $218313.71     | 0.00%             | 2036-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5173 3% 08/01/42                     | FREDDIE MAC POOL UMBS P#RB5173 3.00000000                                                    | CUSIP: 3133KYXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       104754 | PA      | $95128.07      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05% 03/15/34                     | ABBVIE INC REGD 5.05000000                                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10181.63      | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 04/30/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AHG8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10810000 | PA      | $12341163.06   | 0.08%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN 7.375% 05/13/55                | UNITED MEXICAN STATES REGD 7.37500000                                                        | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       200000 | PA      | $206134.00     | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KFW 0% 12/15/27/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MKE4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3740000 | PA      | $4192291.92    | 0.03%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.25% 05/15/30                | TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000                                               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $476157.84     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REG19 2022-1A A1 V/R 04/20/35                 | REGATTA XIX FUNDING LTD SER 2022-1A CL A1 V/R REGD 144A P/P 5.59238000                       | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001169.80    | 0.01%             | 2035-04-20      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| COMMUNITY 3.137% 04/30/35/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 3.13700000                                         | CUSIP: E3124CGP2<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       390000 | PA      | $455326.99     | 0.00%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 05/31/28                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CHE4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1769100 | PA      | $1765091.89    | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 1.2% 06/03/33/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S SER 15Y 1.20000000                                 | CUSIP: D3R33AAT6<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $312863.61     | 0.00%             | 2033-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 0% 09/15/30/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.00000000                                             | CUSIP: X27717LM1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       670000 | PA      | $695332.21     | 0.00%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREIE HANS 0.45% 03/15/29/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 269 0.45000000                                        | CUSIP: D1R1ZQDC8<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $329714.77     | 0.00%             | 2029-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ESB FINANC 3.75% 01/25/43/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 3.75000000                                             | CUSIP: G31206AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $112807.95     | 0.00%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMANENT TS V/R 04/25/28/EUR/                | PERMANENT TSB GROUP /EUR/ REGD V/R REG S 6.62500000                                          | CUSIP: G7015DAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       300000 | PA      | $377499.99     | 0.00%             | 2028-04-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC  3.875% 06/15/28/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.87500000                                                      | CUSIP: X32332T36<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      3540000 | PA      | $4363599.75    | 0.03%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.05% 08/06/40/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.05000000                                                      | CUSIP: D09856A68<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $143491.45     | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWE 3.7% 05/01/50                | APPALACHIAN POWER C REGD SER Z 3.70000000                                                    | CUSIP: 037735CY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3537.63       | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4806 5% 11/01/52                     | FANNIE MAE POOL UMBS P#MA4806 5.00000000                                                     | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       488942 | PA      | $482441.98     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.35% 09/25/26/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.35000000                                         | CUSIP: Y6S39B8Q6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    173000000 | PA      | $24133777.89   | 0.17%             | 2026-09-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.75% 12/23/33/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 745 1.75000000                                  | CUSIP: H617316W2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $40790.47      | 0.00%             | 2033-12-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 08/31/26                   | UNITED STATES TREASURY NOTE 0.75000000                                                       | CUSIP: 91282CCW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2495100 | PA      | $2404750.08    | 0.02%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 03/20/51/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                    | CUSIP: A0654UMF5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4002000 | PA      | $2550664.73    | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| KFW 0% 09/15/31/EUR/                          | KFW /EUR/ REGD EMTN 0.00000000                                                               | CUSIP: D4S4752X8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2016885.96    | 0.01%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 6.25% 02/01/29                      | IQVIA INC REGD SER WI 6.25000000                                                             | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1067000 | PA      | $1114726.91    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 2.75% 05/15/51/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0551 2.75000000                                        | CUSIP: Q54627DX1<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |       760000 | PA      | $303926.86     | 0.00%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PFIZER NE 2.875% 05/19/29/EUR/                | PFIZER NETHERLANDS INTL /EUR/ REGD 2.87500000                                                | CUSIP: 71708LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2374308.96    | 0.02%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7051 2% 12/20/50                  | GINNIE MAE II POOL P#MA7051 2.00000000                                                       | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2441752 | PA      | $1990964.35    | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.65% 10/01/43                | SOUTHERN CAL EDISON REGD 4.65000000                                                          | CUSIP: 842400FZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $404030.76     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP0350 4.5% 01/01/50                   | FANNIE MAE POOL UMBS P#BP0350 4.50000000                                                     | CUSIP: 3140K7L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       147065 | PA      | $143432.97     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTS 3.375% 05/16/31/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S EMTN 3.37500000                                       | CUSIP: F0R17AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119542.25     | 0.00%             | 2031-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H03 FA V/R 02/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 5.17185000                   | CUSIP: 38382YR21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11452364 | PA      | $11489293.78   | 0.08%             | 2073-02-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.75% 06/30/28/EUR/                  | NRW.BANK /EUR/ REGD REG S EMTN 0.75000000                                                    | CUSIP: D5S267HW2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       760000 | PA      | $855851.34     | 0.01%             | 2028-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 3.4% 06/15/29                   | DTE ENERGY CO REGD SER C 3.40000000                                                          | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |        19000 | PA      | $18226.99      | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  2.5% 03/06/29/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD REG S 2.50000000                                         | CUSIP: Q7943QXB0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       570000 | PA      | $360649.86     | 0.00%             | 2029-03-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RC2403 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2403 2.00000000                                                    | CUSIP: 3133L8U45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       355381 | PA      | $326546.73     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 2.375% 02/08/28/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 2.37500000                                         | CUSIP: F235A8AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117867.49     | 0.00%             | 2028-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46                | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1533000 | PA      | $1406034.21    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORES 1.75% 11/24/27/EUR/                     | CORES /EUR/ REGD REG S EMTN 1.75000000                                                       | CUSIP: E3608GAF6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $232243.70     | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.75% 06/21/54/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 169 4.75000000                                          | CUSIP: Q2R04NEW0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2910000 | PA      | $1885894.44    | 0.01%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFFORDABL 2.893% 08/11/43/GBP/                | AFFORDABLE HOUSING FINAN /GBP/ REGD REG S 2.89300000                                         | CUSIP: G012AQAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $293634.53     | 0.00%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.26% 02/24/27/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2007 3.26000000                                      | CUSIP: Y23862PC6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     86000000 | PA      | $12330011.85   | 0.08%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 1.75% 05/15/41/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0541 1.75000000                                        | CUSIP: Q54627CM6<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2030000 | PA      | $802468.01     | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-2 B 5.28% 11/16/27                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2 CL B REGD 5.28000000    | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       850000 | PA      | $865597.08     | 0.01%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 12/31/28                  | UNITED STATES TREASURY NOTE 1.37500000                                                       | CUSIP: 91282CDP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2393600 | PA      | $2210994.51    | 0.02%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 11/19/35                      | BNP PARIBAS REGD V/R 144A P/P 5.90600000                                                     | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4300000 | PA      | $4338543.39    | 0.03%             | 2035-11-19      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BELFIUS B 3.375% 05/28/30/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 3.37500000                                          | CUSIP: B11085HD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       300000 | PA      | $355376.32     | 0.00%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT MUT 4.25% 12/01/32/EUR/                | CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 4.25000000                                         | CUSIP: F2850M6B3<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $4471945.80    | 0.03%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.125% 06/10/30/EUR/                | REPUBLIC OF ESTONIA /EUR/ REGD REG S SER 10Y 0.12500000                                      | CUSIP: X2235CAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | EE        |       200000 | PA      | $207588.26     | 0.00%             | 2030-06-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 1.375% 08/19/30/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000                                           | CUSIP: R34155BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      2000000 | PA      | $177538.35     | 0.00%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QD9605 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QD9605 3.00000000                                                    | CUSIP: 3133B7U63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       377844 | PA      | $327691.68     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  4% 04/25/60/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.00000000                                               | CUSIP: F26348DA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6447000 | PA      | $7493993.28    | 0.05%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 0.7% 10/15/60/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.70000000                                     | CUSIP: F45204CL0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $129863.33     | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSU 3.125% 10/15/52                | EVEREST REINSURANCE HLDG REGD 3.12500000                                                     | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $68067.78      | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAISSE RE 3.375% 06/28/32/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 3.37500000                                         | CUSIP: F1R06PAD3<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121038.34     | 0.00%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.85% 07/30/35/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.85000000                                               | CUSIP: E8922AHJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10063000 | PA      | $10514644.38   | 0.07%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.25% 09/07/28                | PHILIP MORRIS INTL INC REGD 5.25000000                                                       | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        33000 | PA      | $33938.36      | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.375% 03/28/31/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.37500000                                      | CUSIP: D1T0VZAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218483.81     | 0.00%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% AUG 25                     | FNMA 30YR TBA 6.5% AUG 25      TO BE ANNOUNCED 6.50000000                                    | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35700000 | PA      | $36797029.94   | 0.25%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 5.0 7-55 95                   | PUT OPTION ON 100SHS           OTC EPUT FN 5.0 7-55 95 11+    BOA 0.00000000                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |      8000000 | NC      | $19.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUNICH RE V/R 05/26/44/EUR/                   | MUNICH RE /EUR/ REGD V/R REG S 4.25000000                                                    | CUSIP: D5557XAD1<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3385874.92    | 0.02%             | 2044-05-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1907 3.5% 07/01/47                   | FANNIE MAE POOL UMBS P#FS1907 3.50000000                                                     | CUSIP: 3140XHDM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       371125 | PA      | $348412.89     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 2.862% 04/15/31/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S SER . 2.86200000                                      | CUSIP: C8888LT34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $2600637.91    | 0.02%             | 2031-04-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| KFW 1.125% 05/09/33/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MGW9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       550000 | PA      | $575326.97     | 0.00%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 0.375% 06/04/29/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: D4S75UPY1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $320557.30     | 0.00%             | 2029-06-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.2% 04/01/45                | GENERAL MOTORS CO REGD 5.20000000                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       560000 | PA      | $480374.99     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVER 8% 04/29/30/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 7Y 8.00000000                                         | CUSIP: X5S007KW6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8510000 | PA      | $2021271.25    | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KFW 2.375% 04/11/28/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.37500000                                                         | CUSIP: D4085UAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3089000 | PA      | $3665082.10    | 0.03%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 3.173% 07/30/29/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 3.17300000                                         | CUSIP: E3124CGF4<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       600000 | PA      | $725760.90     | 0.00%             | 2029-07-30      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.20PKWDC 03/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $77332.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORP O 5.7% 12/01/33                | PACKAGING CORP OF AMERIC REGD 5.70000000                                                     | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6266.40       | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 5.45% 09/01/34                | COX COMMUNICATIONS INC REGD 144A P/P 5.45000000                                              | CUSIP: 224044CU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       985000 | PA      | $971446.12     | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAND BADE 2.625% 02/12/35/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.62500000                                          | CUSIP: D1U444CJ7<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $458836.60     | 0.00%             | 2035-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INFORMA P 3.625% 10/23/34/EUR/                | INFORMA PLC /EUR/ REGD REG S EMTN 3.62500000                                                 | CUSIP: G4770LBB1<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      1148000 | PA      | $1333192.29    | 0.01%             | 2034-10-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KING 2.5% 07/22/65/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 2.50000000                                              | CUSIP: G4527HHF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     14312000 | PA      | $10889426.46   | 0.07%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4774 4% 07/01/48                     | FANNIE MAE POOL UMBS P#BM4774 4.00000000                                                     | CUSIP: 3140J9JU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3831179 | PA      | $3632740.54    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 12/10/30/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3012 1.50000000                                           | CUSIP: Y7277FK90<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1500000000 | PA      | $1045645.71    | 0.01%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.9% 06/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 181 0.90000000                                          | CUSIP: J2S39LVU5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    380000000 | PA      | $2160066.66    | 0.01%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FERROVIE  0.375% 03/25/28/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 0.37500000                                        | CUSIP: T4063CAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       300000 | PA      | $332971.71     | 0.00%             | 2028-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TENNET HOLD 4.5% 10/28/34/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.50000000                                           | CUSIP: N85094UM5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       500000 | PA      | $635100.04     | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 3.5% 09/20/27/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 3.50000000                                      | CUSIP: D1T0VZEA5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       650000 | PA      | $786208.05     | 0.01%             | 2027-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC 3.774% 11/15/43                   | MAYO CLINIC REGD 3.77400000                                                                  | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |        30000 | PA      | $24440.02      | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 2.625% 11/22/30/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 2.62500000                                         | CUSIP: D879NBBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       120000 | PA      | $141305.17     | 0.00%             | 2030-11-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 3.5% 11/15/30                | WILLIAMS COMPANIES INC REGD 3.50000000                                                       | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1795642.65    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7986 2% 04/20/52                  | GINNIE MAE II POOL P#MA7986 2.00000000                                                       | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2819673 | PA      | $2299015.22    | 0.02%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHS 365 C2 4% 06/15/49                        | FREDDIE MAC STRIPS SER 365 CL C2 4.00000000                                                  | CUSIP: 31325XU73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3215548 | PA      | $712585.79     | 0.00%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3560300 | PA      | $3471292.50    | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.85% 04/15/31                | MARRIOTT INTERNATIONAL REGD SER HH 2.85000000                                                | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       624000 | PA      | $566423.15     | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.7% 03/25/26                        | AT&T INC REGD 1.70000000                                                                     | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        62000 | PA      | $60757.23      | 0.00%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 08/31/26                  | UNITED STATES TREASURY NOTE 1.37500000                                                       | CUSIP: 912828YD6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       995200 | PA      | $966238.13     | 0.01%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OPTIVO FIN 5.25% 03/13/43/GBP/                | OPTIVO FINANCE PLC /GBP/ REGD REG S EMTN 5.25000000                                          | CUSIP: G0403ZAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1252644.44    | 0.01%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 4990 MI 4% 07/25/50                       | FREDDIE MAC REMICS SER 4990 CL MI 4.00000000                                                 | CUSIP: 3137FUSA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3509305 | PA      | $774511.08     | 0.01%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.01% 04/12/28/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F2276HBY4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4637127.51    | 0.03%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2692000 | PA      | $1647167.50    | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3085 5.5% 06/01/53                   | FREDDIE MAC POOL UMBS P#SD3085 5.50000000                                                    | CUSIP: 3132DQNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        96083 | PA      | $96686.53      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.3% 04/01/33                | SOUTHWESTERN ELEC POWER REGD 5.30000000                                                      | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20153.95      | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7935 2% 03/20/52                  | GINNIE MAE II POOL P#MA7935 2.00000000                                                       | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1207931 | PA      | $984873.87     | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/16/30                   | MORGAN STANLEY REGD V/R 5.17300000                                                           | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2322647.74    | 0.02%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 7.5% 06/03/27/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000                                          | CUSIP: P4R086AF1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     17000000 | PA      | $895139.76     | 0.01%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNI 4.349% 04/15/22                | WASHINGTON UNIVERSITY REGD 4.34900000                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |       255000 | PA      | $194288.77     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CDP RETI  5.875% 10/25/27/EUR/                | CDP RETI SPA /EUR/ REGD REG S 5.87500000                                                     | CUSIP: T2610QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       500000 | PA      | $625905.49     | 0.00%             | 2027-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.75% 03/21/31/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD SER 909 0.75000000                                             | CUSIP: D5S19DCV5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $212855.89     | 0.00%             | 2031-03-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8146 2% 05/01/51                     | FREDDIE MAC POOL UMBS P#SD8146 2.00000000                                                    | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9776010 | PA      | $7776433.37    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 2.5% 03/10/52/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5203 2.50000000                                           | CUSIP: Y7277FR36<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   2878260000 | PA      | $2025621.50    | 0.01%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5047 CI 2% 12/25/50                       | FREDDIE MAC REMICS SER 5047 CL CI 2.00000000                                                 | CUSIP: 3137F7UV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1557525 | PA      | $178252.03     | 0.00%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSO/N 05/08/46 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-1121608.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 4.224% 03/15/32                | PUGET ENERGY INC REGD 4.22400000                                                             | CUSIP: 745310AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $18830.69      | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/29                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2606900 | PA      | $2630015.88    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.3% 07/26/36/EUR/                | REPUBLIC OF CHILE /EUR/ REGD 1.30000000                                                      | CUSIP: P79082AC0<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      1000000 | PA      | $906597.42     | 0.01%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.625% 04/15/29                | UNITED AIRLINES INC REGD 144A P/P 4.62500000                                                 | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $349440.41     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA 6.375% 03/15/34/IDR/                | INDONESIA GOVT SUKUK /IDR/ REGD SER PBS 6.37500000                                           | CUSIP: Y6S86ZSC4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   5000000000 | PA      | $303253.56     | 0.00%             | 2034-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.55% 08/15/64                | META PLATFORMS INC REGD 5.55000000                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       255000 | PA      | $249349.91     | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA II 30YR TBA 6.5% JUL 25                  | GNMA II 30YR TBA 6.5% JUL 25   TO BE ANNOUNCED 6.50000000                                    | CUSIP: 21H062677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1829953 | PA      | $1878342.21    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.079% 08/02/43                | BAT CAPITAL CORP REGD 7.07900000                                                             | CUSIP: 054989AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $66138.21      | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| EATON CAP 3.802% 05/21/36/EUR/                | EATON CAPITAL ULC /EUR/ REGD REG S 3.80200000                                                | CUSIP: G3R310AG5<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      6052000 | PA      | $7189563.64    | 0.05%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13641659.93  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 0.875% 04/20/26                | INTER-AMERICAN DEVEL BK REGD MTN SER GMTN 0.87500000                                         | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $194930.01     | 0.00%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.65PMUTK 07/08/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-12078.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/34/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UD40<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1960000 | PA      | $2314385.38    | 0.02%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MECKLENBUR 2.95% 06/05/34/EUR/                | MECKLENBURG-VORPOMMERN /EUR/ REGD REG S 2.95000000                                           | CUSIP: D5S6HSAK8<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $118159.88     | 0.00%             | 2034-06-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 2.95% 06/20/33/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S SER 32 2.95000000                                       | CUSIP: D6T54YDQ2<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       650000 | PA      | $773142.11     | 0.01%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROYAL SCH 0.875% 09/08/32/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.87500000                                     | CUSIP: N76386AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       400000 | PA      | $399790.57     | 0.00%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELEC 4% 10/15/28                | ATLANTIC CITY ELECTRIC REGD 4.00000000                                                       | CUSIP: 048303CH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9951.46       | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 06/30/28/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: D3R33ABG3<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       380000 | PA      | $418460.69     | 0.00%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6994 2% 11/20/50                  | GINNIE MAE II POOL P#MA6994 2.00000000                                                       | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1471272 | PA      | $1199984.97    | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.9% 05/17/44                  | MERCK & CO INC REGD 4.90000000                                                               | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       265000 | PA      | $247969.18     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.254% 05/31/35/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0415 4.25400000                                           | CUSIP: Y55745VM5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5790000 | PA      | $1456473.98    | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE B 3% 07/17/31/EUR/                | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 3.00000000                                            | CUSIP: X5918MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $119294.26     | 0.00%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 2.776% 09/03/27/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S 2.77600000                                            | CUSIP: C8888LT42<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $238233.01     | 0.00%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0858 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#RJ0858 6.50000000                                                    | CUSIP: 3142GQ5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       450959 | PA      | $467516.83     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND THUERI 2.5% 09/03/29/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 2.50000000                                                  | CUSIP: D8T44EBA2<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $590663.49     | 0.00%             | 2029-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000003534 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9215070.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED 1.25% 06/03/30/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S 1.25000000                                           | CUSIP: F07335ND4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1076951.02    | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.75% 06/05/35/EUR/                   | HUNGARY /EUR/ REGD REG S SER 15Y 1.75000000                                                  | CUSIP: X93622FQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      2000000 | PA      | $1871092.88    | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/31/30                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CHF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1487300 | PA      | $1483814.14    | 0.01%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 8.75% 10/30/28/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 6Y 8.75000000                                         | CUSIP: X5S007KH9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      5850000 | PA      | $1412495.82    | 0.01%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                | GINNIE MAE II POOL P#MA4719 3.50000000                                                       | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2817624 | PA      | $2590537.71    | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINA 5.1% 03/01/30                | CDW LLC/CDW FINANCE REGD 5.10000000                                                          | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       760000 | PA      | $765320.00     | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/29                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CLK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2991900 | PA      | $2976589.88    | 0.02%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK 2.25% 03/11/30                    | TRUIST BANK REGD SER BKNT 2.25000000                                                         | CUSIP: 89788KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $225028.68     | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ4909 2% 09/01/50                     | FANNIE MAE POOL UMBS P#BQ4909 2.00000000                                                     | CUSIP: 3140KQN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       811155 | PA      | $649768.17     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE  2.5% 06/22/27/EUR/                | CLYDESDALE BANK PLC /EUR/ REGD REG S EMTN SER GMTN 2.50000000                                | CUSIP: G2344P4C9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5909303.76    | 0.04%             | 2027-06-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 1.625% 07/01/31/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 1.62500000                                                   | CUSIP: Y280CEFZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1790000 | PA      | $1374155.64    | 0.01%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.06PKWDC 04/27/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-9942.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QC2070 2% 05/01/51                     | FREDDIE MAC POOL UMBS P#QC2070 2.00000000                                                    | CUSIP: 3133ALJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       276688 | PA      | $221861.60     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NIED 3.625% 10/04/33/EUR/                | LAND NIEDEROESTERREICH /EUR/ REGD 3.62500000                                                 | CUSIP: A48149CC9<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | USGA              | AT        |       300000 | PA      | $368820.14     | 0.00%             | 2033-10-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 03/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 152 0.10000000                                           | CUSIP: J2S39LVF8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3244700000 | PA      | $22307664.56   | 0.15%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.50PCAON 12/03/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $136285.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMLTI 2021-INV1  V/R 05/25/51                 | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1 SER 2021-INV1 CL A3A V/R REGD 144A P/P 2.50000000    | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5228066 | PA      | $4260259.58    | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND 2.75% 08/20/27/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD SER 27 2.75000000                                        | CUSIP: Q7943QTS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $259840.24     | 0.00%             | 2027-08-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 4.5% 10/01/53/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.50000000                                       | CUSIP: T6052B2C1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4255000 | PA      | $5211979.24    | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4894 6% 01/01/53                     | FANNIE MAE POOL UMBS P#MA4894 6.00000000                                                     | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1845737 | PA      | $1881883.65    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1546 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1546 2.50000000                                                     | CUSIP: 3140XGWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       396819 | PA      | $333163.31     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.25% 04/30/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.25000000                                               | CUSIP: E8922APE4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9200000 | PA      | $10998165.30   | 0.08%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HERA SPA 4.25% 04/20/33/EUR/                  | HERA SPA /EUR/ REGD REG S EMTN 4.25000000                                                    | CUSIP: T5R49ZAJ3<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $123158.62     | 0.00%             | 2033-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.875% 02/10/28                    | INTEL CORP REGD 4.87500000                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30374.73      | 0.00%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65368 3.5% 05/01/46                  | FREDDIE MAC GOLD POOL P#T65368 3.50000000                                                    | CUSIP: 31322Y6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       118949 | PA      | $108821.18     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.15% 11/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.15000000                                        | CUSIP: T6031QAV3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5100000 | PA      | $6083912.81    | 0.04%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R04.44PCOOV 09/10/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CO        |            1 | NC      | $-100705.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 07/28/50/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.50000000                                       | CUSIP: X3446DCQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       560000 | PA      | $296551.04     | 0.00%             | 2050-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 2.25% 09/28/29/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD REG S SER 237 2.25000000                                  | CUSIP: D3R62FDR0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116821.83     | 0.00%             | 2029-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250804 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-959286.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 04/30/32                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CNA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     22430700 | PA      | $22458738.38   | 0.15%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H01 FB V/R 01/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 5.20185000                   | CUSIP: 38383KNN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2893814 | PA      | $2901287.76    | 0.02%             | 2074-01-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42                  | UNITED STATES TREASURY BOND 2.37500000                                                       | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2142200 | PA      | $1560458.81    | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8100 3% 10/01/50                     | FREDDIE MAC POOL UMBS P#SD8100 3.00000000                                                    | CUSIP: 3132DV7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       684215 | PA      | $598002.57     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST EC 5.433% 05/31/56                | MARYLAND ST ECON DEV CORP REGD N/C B/E 5.43300000                                            | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |      1245000 | PA      | $1185182.11    | 0.01%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FREISTAAT 2.875% 05/15/34/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S 2.87500000                                                | CUSIP: D6654WAP6<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $235188.77     | 0.00%             | 2034-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ6054 3% 12/01/26                     | FANNIE MAE POOL UMBS P#AJ6054 3.00000000                                                     | CUSIP: 3138AXWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        37252 | PA      | $36796.78      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4830 IL 4.5% 04/15/48                     | FREDDIE MAC REMICS SER 4830 CL IL 4.50000000                                                 | CUSIP: 3137FHUU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1442373 | PA      | $345207.52     | 0.00%             | 2048-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/12/29                   | MORGAN STANLEY REGD V/R SER . 4.99400000                                                     | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30431.47      | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.6% 06/20/37/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 161 0.60000000                                          | CUSIP: J2S39KTE6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2625000000 | PA      | $16070457.62   | 0.11%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FNR 2016-26 SY V/R 11/25/42                   | FANNIE MAE REMICS SER 2016-26 CL SY V/R 0.00000000                                           | CUSIP: 3136AR4J4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       514279 | PA      | $326705.07     | 0.00%             | 2042-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 4.625% 05/03/31/EUR/                | VOLKSWAGEN BANK GMBH /EUR/ REGD EMTN 4.62500000                                              | CUSIP: D9T638KH4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $3090428.64    | 0.02%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TESCO CORP 2.75% 04/27/30/GBP/                | TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 2.75000000                                    | CUSIP: G8762ZAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1034019.71    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CASH COLL ISDA V/R 12/31/49                   | ASH COLLATERAL ISDA BOS VARIABLE 4.23000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -268000 | PA      | $-268000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0256 4% 11/01/33                     | FREDDIE MAC POOL UMBS P#SB0256 4.00000000                                                    | CUSIP: 3132CWH98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         2082 | PA      | $2072.45       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 2.25% 07/05/52/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 723 2.25000000                                  | CUSIP: H617315E3<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        10000 | PA      | $15688.89      | 0.00%             | 2052-07-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 07/27/33                | REPUBLIC OF CHILE REGD 2.55000000                                                            | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |       200000 | PA      | $168180.00     | 0.00%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.05% 03/15/42                | SOUTHERN CAL EDISON REGD 4.05000000                                                          | CUSIP: 842400FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $676246.94     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENER 4% 11/16/27/EUR/                | SOCIETE GENERALE /EUR/ REGD REG S EMTN 4.00000000                                            | CUSIP: F8586SEP8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3661610.70    | 0.03%             | 2027-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIE AUTO 3.25% 05/25/34/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F7706V6F9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $350946.64     | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8749 3% 01/01/47                     | FANNIE MAE POOL UMBS P#AS8749 3.00000000                                                     | CUSIP: 3138WJWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       712694 | PA      | $649803.07     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8201 4.5% 08/20/52                | GINNIE MAE II POOL P#MA8201 4.50000000                                                       | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1363232 | PA      | $1315711.55    | 0.01%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.14% 06/17/47/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.14000000                                               | CUSIP: Y6065BPW1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     52160000 | PA      | $1846505.11    | 0.01%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY 1.375% 01/15/27                | SIMON PROPERTY GROUP LP REGD 1.37500000                                                      | CUSIP: 828807DP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9574.75       | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/13/28/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 534 0.00000000                                   | CUSIP: H6218ULV0<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $250113.30     | 0.00%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TESCO PRO 7.622?07/13/39  /GB                 | TESCO PROPERTY FIN 1 PLC /GBP/REGD 7.62270000                                                | CUSIP: G8765VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        73700 | PA      | $113759.92     | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3046 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#CB3046 2.50000000                                                     | CUSIP: 3140QNL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       588319 | PA      | $493091.33     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAA FINAN 1.601% 11/05/32/EUR/                | DAA FINANCE PLC /EUR/ REGD REG S 1.60100000                                                  | CUSIP: G2614RAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       400000 | PA      | $420276.06     | 0.00%             | 2032-11-05      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.73% 05/25/70/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.73000000                                         | CUSIP: Y6S39BXL9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     14670000 | PA      | $3097368.24    | 0.02%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20250702 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-851515.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BW1461 4% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1461 4.00000000                                                     | CUSIP: 3140MSTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       216289 | PA      | $201505.25     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.05% 11/21/39                     | ABBVIE INC REGD SER WI 4.05000000                                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        34000 | PA      | $29820.69      | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.375% 04/15/32/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR91 6.37500000                                          | CUSIP: Y6S86ZTG4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  69446000000 | PA      | $4236056.29    | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ISTITUTO PE 3.5% 01/29/30/EUR/                | ISTITUTO PER IL CREDITO /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: T5869RAA6<br>LEI: 815600ACC18A758ADE66 | Long             | DBT              | USGA              | IT        |       200000 | PA      | $240155.11     | 0.00%             | 2030-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 2.379% 06/15/28                | PUGET ENERGY INC REGD 2.37900000                                                             | CUSIP: 745310AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1030000 | PA      | $972578.17     | 0.01%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.125% 03/23/32/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 516 0.12500000                                   | CUSIP: H6218UJY7<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $60683.09      | 0.00%             | 2032-03-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.12% 03/12/27/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2403 2.12000000                                        | CUSIP: Y0R4AWQK3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     12000000 | PA      | $1689863.03    | 0.01%             | 2027-03-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 07/15/32/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                 | CUSIP: N82128AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      3580000 | PA      | $3670782.86    | 0.03%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3% 07/01/31/GBP/                   | FISERV INC /GBP/ REGD 3.00000000                                                             | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1238380.08    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 2.75% 02/02/34/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.75000000                                           | CUSIP: X5T0S2EF0<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       300000 | PA      | $347869.36     | 0.00%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/31/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                   | CUSIP: D2R8H4HX0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       740000 | PA      | $760870.29     | 0.01%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0819 2% 06/01/51                     | FANNIE MAE POOL UMBS P#CB0819 2.00000000                                                     | CUSIP: 3140QK4D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3862684 | PA      | $3086315.21    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.05% 09/01/33                      | ONEOK INC REGD 6.05000000                                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1152887.31    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1404 3.5% 04/01/43                   | FANNIE MAE POOL UMBS P#MA1404 3.50000000                                                     | CUSIP: 31418AR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       175017 | PA      | $162949.10     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 0.625% 04/17/30/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 0.62500000                                    | CUSIP: F847BRAP1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1602275.83    | 0.01%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.375% 02/08/38/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 3.37500000                                                     | CUSIP: X7360WAT9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1425000 | PA      | $1242701.38    | 0.01%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.01% 05/25/31/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 0.01000000                                                      | CUSIP: F961A7BF6<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1505709.85    | 0.01%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8269 5% 09/20/52                  | GINNIE MAE II POOL P#MA8269 5.00000000                                                       | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       742985 | PA      | $733835.77     | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.05% 04/01/45                      | ONEOK INC REGD 5.05000000                                                                    | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        35000 | PA      | $29481.25      | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MOODY'S CO 1.75% 03/09/27/EUR/                | MOODY'S CORPORATION /EUR/ REGD 1.75000000                                                    | CUSIP: 615369AF2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1310431.07    | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/16/30                | MIZUHO FINANCIAL GROUP REGD V/R 3.15300000                                                   | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       930000 | PA      | $880096.24     | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 06/21/35/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 145 2.75000000                                    | CUSIP: Q08198AP0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      5340000 | PA      | $3112073.04    | 0.02%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE L 7% 10/15/37                | ERAC USA FINANCE LLC REGD P/P 7.00000000                                                     | CUSIP: 26882PBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $918073.07     | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZN0638 3.5% 02/01/43                   | FREDDIE MAC POOL UMBS P#ZN0638 3.50000000                                                    | CUSIP: 3131Y6V71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        40816 | PA      | $38002.42      | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.15% 10/01/39/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.15000000                                       | CUSIP: T6052B6W3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5810000 | PA      | $7109034.19    | 0.05%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 4.75% 06/01/30                 | AUTONATION INC REGD 4.75000000                                                               | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1291943.72    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 2.75% 03/15/27                    | EXELON CORP REGD 2.75000000                                                                  | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19511.90      | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8044 3.5% 05/20/52                | GINNIE MAE II POOL P#MA8044 3.50000000                                                       | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       642147 | PA      | $584980.70     | 0.00%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMTLT 2021-INV1  V/R 08/25/43                 | PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A11 V/R REGD 144A P/P 5.00000000                   | CUSIP: 69359YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7711886 | PA      | $7177376.32    | 0.05%             | 2051-07-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS  4.625% 11/01/29                | PHILIP MORRIS INTL INC REGD 4.62500000                                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4112000 | PA      | $4149692.90    | 0.03%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 08/04/33/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 2.75000000                                               | CUSIP: D5S1MUAA0<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $351613.53     | 0.00%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 1.5% 10/31/34/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN SER EMRN 1.50000000                           | CUSIP: F0108UGZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $907580.66     | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 08/15/30                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CAE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4453000 | PA      | $3797052.22    | 0.03%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| IBRD 2.95% 01/16/35/EUR/                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN 2.95000000                     | CUSIP: U4586H2L6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      6100000 | PA      | $7187636.16    | 0.05%             | 2035-01-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 05/31/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3294700 | PA      | $3073079.96    | 0.02%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.9% 03/20/57/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 10 0.90000000                                           | CUSIP: J2S39KSX5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    174350000 | PA      | $724011.67     | 0.00%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINAN 2.6% 05/01/31                | BROADRIDGE FINANCIAL SOL REGD 2.60000000                                                     | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       165000 | PA      | $147066.52     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVE 0.25% 11/26/27/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN 0.25000000                                      | CUSIP: W5185Y3B0<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      8000000 | PA      | $809749.60     | 0.01%             | 2027-11-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL IN V/R 01/17/31                | ALLY FINANCIAL INC REGD V/R 5.54300000                                                       | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2512698.75    | 0.02%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3587 4% 09/01/50                     | FREDDIE MAC POOL UMBS P#RA3587 4.00000000                                                    | CUSIP: 3133KJ6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7792071 | PA      | $7321492.61    | 0.05%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/29                  | UNITED STATES TREASURY NOTE 2.37500000                                                       | CUSIP: 9128286T2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2579000 | PA      | $2452971.52    | 0.02%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT9390 3% 11/01/51                     | FANNIE MAE POOL UMBS P#BT9390 3.00000000                                                     | CUSIP: 3140LYNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1439646 | PA      | $1255650.38    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.75% 09/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.75000000                                       | CUSIP: T6247AVQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     16730000 | PA      | $21210755.15   | 0.15%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2019-C5  2.99% 11/15/28                 | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL ASB REGD 2.99000000                | CUSIP: 05492JAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       422289 | PA      | $412309.35     | 0.00%             | 2052-11-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.3% 06/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 75 1.30000000                                           | CUSIP: J2S39LVR2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     56000000 | PA      | $282323.53     | 0.00%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2469 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#CB2469 2.50000000                                                     | CUSIP: 3140QMW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2382434 | PA      | $1996735.80    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE GRI 1.303% 08/05/32/EUR/                | STATE GRID OVERSEAS INV /EUR/ REGD REG S EMTN 1.30300000                                     | CUSIP: G8450LBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       500000 | PA      | $531792.59     | 0.00%             | 2032-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 11/22/29/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 276 0.01000000                                        | CUSIP: D3R62FCH3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $211659.00     | 0.00%             | 2029-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BU 3% 04/26/30/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 63 3.00000000                                  | CUSIP: D2R3ZXAC0<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $240529.29     | 0.00%             | 2030-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 5.75% 04/25/29/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0429 5.75000000                                        | CUSIP: X6650PNF1<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      4630000 | PA      | $1330247.46    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 0.35% 10/18/32/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.35000000                                          | CUSIP: G4R49GAZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1460000 | PA      | $1458310.32    | 0.01%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| DEXIA 3.125% 06/01/28/EUR/                    | DEXIA /EUR/ REGD REG S EMTN 3.12500000                                                       | CUSIP: F3R304PP3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $721349.76     | 0.00%             | 2028-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 06/30/26                  | UNITED STATES TREASURY NOTE 0.87500000                                                       | CUSIP: 91282CCJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2215700 | PA      | $2148255.31    | 0.01%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER ZCP 01/14/32/EUR/                | KAF KAERTNER AUSGLEICHSZ /EUR/ REGD ZCP 0.00000000                                           | CUSIP: A3S46NAA6<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      1560000 | PA      | $1491057.81    | 0.01%             | 2032-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW 2.875% 06/07/33/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.87500000                                                         | CUSIP: D4S46MME2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $594868.27     | 0.00%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.45% 02/15/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.45000000                                  | CUSIP: T6052BJ25<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1360000 | PA      | $1499306.99    | 0.01%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  4% 01/04/37/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 4.00000000                                 | CUSIP: D20658A30<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     12423000 | PA      | $16444399.36   | 0.11%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENETZ SUE 6.125% 04/23/41/EUR/                | ENETZ SUEDHESSEN /EUR/ REGD 6.12500000                                                       | CUSIP: D3480XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $139577.63     | 0.00%             | 2041-04-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/28/34                | AMERICAN EXPRESS CO REGD V/R 5.62500000                                                      | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        28000 | PA      | $28638.55      | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 07/20/27                | MITSUBISHI UFJ FIN GRP REGD V/R 1.53800000                                                   | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       780000 | PA      | $756755.61     | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MARS INC 2.375% 07/16/40                      | MARS INC REGD 144A P/P 2.37500000                                                            | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $839968.73     | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 2.4% 03/20/45/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 192 2.40000000                                          | CUSIP: J2S39L8A5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    291850000 | PA      | $2039859.34    | 0.01%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD C 6.05% 02/15/26                | REGAL REXNORD CORP REGD 6.05000000                                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       620000 | PA      | $623561.37     | 0.00%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POW 5.65% 04/01/34                | APPALACHIAN POWER CO REGD 5.65000000                                                         | CUSIP: 037735DB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10291.33      | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 3.875% 04/25/55/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.87500000                                     | CUSIP: F23069HN4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        20000 | PA      | $23689.82      | 0.00%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTR 5.95% 11/01/32                | AMERICAN ELECTRIC POWER REGD 5.95000000                                                      | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10597.06      | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLO 1% 03/06/28/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS80 1.00000000                                     | CUSIP: X7S28MJU3<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       500000 | PA      | $575270.52     | 0.00%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14255186.85  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.45% 05/02/46/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER SURE 0.45000000                                           | CUSIP: B3S09CAG1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $3199350.14    | 0.02%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 05/15/51                | BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000                                              | CUSIP: 084659BC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $30661.55      | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.487% 10/20/50/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS85 0.48750000                                     | CUSIP: X7S28MMN5<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       450000 | PA      | $254403.12     | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| SWITZERLAN 2.25% 06/22/31/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 30Y 2.25000000                                              | CUSIP: H7351RAF9<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       752000 | PA      | $1063576.03    | 0.01%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINC 4.201% 03/01/52                | TRUSTEES PRINCETON UNIV REGD 4.20100000                                                      | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1080256.70    | 0.01%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4535 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AJ4535 3.00000000                                                     | CUSIP: 3138AWBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23994 | PA      | $23725.70      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 2.75% 07/25/31/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 2.75000000                                             | CUSIP: D6S59FDV8<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $474106.00     | 0.00%             | 2031-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JUNTA DE  0.425% 04/30/30/EUR/                | JUNTA DE CASTILLA Y LEON /EUR/ REGD REG S 0.42500000                                         | CUSIP: E3R70JBD4<br>LEI: 959800Y87BK35RUBP092 | Long             | DBT              | USGA              | ES        |        62000 | PA      | $65631.52      | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 5% 04/09/27                | GENERAL MOTORS FINL CO REGD 5.00000000                                                       | CUSIP: 37045XDW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1126819.39    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.3% 05/15/33/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.30000000                                          | CUSIP: G4R49GAM5<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1230000 | PA      | $1305972.69    | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M46  1.323% 05/25/30                 | FANNIE MAE-ACES SER 2020-M46 CL A2 1.32300000                                                | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       979401 | PA      | $868219.01     | 0.01%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS I 5.3% 11/01/38                | CONAGRA BRANDS INC REGD 5.30000000                                                           | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |        95000 | PA      | $90937.72      | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0366 3.5% 02/01/34                   | FREDDIE MAC POOL UMBS P#SB0366 3.50000000                                                    | CUSIP: 3132CWMP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       479829 | PA      | $471697.11     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A ARR V/R 04/20/34                 | CEDAR FUNDING VI CLO LTD SER 2016-6A CL ARR V/R REGD 144A P/P 5.58108000                     | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002400.00    | 0.01%             | 2034-04-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FNR 2012-135 SB V/R 12/25/42                  | FANNIE MAE REMICS SER 2012-135 CL SB V/R 1.68035000                                          | CUSIP: 3136AAHY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       772953 | PA      | $88661.97      | 0.00%             | 2042-12-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.95% 06/15/55                | UNITEDHEALTH GROUP INC REGD 5.95000000                                                       | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       125000 | PA      | $127192.35     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.625% 02/15/27                  | UNITED STATES TREASURY BOND 6.62500000                                                       | CUSIP: 912810EZ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       122100 | PA      | $127909.29     | 0.00%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA 8.375% 09/15/26/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR56 8.37500000                                          | CUSIP: Y20721AS8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   3269000000 | PA      | $206783.63     | 0.00%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9472 5% 11/01/54                     | FANNIE MAE POOL UMBS P#CB9472 5.00000000                                                     | CUSIP: 3140QVQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1557044 | PA      | $1528495.62    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN 5.3% 02/21/35                | BHP BILLITON FIN USA LTD REGD 5.30000000                                                     | CUSIP: 055451BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      2450000 | PA      | $2501554.10    | 0.02%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLEMISH CO 2.75% 10/22/29/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 2.75000000                                           | CUSIP: B2758CDC2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      2000000 | PA      | $2373842.49    | 0.02%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 2.5% 08/24/27/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2207 2.50000000                                        | CUSIP: Y0R4AWMY7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     40400000 | PA      | $5747506.80    | 0.04%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.885% 08/15/29/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0219 3.88500000                                           | CUSIP: Y2R35QBX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     11100000 | PA      | $2695924.21    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2169 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2169 4.50000000                                                     | CUSIP: 3140Q9MT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13087 | PA      | $12668.06      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYPO VORAR 2.75% 05/13/32/EUR/                | HYPO VORARLBERG BANK AG /EUR/ REGD REG S 2.75000000                                          | CUSIP: A3R45LGV0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $117000.93     | 0.00%             | 2032-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 01/21/27/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.01000000                                         | CUSIP: F1R83CES1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113988.32     | 0.00%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 07/19/28/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4904PLK3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1653011.32    | 0.01%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/29/28                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 91282CBP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2649900 | PA      | $2477656.50    | 0.02%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250804 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1838.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWE 3.1% 07/30/51                | MISSISSIPPI POWER C REGD SER B 3.10000000                                                    | CUSIP: 605417CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6567.08       | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7504 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#FM7504 3.50000000                                                     | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       764714 | PA      | $700679.29     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 6.15% 11/15/52                | CON EDISON CO OF NY INC REGD 6.15000000                                                      | CUSIP: 209111GD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $4211.91       | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18641 3% 04/01/32                    | FREDDIE MAC GOLD POOL P#G18641 3.00000000                                                    | CUSIP: 3128MMWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1257596 | PA      | $1222270.21    | 0.01%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 4.5% 07/25/30/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0730 4.50000000                                        | CUSIP: X8T02EHH9<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     13680000 | PA      | $3722825.71    | 0.03%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3517 4.5% 05/01/49                   | FANNIE MAE POOL UMBS P#CA3517 4.50000000                                                     | CUSIP: 3140QA4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       383976 | PA      | $372352.26     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIAO AU 0.943% 05/29/32/EUR/                | REGIAO AUTONOMA MADEIRA /EUR/ REGD 0.94300000                                                | CUSIP: X7324UAY7<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | USGA              | PT        |      1200000 | PA      | $1232226.05    | 0.01%             | 2032-05-29      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3849 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3849 3.50000000                                                     | CUSIP: 3140QPH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1716933 | PA      | $1558937.10    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3300 3.5% 03/01/35                   | FANNIE MAE POOL UMBS P#FM3300 3.50000000                                                     | CUSIP: 3140X6U25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       795881 | PA      | $781045.20     | 0.01%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED ME 1.125% 01/17/30/EUR/                | UNITED MEXICAN STATES /EUR/ REGD 1.12500000                                                  | CUSIP: P6625AAZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      1200000 | PA      | $1276567.95    | 0.01%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ILE DE FRA 3.05% 02/03/33/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.05000000                                     | CUSIP: F49540AL5<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $350795.39     | 0.00%             | 2033-02-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  2.5% 05/21/30/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 155 2.50000000                                          | CUSIP: Q2R04NBD5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     15855000 | PA      | $9984594.50    | 0.07%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVER 2% 06/17/26/SEK/                | SWEDISH COVERED BOND /SEK/ REGD REG S SER 147 2.00000000                                     | CUSIP: W9514TAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $105714.75     | 0.00%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOL 0.75% 07/02/31/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: N30940CA1<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       334000 | PA      | $345828.54     | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INVESTITI 3.125% 03/01/33/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD REG S SER 226 3.12500000                                  | CUSIP: D3R62FDE9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1079772.09    | 0.01%             | 2033-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.45% 02/16/43/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000                                    | CUSIP: D5S07LFE6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $85998.65      | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRIS 5% 10/03/34                | FERGUSON ENTERPRISES INC REGD 5.00000000                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |       295000 | PA      | $292783.48     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SE 3.5% 10/31/31/EUR/                | KINGSPAN SEC IRELAND DAC /EUR/ REGD REG S EMTN 3.50000000                                    | CUSIP: G5265DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3850000 | PA      | $4552403.69    | 0.03%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ7692 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#QJ7692 5.50000000                                                    | CUSIP: 3133CYRM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       696729 | PA      | $703429.21     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29                | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21213.64      | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5.25% 02/15/29                   | UNITED STATES TREASURY BOND 5.25000000                                                       | CUSIP: 912810FG8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       547900 | PA      | $577542.25     | 0.00%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA 2.875% 01/22/31/EUR/                  | SFIL SA /EUR/ REGD REG S EMTN 2.87500000                                                     | CUSIP: F8347NAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $472231.83     | 0.00%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MUTUELLE  0.625% 06/21/27/EUR/                | MUTUELLE ASSURANCE /EUR/ REGD REG S 0.62500000                                               | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2144401.45    | 0.01%             | 2027-06-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO 4.15% 04/01/47                | OKLAHOMA G&E CO REGD 4.15000000                                                              | CUSIP: 678858BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $716022.32     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 5% 05/18/27                    | VAR ENERGI ASA REGD 144A P/P 5.00000000                                                      | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1600000 | PA      | $1609934.61    | 0.01%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/29                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 91282CEB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2428700 | PA      | $2275767.80    | 0.02%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 363 0.10000000                                          | CUSIP: J2S39LNK6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2506200000 | PA      | $16450543.30   | 0.11%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNR 2018-H01 FA V/R 01/20/68                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H01 CL FA V/R 5.09943000                   | CUSIP: 38375U3L2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2130918 | PA      | $2146076.43    | 0.01%             | 2068-01-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 01/27/51/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.20000000                                    | CUSIP: D5S07LHD6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       270000 | PA      | $136348.03     | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| FLUVIUS S 3.875% 05/09/33/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S 3.87500000                                                | CUSIP: B4S13TJZ5<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      3600000 | PA      | $4334089.68    | 0.03%             | 2033-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOKING H 4.125% 05/12/33/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 4.12500000                                                   | CUSIP: U09819AA8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       957000 | PA      | $1175451.80    | 0.01%             | 2033-05-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAND BADE 0.125% 11/19/40/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.12500000                                          | CUSIP: D1U444BM1<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $72345.22      | 0.00%             | 2040-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.50PBW6M 12/03/25 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-14176.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JULY 12                    | FNCI 15YR TBA 3.5% JULY 12     TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032476<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -100000 | PA      | $-96580.75     | -0.00%            | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 3.5% 09/27/38/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 3.50000000                                                 | CUSIP: N14289HC4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       100000 | PA      | $120115.80     | 0.00%             | 2038-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMPRION G 0.625% 09/23/33/EUR/                | AMPRION GMBH /EUR/ REGD REG S EMTN 0.62500000                                                | CUSIP: D03614AR1<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1404355.01    | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HERA SPA 5.2% 01/29/28/EUR/                   | HERA SPA /EUR/ REGD EMTN 5.20000000                                                          | CUSIP: T5R49ZAA2<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $250265.00     | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 09/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 178 0.50000000                                          | CUSIP: J2S39LRK2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    410950000 | PA      | $2217683.17    | 0.02%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN 2.691% 09/15/31                | STELLANTIS FIN US INC REGD 144A P/P 2.69100000                                               | CUSIP: 85855CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       635000 | PA      | $536582.99     | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIG 1.3% 10/15/27/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER G 1.30000000                                           | CUSIP: D2R8H4KJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10350000 | PA      | $12044993.24   | 0.08%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 0.419% 04/30/30/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.41900000                                         | CUSIP: E3124CDR1<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       161000 | PA      | $171132.53     | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1143 4.5% 09/01/50                   | FREDDIE MAC POOL UMBS P#SD1143 4.50000000                                                    | CUSIP: 3132DNHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       752114 | PA      | $729556.67     | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.625% 02/06/29/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: N6S779AE0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      1500000 | PA      | $1661743.46    | 0.01%             | 2029-02-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.3% 02/15/33/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 2.30000000                                   | CUSIP: D2R8H4HY8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1850000 | PA      | $2161507.94    | 0.01%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 12/31/26                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CDQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2436300 | PA      | $2345033.91    | 0.02%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 2.125% 11/29/27/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.12500000                                              | CUSIP: F7053NCX0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $705858.26     | 0.00%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9584 4.815% 09/01/28                 | FANNIE MAE POOL UMBS P#BS9584 4.81500000                                                     | CUSIP: 3140LLUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       700000 | PA      | $716242.10     | 0.00%             | 2028-09-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6925 4% 10/20/50                  | GINNIE MAE II POOL P#MA6925 4.00000000                                                       | CUSIP: 36179VVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       186235 | PA      | $170948.71     | 0.00%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 5.35% 06/28/28                     | NASDAQ INC REGD 5.35000000                                                                   | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10297.78      | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REALTY INC 1.75% 07/13/33/GBP/                | REALTY INCOME CORP /GBP/ REGD 1.75000000                                                     | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1160893.58    | 0.01%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARC 3.45% 03/01/32                | FACTSET RESEARCH SYSTEMS REGD 3.45000000                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |        47000 | PA      | $42833.57      | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5013 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#CB5013 2.50000000                                                     | CUSIP: 3140QQSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5297191 | PA      | $4448949.24    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 10/31/29                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1892100 | PA      | $1909912.34    | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 06/15/38/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR98 7.12500000                                          | CUSIP: Y6S86ZXC8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  12000000000 | PA      | $752817.99     | 0.01%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICO 3% 06/14/30/EUR/                | CREDIT AGRICOLE PUBLIC S /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F2612FAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119709.48     | 0.00%             | 2030-06-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5071 IN 4% 08/25/50                       | FREDDIE MAC REMICS SER 5071 CL IN 4.00000000                                                 | CUSIP: 3137F9R52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4710942 | PA      | $996649.74     | 0.01%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 1.4% 02/25/31                     | PEPSICO INC REGD 1.40000000                                                                  | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        35000 | PA      | $30005.52      | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JPN HOUSI 1.434% 06/18/27/JPY/                | JPN HOUSING FIN AGENCY /JPY/ REGD SER 108 1.43400000                                         | CUSIP: J2S619BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $701438.40     | 0.00%             | 2027-06-18      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSA 0% 07/10/26/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 889 0.00000000                                       | CUSIP: D5S19DBZ7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $577004.66     | 0.00%             | 2026-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 08/21/29                | HUNTINGTON BANCSHARES REGD V/R 6.20800000                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       235000 | PA      | $246529.25     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.36PCN07 09/01/30 MSLSW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $43152.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP 4.15% 11/02/42                     | EATON CORP REGD 4.15000000                                                                   | CUSIP: 278062AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $12919.56      | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.1% 02/27/33/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2302 3.10000000                                        | CUSIP: Y0R4AWNR1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    101900000 | PA      | $15552079.54   | 0.11%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 11/15/27                   | UNITED STATES TREASURY NOTE 2.25000000                                                       | CUSIP: 9128283F5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1891300 | PA      | $1828650.69    | 0.01%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 4.7% 09/01/30/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 4.70000000                                                  | CUSIP: P9T38EAW8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    300000000 | PA      | $316769.09     | 0.00%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 4.7% 09/27/34                     | ORACLE CORP REGD 4.70000000                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       110000 | PA      | $106814.12     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8362 5.5% 09/01/53                   | FREDDIE MAC POOL UMBS P#SD8362 5.50000000                                                    | CUSIP: 3132DWJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4003156 | PA      | $4007697.69    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 01/18/35/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S 0.01000000                                                 | CUSIP: D0R4E0AK9<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       352000 | PA      | $314931.65     | 0.00%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 3.375% 06/10/32/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3206 3.37500000                                           | CUSIP: Y7277FU40<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   8676480000 | PA      | $6692534.96    | 0.05%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JABIL INC 1.7% 04/15/26                       | JABIL INC REGD 1.70000000                                                                    | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19527.75      | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZJ9596 6% 08/01/35                     | FREDDIE MAC POOL UMBS P#ZJ9596 6.00000000                                                    | CUSIP: 3131X1UV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        47439 | PA      | $47939.36      | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DE 3% 11/25/27/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F12897W61<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $480532.92     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNAT 1.35% 08/01/25                | LENNOX INTERNATIONAL INC REGD 1.35000000                                                     | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1993.34       | 0.00%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8145 1.5% 05/01/51                   | FREDDIE MAC POOL UMBS P#SD8145 1.50000000                                                    | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4896263 | PA      | $3681580.41    | 0.03%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STATES OF  3.75% 06/09/54/GBP/                | STATES OF JERSEY /GBP/ REGD REG S 3.75000000                                                 | CUSIP: G8436UAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | JE        |       400000 | PA      | $395344.44     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 03/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 172 0.40000000                                          | CUSIP: J2S39K8Y5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2467150000 | PA      | $13664452.60   | 0.09%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 5.25% 07/21/36/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000                                               | CUSIP: Q7943Q8Q5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1040000 | PA      | $694982.67     | 0.00%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AB0524 4% 04/01/39                     | FANNIE MAE POOL UMBS P#AB0524 4.00000000                                                     | CUSIP: 31416VSN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       956928 | PA      | $937535.60     | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 09/27/48/EUR/                | CREDIT AGRICOLE ASSRNCES /EUR/ REGD V/R REG S 4.75000000                                     | CUSIP: F22799AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2094085.97    | 0.01%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 03/07/30/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HN49<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8800000 | PA      | $12294317.72   | 0.08%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/34/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000                                               | CUSIP: F43750JS2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     18576000 | PA      | $18697607.40   | 0.13%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34                | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       940000 | PA      | $962209.24     | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9134 5.02% 06/01/28                  | FANNIE MAE POOL UMBS P#BS9134 5.02000000                                                     | CUSIP: 3140LLEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2300000 | PA      | $2351088.64    | 0.02%             | 2028-06-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CAISSE DE 3.125% 05/25/33/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S 3.12500000                                         | CUSIP: F144EMAF3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $235945.74     | 0.00%             | 2033-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.6% 12/20/33/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 147 1.60000000                                          | CUSIP: J2615QPG4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2900000000 | PA      | $20650706.57   | 0.14%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3872 4.86% 05/01/35                  | FANNIE MAE POOL UMBS P#BZ3872 4.86000000                                                     | CUSIP: 3140NYJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       700000 | PA      | $708727.06     | 0.00%             | 2035-05-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 3.125% 09/21/29/EUR/                | UNICREDIT BK AUSTRIA AG /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: A979474M3<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $120327.13     | 0.00%             | 2029-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  1.25% 11/01/26/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 1.25000000                                                   | CUSIP: Y280CEGB7<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1370000 | PA      | $1069218.01    | 0.01%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 03/31/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3442000 | PA      | $3473327.57    | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.05% 03/09/35/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.05000000                                               | CUSIP: D5S19DCD5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       577000 | PA      | $515580.60     | 0.00%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7555 3% 11/01/31                     | FREDDIE MAC POOL UMBS P#ZS7555 3.00000000                                                    | CUSIP: 3132A8MC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        16831 | PA      | $16441.67      | 0.00%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SC 0.1% 07/16/35/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.10000000                                              | CUSIP: A05599CM4<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       400000 | PA      | $350587.13     | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HOWOGE WO 1.125% 11/01/33/EUR/                | HOWOGE WOHNUNGS /EUR/ REGD REG S EMTN 1.12500000                                             | CUSIP: D3R2V7AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $97719.75      | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 08/15/26                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CHU8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1776400 | PA      | $1784102.36    | 0.01%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4626 4% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4626 4.00000000                                                     | CUSIP: 3140QCD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       180476 | PA      | $170376.53     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.60PBW6M 12/03/27 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-146209.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNUM GROUP 5.75% 08/15/42                     | UNUM GROUP REGD 5.75000000                                                                   | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4830.46       | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.1% 02/24/35                | CISCO SYSTEMS INC REGD 5.10000000                                                            | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        71000 | PA      | $72707.53      | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 4.4% 07/01/27                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.40000000                                            | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       730000 | PA      | $729206.58     | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC P#841056 V/R 01/01/50                   | FREDDIE MAC NON GOLD POOL P#841056 V/R 3.84100000                                            | CUSIP: 31288QE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        39019 | PA      | $38217.50      | 0.00%             | 2050-01-01      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| INDONESIA  6.75% 07/15/35/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 103 6.75000000                                           | CUSIP: Y6S86ZH36<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 126883000000 | PA      | $7867214.92    | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0180 2% 12/01/36                     | FANNIE MAE POOL UMBS P#FS0180 2.00000000                                                     | CUSIP: 3140XFFW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       504150 | PA      | $460758.85     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 7% 10/24/35/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 35/A 7.00000000                                       | CUSIP: X51627P88<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    338080000 | PA      | $992880.60     | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7135 2% 01/20/51                  | GINNIE MAE II POOL P#MA7135 2.00000000                                                       | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1034181 | PA      | $843294.64     | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.24PMUTK 02/02/26 XWF FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-2290.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BDS 4.75% 2/15/37 912810PT9               | UST BDS 4.75% 2/15/37 912810PT9 4.75000000                                                   | CUSIP: 912810PT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       212700 | PA      | $221590.20     | 0.00%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LFA FOERDE 0.75% 01/04/27/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD SER 1174 0.75000000                                        | CUSIP: D50208AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230892.33     | 0.00%             | 2027-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 1.5% JUL 25                     | UMBS TBA 30YR 1.5% JUL 25      TO BE ANNOUNCED 1.50000000                                    | CUSIP: 01F012676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7300000 | PA      | $5484402.11    | 0.04%             | 2055-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LSEG NETHE 0.75% 04/06/33/EUR/                | LSEG NETHERLANDS BV /EUR/ REGD REG S MTN 0.75000000                                          | CUSIP: N54926AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $966324.20     | 0.01%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMADEUS I 2.875% 05/20/27/EUR/                | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 2.87500000                                         | CUSIP: E04648AS5<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $592359.52     | 0.00%             | 2027-05-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/43                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1794900 | PA      | $1795040.22    | 0.01%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL DEVELO 0.7% 01/17/42/EUR/                | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.70000000                                           | CUSIP: U4592BJS8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $769087.25     | 0.01%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/29                | BANK OF NY MELLON CORP REGD V/R MTN 6.31700000                                               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |         2000 | PA      | $2123.38       | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.1% 05/15/29/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.10000000                                          | CUSIP: G4R49GAP8<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2567000 | PA      | $2902259.08    | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7990 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#FM7990 3.50000000                                                     | CUSIP: 3140XB2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       827702 | PA      | $760625.77     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.95% 04/05/54                   | ENBRIDGE INC REGD 5.95000000                                                                 | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |        70000 | PA      | $69389.76      | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENE 5.33% 06/15/34                | PUGET SOUND ENERGY INC REGD 5.33000000                                                       | CUSIP: 745332CM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10200.22      | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3350 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#CB3350 2.50000000                                                     | CUSIP: 3140QNWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1636164 | PA      | $1371079.28    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/31/30                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CMG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3391900 | PA      | $3458280.53    | 0.02%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROATIA 2.875% 04/22/32/EUR/                  | CROATIA /EUR/ REGD REG S 2.87500000                                                          | CUSIP: X7330ZFR8<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      1660000 | PA      | $1962029.14    | 0.01%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8298 6% 04/01/54                     | FANNIE MAE POOL UMBS P#CB8298 6.00000000                                                     | CUSIP: 3140QUGG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2149645 | PA      | $2211123.38    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44                  | UNITED STATES TREASURY BOND 4.12500000                                                       | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1795100 | PA      | $1646653.65    | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4767 4.5% 08/20/40                  | GINNIE MAE II POOL P#4767 4.50000000                                                         | CUSIP: 36202FJL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14075 | PA      | $13703.93      | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 05/15/33                  | UNITED STATES TREASURY NOTE 3.37500000                                                       | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     71788400 | PA      | $68434535.69   | 0.47%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7000 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA7000 2.50000000                                                    | CUSIP: 3133KNX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       554688 | PA      | $464232.21     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN5171 3.29% 04/01/27                  | FANNIE MAE POOL UMBS P#AN5171 3.29000000                                                     | CUSIP: 3138LHW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2600000 | PA      | $2561583.65    | 0.02%             | 2027-04-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 1.2% 03/13/31/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 121 1.20000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     54460000 | PA      | $2247845.37    | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7936 2.5% 03/20/52                | GINNIE MAE II POOL P#MA7936 2.50000000                                                       | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       786442 | PA      | $669358.90     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 07/18/25                           | KFW REGD 0.37500000                                                                          | CUSIP: 500769JF2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       150000 | PA      | $149712.37     | 0.00%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M11 A 2.98% 08/25/29                 | FANNIE MAE-ACES SER 2017-M11 CL A2 2.98000000                                                | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       851087 | PA      | $812746.29     | 0.01%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SA 4.7% 07/21/32                | AMERICA MOVIL SAB DE CV REGD 4.70000000                                                      | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $198560.80     | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/41                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834KV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       200000 | PA      | $89718.55      | 0.00%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20250917 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2653.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BZ0178 4.83% 12/01/31                  | FANNIE MAE POOL UMBS P#BZ0178 4.83000000                                                     | CUSIP: 3140NUFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1161000 | PA      | $1184527.91    | 0.01%             | 2031-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.9% 11/18/26                     | EQUINIX INC REGD 2.90000000                                                                  | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19596.68      | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/27/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N8T17VZH5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      6290000 | PA      | $7201889.29    | 0.05%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BANKINTER SA V/R 08/08/35/EUR/                | BANKINTER SA /EUR/ REGD V/R REG S 4.12500000                                                 | CUSIP: E2R16JL75<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1426794.74    | 0.01%             | 2035-08-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 08/15/38                 | CIGNA GROUP/THE REGD SER WI 4.80000000                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       135000 | PA      | $126860.96     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/42                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810QX9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       651700 | PA      | $499186.92     | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENNET HOLD 1.5% 06/03/39/EUR/                | TENNET HOLDING BV /EUR/ REGD EMTN 1.50000000                                                 | CUSIP: N85094PX7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $187156.86     | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBA 0.05% 10/24/29/EUR/                | KOMMUNALBANKEN AS /EUR/ REGD REG S 0.05000000                                                | CUSIP: R6333NNV3<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      1500000 | PA      | $1591872.18    | 0.01%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.375% 08/15/27                  | UNITED STATES TREASURY BOND 6.37500000                                                       | CUSIP: 912810FA1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       155300 | PA      | $163701.97     | 0.00%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9994 6.5% 11/01/54                   | FANNIE MAE POOL UMBS P#FS9994 6.50000000                                                     | CUSIP: 3140XSC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2727838 | PA      | $2829972.69    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/71/GBP/                | UNITED KINGDOM GILT /GBP/ REGD 1.62500000                                                    | CUSIP: G4527HDJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8330000 | PA      | $4596538.00    | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0550 6% 12/01/54                     | FREDDIE MAC POOL UMBS P#QX0550 6.00000000                                                    | CUSIP: 31425UTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       342324 | PA      | $355170.09     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2677 3% 03/20/45                  | GINNIE MAE II POOL P#MA2677 3.00000000                                                       | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        80622 | PA      | $72495.20      | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA  0.375% 04/09/29/EUR/                | FINNVERA PLC /EUR/ REGD REG S 0.37500000                                                     | CUSIP: X2994QBG4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       300000 | PA      | $327766.91     | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA P 1.7% 05/15/28                | AUTOMATIC DATA PROCESSNG REGD 1.70000000                                                     | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1880.46       | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 5.593% 11/13/33                | ROCHE HOLDINGS INC REGD 144A P/P 5.59300000                                                  | CUSIP: 771196CH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1749701.20    | 0.01%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AFFORDABLE  3.8% 05/20/42/GBP/                | AFFORDABLE HOUSING FINAN /GBP/ REGD REG S EMTN 3.80000000                                    | CUSIP: G012AQAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $342564.01     | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1009 4% 02/01/38                     | FREDDIE MAC POOL UMBS P#SB1009 4.00000000                                                    | CUSIP: 3132CXDN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       111835 | PA      | $109529.74     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUB 3.7% 08/15/47                | SOUTHWESTERN PUBLIC SERV REGD 3.70000000                                                     | CUSIP: 845743BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $733436.87     | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 06/20/33/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 11 1.70000000                                           | CUSIP: J2615Q4Z5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $719370.86     | 0.00%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 3.5% 02/25/33/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.50000000                                         | CUSIP: F0108USV1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $241473.15     | 0.00%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR3228 2% 02/01/36                     | FANNIE MAE POOL UMBS P#BR3228 2.00000000                                                     | CUSIP: 3140L1SS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1500161 | PA      | $1376527.58    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 10/31/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922APQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      2200000 | PA      | $2661835.95    | 0.02%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| HENKEL AG & 0.5% 11/17/32/EUR/                | HENKEL AG & CO KGAA /EUR/ REGD REG S EMTN 0.50000000                                         | CUSIP: D3207MJB9<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $98264.12      | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7529 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#CA7529 2.50000000                                                     | CUSIP: 3140QFLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5828133 | PA      | $4838896.25    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.25% 12/01/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 1.25000000                                 | CUSIP: T6247A6P6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5337000 | PA      | $6231263.90    | 0.04%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 2.9% 08/19/32/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2211 2.90000000                                      | CUSIP: Y23862UD8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    136600000 | PA      | $20513888.37   | 0.14%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 08/02/32/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 0.75000000                                       | CUSIP: F5407GTM8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112854.85     | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.6% 03/02/43                       | AMGEN INC REGD 5.60000000                                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       615000 | PA      | $611239.82     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES O 2% 08/15/31                | INVITATION HOMES OP REGD 2.00000000                                                          | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        48000 | PA      | $40872.70      | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 IM 2% 12/25/50                    | FANNIE MAE REMICS SER 2020-89 CL IM 2.00000000                                               | CUSIP: 3136BCF54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8918918 | PA      | $1162021.77    | 0.01%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4123 3% 03/01/30                     | FANNIE MAE POOL UMBS P#BM4123 3.00000000                                                     | CUSIP: 3140J8SM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        20878 | PA      | $20460.70      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROU V/R 02/28/34/EUR/                | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN 5.76300000                                       | CUSIP: G6422BAL9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3170262.78    | 0.02%             | 2034-02-28      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.68% 05/21/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.68000000                                         | CUSIP: Y6S39BXJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    525400000 | PA      | $77298631.96   | 0.53%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.3% 04/01/53                | FLORIDA POWER & LIGHT CO REGD 5.30000000                                                     | CUSIP: 341081GM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9572.53       | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AFRICAN DE 2.25% 09/14/29/EUR/                | AFRICAN DEVELOPMENT BANK /EUR/ REGD EMTN 2.25000000                                          | CUSIP: V00001YJ6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $2340675.43    | 0.02%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.875% 05/25/28/EUR/                   | UNEDIC /EUR/ REGD REG S EMTN 0.87500000                                                      | CUSIP: F9627PCY6<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1585669.80    | 0.01%             | 2028-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA  1.75% 11/03/40/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS78 1.75000000                                     | CUSIP: X7S28MHZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       612000 | PA      | $578432.36     | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.6% 05/15/41/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 17Y 2.60000000                                 | CUSIP: D2R8H4KS7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3800000 | PA      | $4282940.61    | 0.03%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KFW 0.625% 01/07/28/EUR/                      | KFW /EUR/ REGD 0.62500000                                                                    | CUSIP: D4S46MGN9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       720000 | PA      | $819024.85     | 0.01%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 12/20/32/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 142 1.80000000                                          | CUSIP: J2615QHX6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1010900000 | PA      | $7331087.09    | 0.05%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COM 2.5% 04/08/31/GBP/                | VERIZON COMMUNICATIONS /GBP/ REGD 2.50000000                                                 | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1213021.57    | 0.01%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-INV2 A1 V/R 10/25/51                 | OBX 2021-INV2 TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 5.00000000                        | CUSIP: 67114KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       391920 | PA      | $365120.41     | 0.00%             | 2051-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 Y 1.9% 09/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 121 1.90000000                                          | CUSIP: J2615Q3P8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2832550000 | PA      | $20563402.29   | 0.14%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 5.625% 04/29/33/GBP/                | NORTHUMBRIAN WATER FIN /GBP/ REGD 5.62500000                                                 | CUSIP: G6661MAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $579971.40     | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ERSTE GROU 0.01% 09/11/29/EUR/                | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.01000000                                         | CUSIP: A1953UV38<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $105989.15     | 0.00%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/29                   | UNITED STATES TREASURY NOTE 3.25000000                                                       | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1706000 | PA      | $1674612.26    | 0.01%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 4.7% 06/15/32                | O'REILLY AUTOMOTIVE INC REGD 4.70000000                                                      | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |         6000 | PA      | $5957.89       | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 3.45% 12/15/27                    | CENCORA INC REGD 3.45000000                                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4903.74       | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 2.875% 01/18/28/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.87500000                                           | CUSIP: X5S9WAP67<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |      1100000 | PA      | $1319116.33    | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4603 2.5% 05/01/37                   | FANNIE MAE POOL UMBS P#MA4603 2.50000000                                                     | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       105330 | PA      | $98297.81      | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/31                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1769500 | PA      | $1803507.58    | 0.01%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5.2% 09/01/34                | CROWN CASTLE INC REGD 5.20000000                                                             | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9905.02       | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 0% 10/01/40/DKK/                | REALKREDIT DANMARK /DKK/ REGD REG S SER 22S 0.00000000                                       | CUSIP: K8094KXG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |        36910 | PA      | $4752.11       | 0.00%             | 2040-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0250 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC0250 6.50000000                                                     | CUSIP: 3140AMH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       661740 | PA      | $685076.81     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANN 2.9% 03/01/30/EUR/                | PARKER-HANNIFIN CORP /EUR/ REGD 2.90000000                                                   | CUSIP: U70109AH3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      3329000 | PA      | $3892745.78    | 0.03%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 3.9% 07/04/36/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.90000000                                            | CUSIP: Y5325PBR4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     13500000 | PA      | $2261086.16    | 0.02%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 3.875% 09/10/43/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4309 3.87500000                                           | CUSIP: Y7277F2Y5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  12433490000 | PA      | $10565529.21   | 0.07%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIA 5.875% 05/11/29/GBP/                | PRUDENTIAL FUNDING ASIA /GBP/ REGD 5.87500000                                                | CUSIP: G7289NAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $2145152.37    | 0.01%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROATIA 2.7% 06/15/28/EUR/                    | CROATIA /EUR/ REGD REG S 2.70000000                                                          | CUSIP: X7330ZFN7<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      2850000 | PA      | $3398800.26    | 0.02%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK 2.875% 02/07/50                | KIMBERLY-CLARK CORP REGD 2.87500000                                                          | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |        25000 | PA      | $16126.91      | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 11/06/30/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: D1T0VZCK5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $223879.52     | 0.00%             | 2030-11-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.875% 11/04/26/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: F07332NH2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1402132.71    | 0.01%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 09/30/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2601300 | PA      | $2406100.89    | 0.02%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  3.375% 04/24/34/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 3.37500000                                      | CUSIP: D1T0VZEE7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $602930.75     | 0.00%             | 2034-04-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT  0.2% 03/10/30/JPY/                | JAPAN GOVT CPI LINKED /JPY/ REGD SER 25 0.20000000                                           | CUSIP: J2S39KAR7<br>LEI: N/A                  | Long             | DBT              | UST               | JP        |    110912000 | PA      | $829377.11     | 0.01%             | 2030-03-10      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT S 3.5% 07/31/30/EUR/                | UNICREDIT SPA /EUR/ REGD REG S EMTN 3.50000000                                               | CUSIP: T9520LKF0<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      1800000 | PA      | $2190708.44    | 0.02%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KRED 3% 07/02/30/EUR/                | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 3.00000000                                           | CUSIP: D1895QET7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120066.96     | 0.00%             | 2030-07-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 7.5% 05/15/38/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR75 7.50000000                                          | CUSIP: Y6S86ZGS2<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   1300000000 | PA      | $83916.66      | 0.00%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED KING 3.5% 07/22/68/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000                                              | CUSIP: G4527HCU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     14642000 | PA      | $14388402.06   | 0.10%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORO USD 10Y P 5.00000 L       10/14/25 BRC    | ORO USD 10Y P 5.00000 L       10/14/25 BRC 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1000000 | NC      | $246.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.20PCI6M 07/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DK        |            1 | NC      | $9358.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANDBK HES 0.01% 07/19/27/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: D4S75UQJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $112779.86     | 0.00%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LFA FOERDE 0.75% 04/01/31/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD SER 1180 0.75000000                                        | CUSIP: D50208BG7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $423154.54     | 0.00%             | 2031-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.7% 07/01/34                | HOST HOTELS & RESORTS LP REGD 5.70000000                                                     | CUSIP: 44107TBB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       460000 | PA      | $462395.78     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 4.85% 08/15/52                | DOMINION ENERGY INC REGD SER B 4.85000000                                                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21151.92      | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.985% 03/08/34                | ROCHE HOLDINGS INC REGD 144A P/P 4.98500000                                                  | CUSIP: 771196CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1986740.77    | 0.01%             | 2034-03-08      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL ISDA MYC 4.23000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -260000 | PA      | $-260000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.95% 05/26/27/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.95000000                                       | CUSIP: X3446DCK5<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       500000 | PA      | $574890.27     | 0.00%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.30PCAON 12/03/53 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $11462.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNP ASSURA 1.25% 01/27/29/EUR/                | CNP ASSURANCES SACA /EUR/ REGD REG S 1.25000000                                              | CUSIP: F1876NBY7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       700000 | PA      | $775888.28     | 0.01%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9377 4.64% 09/01/28                  | FANNIE MAE POOL UMBS P#BS9377 4.64000000                                                     | CUSIP: 3140LLM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       229304 | PA      | $232774.48     | 0.00%             | 2028-09-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36                | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1659239.17    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.75% 01/22/49/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                              | CUSIP: G4527HEG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     22929000 | PA      | $16835170.23   | 0.12%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 06/10/28/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2806 2.62500000                                           | CUSIP: Y7277FXQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  13179330000 | PA      | $9813514.27    | 0.07%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6328 2.5% 12/20/49                | GINNIE MAE II POOL P#MA6328 2.50000000                                                       | CUSIP: 36179VA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       231059 | PA      | $193523.39     | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 05/15/46                    | UNITED STATES TREASURY BOND 2.50000000                                                       | CUSIP: 912810RS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1427200 | PA      | $987165.26     | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 3.75% 02/27/40/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 252 3.75000000                                 | CUSIP: X5S008DM4<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1060000 | PA      | $1223531.44    | 0.01%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 02/20/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                    | CUSIP: A0654ULS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3960000 | PA      | $4388210.75    | 0.03%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND G 3.45% 06/17/43/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.45000000                                               | CUSIP: Y6065BQX8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    146630000 | PA      | $5436150.17    | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 2.5% 10/15/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.50000000                                    | CUSIP: D5S07LKK6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       550000 | PA      | $649889.48     | 0.00%             | 2029-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 04/15/52/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 31Y 0.12500000                                             | CUSIP: X27717LS8<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       800000 | PA      | $399089.45     | 0.00%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICI 1.875% 10/13/36/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.87500000                                    | CUSIP: F4065QDT4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $191917.32     | 0.00%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 02/12/36                       | US BANCORP REGD V/R 5.42400000                                                               | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |        60000 | PA      | $61135.13      | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17232 3% 11/01/26                    | FREDDIE MAC GOLD POOL P#J17232 3.00000000                                                    | CUSIP: 3128PXA97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        75626 | PA      | $74860.81      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA FBF                      | CASH COLLATERAL ISDA FBF 4.23000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -625000 | PA      | $-625000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/27/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD SER 13H* 1.00000000                                        | CUSIP: K74181G75<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      1600000 | PA      | $249290.29     | 0.00%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 5.25% 09/15/38/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 5.25000000                                             | CUSIP: Q9194YVL5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1920000 | PA      | $1258593.34    | 0.01%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 5.375% 01/31/56/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 5.37500000                                              | CUSIP: G4527HR45<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      2640000 | PA      | $3679239.95    | 0.03%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN6619 3% 01/20/47                  | GINNIE MAE II POOL P#CN6619 3.00000000                                                       | CUSIP: 3617F6K80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       316111 | PA      | $278700.02     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.4% 06/22/40/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 90 0.40000000                                                 | CUSIP: B1121KEJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2915000 | PA      | $2186545.20    | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/26/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 344 0.10000000                                          | CUSIP: J2S39KPV2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    131500000 | PA      | $907555.92     | 0.01%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     91584500 | PA      | $91899321.72   | 0.63%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.5% 04/30/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.50000000                                               | CUSIP: E8922ACV0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5615000 | PA      | $6564529.81    | 0.05%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TELEFONAKTIEB 1% 05/26/29/EUR/                | TELEFONAKTIEBOLAGET LM E /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: W6276VBW9<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      1315000 | PA      | $1428103.74    | 0.01%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.55% 08/15/31                | META PLATFORMS INC REGD 4.55000000                                                           | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96301.67      | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 03/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 176 0.50000000                                          | CUSIP: J2S39LMG6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1173050000 | PA      | $6418071.35    | 0.04%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 2.5% 08/04/28/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2315 2.50000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |      7000000 | PA      | $1003397.57    | 0.01%             | 2028-08-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 4.904% 07/01/30                | NOMURA HOLDINGS INC REGD 4.90400000                                                          | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1130000 | PA      | $1133713.36    | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 08/31/33/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.87500000                                             | CUSIP: F1233NR69<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1096741.01    | 0.01%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 6% 05/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 6.00000000                                       | CUSIP: T6247ANR3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4453000 | PA      | $6163410.69    | 0.04%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMPRION G 3.971% 09/22/32/EUR/                | AMPRION GMBH /EUR/ REGD REG S 3.97100000                                                     | CUSIP: D03614BG4<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $486303.73     | 0.00%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN4130 3.44% 01/01/37                  | FANNIE MAE POOL UMBS P#AN4130 3.44000000                                                     | CUSIP: 3138LGSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       302713 | PA      | $277364.61     | 0.00%             | 2037-01-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0217 3% 01/01/33                     | FREDDIE MAC POOL UMBS P#SB0217 3.00000000                                                    | CUSIP: 3132CWG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        34796 | PA      | $33808.82      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FAMCA 2.15% 07/23/40                          | FEDERAL AGRICULTURAL MORTGAGE CORP MTN 2.15000000                                            | CUSIP: 31422BJ76<br>LEI: 549300MS654K78GYF580 | Long             | DBT              | USGA              | US        |       223000 | PA      | $152749.81     | 0.00%             | 2040-07-23      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  1.9% 08/15/30                | PIONEER NATURAL RESOURCE REGD 1.90000000                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $930406.34     | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 5.25% 09/15/33                 | S&P GLOBAL INC REGD 5.25000000                                                               | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        35000 | PA      | $36357.38      | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7652 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#CB7652 6.50000000                                                     | CUSIP: 3140QTQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       281108 | PA      | $293368.47     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK MUNI B 1.625% 08/26/60/GBP/                | UK MUNI BONDS AGENCY /GBP/ REGD REG S 1.62500000                                             | CUSIP: G930EZAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $49324.12      | 0.00%             | 2060-08-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.15% 09/15/32                | SOUTHERN CO GAS CAPITAL REGD 5.15000000                                                      | CUSIP: 8426EPAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2941452.60    | 0.02%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IBRD V/R 05/31/26                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R 2.33000000                           | CUSIP: U4586HTZ6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1000000 | PA      | $979900.00     | 0.01%             | 2026-05-31      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4515 3% 02/01/52                     | FANNIE MAE POOL UMBS P#FS4515 3.00000000                                                     | CUSIP: 3140XLAR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       162639 | PA      | $142120.29     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 5.4% 08/15/54                     | NETFLIX INC REGD 5.40000000                                                                  | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19755.51      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29                | GLP CAPITAL LP / FIN II REGD 5.30000000                                                      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $404418.61     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0722 5.5% 03/01/55                   | FREDDIE MAC POOL UMBS P#SL0722 5.50000000                                                    | CUSIP: 31427MYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       929733 | PA      | $935986.17     | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C39 3.418% 09/15/50                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 SER 2017-C39 CL A5 REGD 3.41800000            | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $969959.50     | 0.01%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HOUSING AU 1.41% 06/29/32/AUD/                | HOUSING AUSTRALIA /AUD/ REGD MTN 1.41000000                                                  | CUSIP: Q6568MAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       460000 | PA      | $250839.64     | 0.00%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 4.55% 03/01/29                | RPM INTERNATIONAL INC REGD 4.55000000                                                        | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49912.14      | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2% 04/14/33/EUR/                      | ROMANIA /EUR/ REGD EMTN 2.00000000                                                           | CUSIP: X7360WBT8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1500000 | PA      | $1352975.47    | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SY 0.25% 06/14/28/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: B4S13TGC9<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $219810.68     | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.375% 04/16/40/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD EMTN 1.37500000                                            | CUSIP: D1T0VZBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $43990.66      | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.65% 06/15/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 2.65000000                                  | CUSIP: T6031QBT7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5800000 | PA      | $6912469.17    | 0.05%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RELX FINANC 0.5% 03/10/28/EUR/                | RELX FINANCE BV /EUR/ REGD REG S 0.50000000                                                  | CUSIP: N7S84NJU3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       500000 | PA      | $558848.92     | 0.00%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB 3% 01/25/27/EUR/                | RAIFFEISEN LB VORARLBERG /EUR/ REGD REG S SER 9 3.00000000                                   | CUSIP: A6945WAN3<br>LEI: 529900FEID5L4H2T2L70 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $118903.41     | 0.00%             | 2027-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACHMEA BA 2.625% 10/15/27/EUR/                | ACHMEA BANK NV /EUR/ REGD REG S EMTN 2.62500000                                              | CUSIP: N0044HCL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118878.71     | 0.00%             | 2027-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.625% 01/24/31/EUR/                | LAND BERLIN /EUR/ REGD 2.62500000                                                            | CUSIP: D09856E56<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1180494.03    | 0.01%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% JUL12                      | FNMA 30YR TBA 3.0% JUL12       TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -53400000 | PA      | $-46175793.28  | -0.32%            | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4755 3.5% 02/01/48                   | FREDDIE MAC POOL UMBS P#ZS4755 3.50000000                                                    | CUSIP: 3132A5H81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1451774 | PA      | $1330379.54    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA 3.625% 04/30/35/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.62500000                                         | CUSIP: E90211AA6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       300000 | PA      | $355743.49     | 0.00%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2.45% 12/02/27                 | NRG ENERGY INC REGD 144A P/P 2.45000000                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2157959.03    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW INC 1.4% 09/01/30                  | SERVICENOW INC REGD 1.40000000                                                               | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4328.67       | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 06/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 367 0.20000000                                          | CUSIP: J2S39LVM3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4129800000 | PA      | $26890947.29   | 0.18%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 6.125% 05/15/55                | TARGA RESOURCES CORP REGD 6.12500000                                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        60000 | PA      | $58797.81      | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC RE 1.5% 06/18/30/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.50000000                                                      | CUSIP: X32332C26<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2940000 | PA      | $3287648.47    | 0.02%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK HYPO 3% 03/28/29/SEK/                | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 199 3.00000000                                  | CUSIP: W9T1222Y1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $216403.81     | 0.00%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3184 4.5% 11/01/47                   | FANNIE MAE POOL UMBS P#MA3184 4.50000000                                                     | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       509886 | PA      | $494480.87     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H16 F V/R 09/20/71                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H16 CL F V/R 5.80185000                    | CUSIP: 38382YGW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9837910 | PA      | $10046923.78   | 0.07%             | 2071-09-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS  7.75% 05/29/31/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                          | CUSIP: P9767HEK1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     12000000 | PA      | $609205.68     | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIG 4.454% 04/01/22                | UNIV OF MICHIGAN MI REGD B/E 4.45400000                                                      | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1000000 | PA      | $784287.30     | 0.01%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 10/27/28/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                   | CUSIP: D2R04NCE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        25000 | PA      | $27240.93      | 0.00%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSIT 1% 09/21/28/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S 1.00000000                                         | CUSIP: T2599HJA3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       300000 | PA      | $336365.97     | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1093 3% 07/01/38                     | FREDDIE MAC POOL UMBS P#SB1093 3.00000000                                                    | CUSIP: 3132CXGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       586457 | PA      | $559146.28     | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROATIA 1.5% 06/17/31/EUR/                    | CROATIA /EUR/ REGD REG S 1.50000000                                                          | CUSIP: X7330ZFM9<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      1290000 | PA      | $1414391.25    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  3.125% 10/19/26/EUR/                | DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 3.12500000                                            | CUSIP: D1T7GCNS9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119368.50     | 0.00%             | 2026-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 6.2% 01/25/37                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.20000000                                               | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1707053.48    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 08/07/27                | LLOYDS BANKING GROUP PLC REGD V/R 5.98500000                                                 | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2150000 | PA      | $2182416.41    | 0.02%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT 3.37% 10/05/34                | INT DEVELOPMENT FIN CORP REGD 3.37000000                                                     | CUSIP: 6903532V8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        76005 | PA      | $72766.33      | 0.00%             | 2034-10-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 2.75% 02/19/35/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S 2.75000000                                         | CUSIP: D3R62XBL6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       300000 | PA      | $346278.07     | 0.00%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.39% 11/15/26/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.39000000                                         | CUSIP: Y6S39B4R8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    268000000 | PA      | $37910674.47   | 0.26%             | 2026-11-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.95% 12/01/47                | PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000                                                | CUSIP: 694308HY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $635848.89     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNM 4% 06/24/69/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 4.00000000                                         | CUSIP: Y6S39BUJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      5000000 | PA      | $1103142.91    | 0.01%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINNISH G 0.125% 09/15/31/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.12500000                                             | CUSIP: X27717LW9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2215000 | PA      | $2243516.85    | 0.02%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.35% 05/15/33                | WILLIS NORTH AMERICA INC REGD 5.35000000                                                     | CUSIP: 970648AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20500.80      | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.875% 02/27/53                | ELI LILLY & CO REGD 4.87500000                                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       270000 | PA      | $247795.68     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3723 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#RA3723 2.00000000                                                    | CUSIP: 3133KKD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       207971 | PA      | $166757.57     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 2.5% 05/21/30/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.50000000                                                 | CUSIP: N1428ATG9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $706038.48     | 0.00%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 3% 10/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.00000000                                  | CUSIP: T6031QAH4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2545000 | PA      | $3056311.43    | 0.02%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC  3.625% 06/15/35/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.62500000                                                      | CUSIP: X3R2CRAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1725000 | PA      | $2087337.92    | 0.01%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB9031 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#CB9031 6.50000000                                                     | CUSIP: 3140QVA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2140948 | PA      | $2227624.22    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5429 5.5% 05/01/54                   | FREDDIE MAC POOL UMBS P#SD5429 5.50000000                                                    | CUSIP: 3132DTA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3583182 | PA      | $3604009.86    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.25% 03/01/54                | HONEYWELL INTERNATIONAL REGD 5.25000000                                                      | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        73000 | PA      | $69296.48      | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 1.187% 03/14/29/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS81 1.18750000                                     | CUSIP: X7S28MKQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       420000 | PA      | $478496.48     | 0.00%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| BUREAU VE 3.125% 11/15/31/EUR/                | BUREAU VERITAS SA /EUR/ REGD REG S 3.12500000                                                | CUSIP: F122A2AB6<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1054468.28    | 0.01%             | 2031-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4487 3% 02/01/27                     | FANNIE MAE POOL UMBS P#AB4487 3.00000000                                                     | CUSIP: 31417A6Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        86833 | PA      | $85761.42      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANC 6.25% 04/18/34                | BLUE OWL FINANCE LLC REGD 6.25000000                                                         | CUSIP: 09581JAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $133780.71     | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6547 6% 12/01/53                     | FANNIE MAE POOL UMBS P#FS6547 6.00000000                                                     | CUSIP: 3140XNHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       682354 | PA      | $700072.55     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8468 5% 10/01/54                     | FREDDIE MAC POOL UMBS P#SD8468 5.00000000                                                    | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       151398 | PA      | $148435.77     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0241 6% 08/01/54                     | FANNIE MAE POOL UMBS P#DC0241 6.00000000                                                     | CUSIP: 3140AMHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       290837 | PA      | $298959.05     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.55% 05/01/28                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.55000000                                            | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1135000 | PA      | $1165577.86    | 0.01%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVER 3.6% 05/21/30/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.60000000                                            | CUSIP: Y5325PBE3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      8500000 | PA      | $1300929.98    | 0.01%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29                | DCP MIDSTREAM OPERATING REGD 5.12500000                                                      | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1522952.61    | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 2.75% 01/17/33/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.75000000                                     | CUSIP: D4900MBH2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $353761.00     | 0.00%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 1.9% 08/15/31                | PUBLIC SERVICE ELECTRIC REGD MTN 1.90000000                                                  | CUSIP: 74456QCH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4319.44       | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN1100 3% 01/20/47                  | GINNIE MAE II POOL P#CN1100 3.00000000                                                       | CUSIP: 3617YYGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       452187 | PA      | $398675.48     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4130 6% 05/01/55                     | FREDDIE MAC POOL UMBS P#RJ4130 6.00000000                                                    | CUSIP: 3142GUSU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       693876 | PA      | $708990.95     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSA 1.375% 05/31/27/EUR/                | LANSFORSAKRINGAR HYPOTEK /EUR/ REGD EMTN 1.37500000                                          | CUSIP: W5612FFJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $116026.78     | 0.00%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.4% 05/15/35/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000                                          | CUSIP: G4R49GAR4<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2730000 | PA      | $2509130.64    | 0.02%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.95% 02/01/51                | SOUTHERN CAL EDISON REGD SER 20A 2.95000000                                                  | CUSIP: 842400GY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       875000 | PA      | $511803.71     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CNH/USD FWD 20250917 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $840.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADEUS I 3.375% 03/25/30/EUR/                | AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 3.37500000                                         | CUSIP: E04648BE5<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1791663.69    | 0.01%             | 2030-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.96% 07/18/32/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2215 2.96000000                                        | CUSIP: Y1456TNP7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    120600000 | PA      | $18189539.81   | 0.13%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 3.625% 08/04/32/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.62500000                                       | CUSIP: D076A3SE9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $359275.53     | 0.00%             | 2032-08-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNR 2021-36 YI V/R 06/25/61                   | FANNIE MAE REMICS SER 2021-36 CL YI V/R 2.26465900                                           | CUSIP: 3136BHPB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11409081 | PA      | $860782.09     | 0.01%             | 2061-06-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/27/30/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 15Y 0.50000000                                              | CUSIP: H21069F89<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      3140000 | PA      | $4028365.34    | 0.03%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEXIA 0% 01/21/28/EUR/                        | DEXIA /EUR/ REGD REG S EMTN 0.00000000                                                       | CUSIP: F3R304JY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1446244.92    | 0.01%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AP8727 3% 06/01/43                     | FANNIE MAE POOL UMBS P#AP8727 3.00000000                                                     | CUSIP: 3138MCVV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       919789 | PA      | $800740.02     | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.375% 09/10/38/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3809 2.37500000                                           | CUSIP: Y7277FYA2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1406080000 | PA      | $989034.56     | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN O 4.75% 06/02/30                | SAUDI ARABIAN OIL CO REGD 144A P/P 4.75000000                                                | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |      2240000 | PA      | $2250542.29    | 0.02%             | 2030-06-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 06/25/44/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F26348AA4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6940000 | PA      | $4603955.39    | 0.03%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                    | UNITED STATES TREASURY BOND 2.50000000                                                       | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2317000 | PA      | $1633213.48    | 0.01%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK  1% 03/01/27/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1592 1.00000000                                     | CUSIP: W86201XV2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $207853.37     | 0.00%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 2.875% 02/06/34/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: D4S75UUD1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117366.19     | 0.00%             | 2034-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3892 4.89% 05/01/32                  | FANNIE MAE POOL UMBS P#BZ3892 4.89000000                                                     | CUSIP: 3140NYKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2000000 | PA      | $2027530.70    | 0.01%             | 2032-05-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.75% 11/17/32                | PHILIP MORRIS INTL INC REGD 5.75000000                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5288.17       | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP01.10 05/08/30 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $732933.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIE FINAN 5.875% 12/01/32/GBP/                | NIE FINANCE PLC /GBP/ REGD REG S 5.87500000                                                  | CUSIP: G66359AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $285949.07     | 0.00%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES I 5.65% 12/01/54                | EOG RESOURCES INC REGD 5.65000000                                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24442.03      | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.75PMUTK 07/08/54 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-107729.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.75% 10/11/34/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 15Y 4.75000000                                        | CUSIP: X5S007FC6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      5340000 | PA      | $1019562.73    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 06/15/26                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CHH7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1709700 | PA      | $1711748.08    | 0.01%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 0.85% 07/30/37/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000                                               | CUSIP: E8922AKX7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5040000 | PA      | $4444968.62    | 0.03%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8265 3% 09/20/52                  | GINNIE MAE II POOL P#MA8265 3.00000000                                                       | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       770136 | PA      | $681209.28     | 0.00%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATI 2.45% 06/15/30                | MAGNA INTERNATIONAL INC REGD 2.45000000                                                      | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $905095.28     | 0.01%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 5.4% 12/15/34                | CANADIAN NATL RESOURCES REGD 144A P/P 5.40000000                                             | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2705000 | PA      | $2688761.21    | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA G 7.5% 04/15/40/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR83 7.50000000                                          | CUSIP: Y6S86ZNH8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  65817000000 | PA      | $4249544.44    | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 2.834% 11/15/41                | OHIOHEALTH CORP REGD 2.83400000                                                              | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |       370000 | PA      | $264097.39     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/26/30/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S 0.00000000                                          | CUSIP: H61731Y84<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       650000 | PA      | $801292.84     | 0.01%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERG 3.85% 06/15/34/EUR/                | DUKE ENERGY CORP /EUR/ REGD 3.85000000                                                       | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2571393.58    | 0.02%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST C 1.875% 02/20/36/GBP/                | COMCAST CORP /GBP/ REGD 1.87500000                                                           | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       575000 | PA      | $570820.40     | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/36                | AMERICAN EXPRESS CO REGD V/R 5.44200000                                                      | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40835.34      | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HNU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8680000 | PA      | $12081034.05   | 0.08%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4184 3% 01/20/47                  | GINNIE MAE II POOL P#MA4184 3.00000000                                                       | CUSIP: 36179SUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        96825 | PA      | $85028.57      | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLES 0.5% 03/22/29/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.50000000                                          | CUSIP: D170N8BG8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       440000 | PA      | $484144.25     | 0.00%             | 2029-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU 3.75% 07/04/35/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       300000 | PA      | $356763.10     | 0.00%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/01/28                  | DANSKE BANK A/S REGD V/R 144A P/P 5.42700000                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      1090000 | PA      | $1109029.14    | 0.01%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BP9421 3% 07/01/50                     | FANNIE MAE POOL UMBS P#BP9421 3.00000000                                                     | CUSIP: 3140KHPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2932455 | PA      | $2564784.64    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC 2.125% 04/23/30                   | CARGILL INC REGD 144A P/P 2.12500000                                                         | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1361178.74    | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7023 2% 12/20/35                  | GINNIE MAE II POOL P#MA7023 2.00000000                                                       | CUSIP: 36179VYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2270857 | PA      | $2096778.37    | 0.01%             | 2035-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 12/31/31                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CMC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1939104.56    | 0.01%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 02/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.75000000                                         | CUSIP: F26348BB1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     25750000 | PA      | $29262971.20   | 0.20%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAISSE CE 2.625% 01/18/28/EUR/                | CAISSE CENT CREDIT IMMOB /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: F1R987DR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $237499.79     | 0.00%             | 2028-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 3% 06/06/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: D5S07LKC4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $964457.86     | 0.01%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  5.05% 09/01/34                | SOUTHERN CALIF GAS CO REGD 5.05000000                                                        | CUSIP: 842434DB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $870593.89     | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.9% 06/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 189 1.90000000                                          | CUSIP: J2S39L3L6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    546350000 | PA      | $3553352.20    | 0.02%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 04/04/32 /EUR                | EUROPEAN UNION /EUR/ REGD  REG S EMTN 3.37500000                                             | CUSIP: L3334EAU1<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      1200000 | PA      | $1469092.10    | 0.01%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITH 5.25% 12/19/33/GBP/                | GLAXOSMITHKLINE CAPITAL /GBP/ REGD EMTN 5.25000000                                           | CUSIP: G3910EAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       640000 | PA      | $916420.64     | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHMS K-152 A2 V/R 11/25/32                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-152 CL A2 V/R 3.78000000       | CUSIP: 3137H9M89<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2399730.75    | 0.02%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.66% 03/01/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2105 3.66000000                                        | CUSIP: Y1456TKS4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     64700000 | PA      | $9980829.95    | 0.07%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 03/20/44/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 42 1.70000000                                           | CUSIP: J2615QQK4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1650000000 | PA      | $10419159.06   | 0.07%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 4% 10/19/32/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 244 4.00000000                                 | CUSIP: X5S008DD4<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      2090000 | PA      | $2618585.39    | 0.02%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DRYD 2017-2 V/R 04/15/33 /EUR/                | DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 2.93900000          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      5734423 | PA      | $6739665.47    | 0.05%             | 2033-04-15      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.75% 11/01/29                | NEXTERA ENERGY CAPITAL REGD 2.75000000                                                       | CUSIP: 65339KBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4669.94       | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLD 6.1% 03/15/55                | FAIRFAX FINL HLDGS LTD REGD 6.10000000                                                       | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        31000 | PA      | $30415.66      | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 3.25% 01/15/32/GBP/                 | ORANGE SA /GBP/ REGD REG S EMTN 3.25000000                                                   | CUSIP: F6861DKQ2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1378110.64    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WU 3% 06/27/33/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.00000000                                          | CUSIP: D1U444BT6<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1194369.59    | 0.01%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/42                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       952100 | PA      | $725976.25     | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.5% 04/20/32/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 1.50000000                                                      | CUSIP: F9627PCF7<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $323290.73     | 0.00%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.625% 08/21/33                    | FISERV INC REGD 5.62500000                                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1102479.07    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 1.75% 06/18/32/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.75000000                                                      | CUSIP: X32332N32<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1410000 | PA      | $1540627.09    | 0.01%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-D 3.191% 02/16/29/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 3.19100000                                       | CUSIP: C8888LWN6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $120580.53     | 0.00%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| KFW 1.25% 06/30/27/EUR/                       | KFW /EUR/ REGD REG S EMTN 1.25000000                                                         | CUSIP: D4S46MRB3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      8160000 | PA      | $9473581.11    | 0.07%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS C 4.375% 09/15/28                | HYATT HOTELS CORP REGD 4.37500000                                                            | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9965.17       | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLIT 3.25% 09/24/27/EUR/                | BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 10 3.25000000                             | CUSIP: Q14900AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       698000 | PA      | $836634.75     | 0.01%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNS 413 C32 4% 11/25/39                       | FANNIE MAE INTEREST STRIP SER 413 CL C32 4.00000000                                          | CUSIP: 31395QSS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1158251 | PA      | $177315.83     | 0.00%             | 2039-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.6% 05/15/52                  | PECO ENERGY CO REGD 4.60000000                                                               | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $231004.53     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB2697 6% 04/01/54                     | FANNIE MAE POOL UMBS P#DB2697 6.00000000                                                     | CUSIP: 3140AB7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       373179 | PA      | $384244.20     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.6% 06/01/50                | COCA-COLA CO/THE REGD 2.60000000                                                             | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |        20000 | PA      | $12352.84      | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 6% 01/31/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 6.00000000                                               | CUSIP: E89228KF1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      2430000 | PA      | $3229955.85    | 0.02%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| C/O OTC ECAL FN 4.5 7-55 96 15                | CALL OPTION ON 100SHS          OTC ECAL FN 4.5 7-55 96 15 SAL 0.00000000                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |     -6000000 | NC      | $-2239.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL NIPPON 0.886% 09/29/25                | CENTRAL NIPPON EXPRESSWY REGD REG S 0.88600000                                               | CUSIP: J05755EX7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      1500000 | PA      | $1486719.44    | 0.01%             | 2025-09-29      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS  3.25% 01/15/31                | STEEL DYNAMICS INC REGD 3.25000000                                                           | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      2640000 | PA      | $2463082.94    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20250917 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $668.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEBB-INFRA 2.25% 05/28/29/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 2.25000000                                             | CUSIP: A586GDBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       325000 | PA      | $380517.60     | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 4.5% 03/23/28/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 28/B 4.50000000                                       | CUSIP: X51627SL6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    422060000 | PA      | $1186349.95    | 0.01%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.5% 11/25/33/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.50000000                                               | CUSIP: F26348DB9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     17085000 | PA      | $20757460.23   | 0.14%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN ST 2.625% 03/09/27/GBP/                | MORGAN STANLEY /GBP/ REGD MTN SER GMTN 2.62500000                                            | CUSIP: U6176SJ50<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1899262.76    | 0.01%             | 2027-03-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 06/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 63 0.40000000                                           | CUSIP: J2S39K4W3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1527050000 | PA      | $6521337.52    | 0.04%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARC 1.5% 11/15/32/EUR/                | UNITED PARCEL SERVICE /EUR/ REGD 1.50000000                                                  | CUSIP: 911312BE5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1193885.58    | 0.01%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AM 1.5% 05/25/32/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.50000000                                    | CUSIP: F1270CYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1614815.35    | 0.01%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4512 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#MA4512 2.50000000                                                     | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11689684 | PA      | $9731049.55    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEX 3% 06/15/50                | INTERCONTINENTALEXCHANGE REGD 3.00000000                                                     | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       160000 | PA      | $104599.52     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3240 4.5% 01/01/48                   | FANNIE MAE POOL UMBS P#MA3240 4.50000000                                                     | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        18543 | PA      | $17989.95      | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUER 3% 05/25/35/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S SER . 3.00000000                                      | CUSIP: D4886ACX0<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $58950.97      | 0.00%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786843 3% 03/20/52                  | GINNIE MAE II POOL P#786843 3.00000000                                                       | CUSIP: 3622ACP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       984375 | PA      | $862909.09     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  3.6% 03/15/51                | ELEVANCE HEALTH INC REGD 3.60000000                                                          | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       865000 | PA      | $609185.15     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/26                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833LZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5000000 | PA      | $4836768.95    | 0.03%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVE 3.4% 04/30/34/EUR/                | BASQUE GOVERNMENT /EUR/ REGD 3.40000000                                                      | CUSIP: E00921AA9<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $240791.35     | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNR 2021-8 YF V/R 03/25/61                    | FANNIE MAE REMICS SER 2021-8 CL YF V/R 4.55001000                                            | CUSIP: 3136BFFR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6328253 | PA      | $6338069.12    | 0.04%             | 2061-03-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| AMPRION G 3.971% 09/22/32/EUR/                | AMPRION GMBH /EUR/ REGD REG S 3.97100000                                                     | CUSIP: D03614BG4<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $486303.73     | 0.00%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 0.05% 09/10/35/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.05000000                                           | CUSIP: X5S9GC4L1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       300000 | PA      | $260234.83     | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PL V/R 04/04/28/EUR/                | AIB GROUP PLC /EUR/ REGD V/R REG S EMTN 2.25000000                                           | CUSIP: G020725U9<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1172441.89    | 0.01%             | 2028-04-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 04/01/29/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                       | CUSIP: K7S724NE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       300000 | PA      | $45256.60      | 0.00%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.875% 09/26/39/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 2.87500000                                                    | CUSIP: D5S2688B6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       170000 | PA      | $188570.59     | 0.00%             | 2039-09-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0841 6% 02/01/54                     | FREDDIE MAC POOL UMBS P#RJ0841 6.00000000                                                    | CUSIP: 3142GQ5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       424449 | PA      | $435246.90     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 3.125% 05/25/34/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1159519.19    | 0.01%             | 2034-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CQ9307 3% 08/20/47                  | GINNIE MAE II POOL P#CQ9307 3.00000000                                                       | CUSIP: 3618ACKU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       302828 | PA      | $266989.26     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 4% 01/06/49/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 50Y 4.00000000                                              | CUSIP: H7351PHH2<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       460000 | PA      | $1002208.08    | 0.01%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA 3% 12/17/30/SEK/                | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 604 3.00000000                               | CUSIP: W8T54GXJ0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $215493.24     | 0.00%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8910 4.99% 03/01/31                  | FANNIE MAE POOL UMBS P#BS8910 4.99000000                                                     | CUSIP: 3140LK3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       492369 | PA      | $503169.70     | 0.00%             | 2031-03-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.75% 09/06/29/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 481 1.75000000                                           | CUSIP: R34155BL5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     27410000 | PA      | $2527107.69    | 0.02%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB7484 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7484 6.50000000                                                     | CUSIP: 3140QTJ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1200581 | PA      | $1239662.89    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CO 6.25% 07/15/33                | KINROSS GOLD CORP REGD 6.25000000                                                            | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |      1070000 | PA      | $1150385.39    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                       | UNITED STATES TREASURY BOND 2.00000000                                                       | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3159600 | PA      | $1825039.27    | 0.01%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5835100 | PA      | $5444193.87    | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 02/15/27                   | UNITED STATES TREASURY NOTE 2.25000000                                                       | CUSIP: 912828V98<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1905900 | PA      | $1859294.80    | 0.01%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 03/20/51/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 70 0.70000000                                           | CUSIP: J2S39LMD3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     70950000 | PA      | $312208.58     | 0.00%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/34                | WELLS FARGO & COMPANY REGD V/R MTN 5.55700000                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2115711.52    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 07/15/26/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                 | CUSIP: N8T17VYU7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      3050000 | PA      | $3542560.35    | 0.02%             | 2026-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO/TH 3.45% 03/25/30                | COCA-COLA CO/THE REGD 3.45000000                                                             | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       105000 | PA      | $101948.61     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.8% 11/15/43                | WILLIAMS COMPANIES INC REGD 5.80000000                                                       | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4963.83       | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA 1% 09/17/34/EUR/                  | LA POSTE SA /EUR/ REGD REG S EMTN 1.00000000                                                 | CUSIP: F7S68YBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $474740.94     | 0.00%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN 4.125% 07/01/52                | MEMORIAL SLOAN-KETTERING REGD 4.12500000                                                     | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |        15000 | PA      | $11850.88      | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 05/05/32/EUR/                | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 1.62500000                                           | CUSIP: D1895QEQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $54702.78      | 0.00%             | 2032-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/25/53                | WELLS FARGO & COMPANY REGD V/R MTN 4.61100000                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       650000 | PA      | $554203.77     | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 2.822% 10/31/29/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 2.82200000                                         | CUSIP: E3124CEW9<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       100000 | PA      | $119252.12     | 0.00%             | 2029-10-31      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| MPLX LP 2.65% 08/15/30                        | MPLX LP REGD 2.65000000                                                                      | CUSIP: 55336VBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1506000 | PA      | $1362870.68    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  1.875% 03/09/37/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 232 1.87500000                                 | CUSIP: X7T24WAA7<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       920000 | PA      | $906339.59     | 0.01%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.625% 07/22/31/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.62500000                                              | CUSIP: F7053HNT0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       900000 | PA      | $929924.49     | 0.01%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KFW 5% 03/16/26                               | KFW REGD 5.00000000                                                                          | CUSIP: 500769KF0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $201161.78     | 0.00%             | 2026-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 4.85% 02/15/34                | PPL ELECTRIC UTILITIES REGD 4.85000000                                                       | CUSIP: 69351UBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1015000 | PA      | $1015315.03    | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.375% 06/17/36/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.37500000                                    | CUSIP: F2893TBK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121586.91     | 0.00%             | 2036-06-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7203 2% 05/01/51                     | FANNIE MAE POOL UMBS P#FM7203 2.00000000                                                     | CUSIP: 3140XBAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       779781 | PA      | $626653.37     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 3% 03/03/33/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 156 3.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     13630000 | PA      | $604242.34     | 0.00%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES F 3.75% 04/01/51                | RAYMOND JAMES FINANCIAL REGD 3.75000000                                                      | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |        16000 | PA      | $11664.73      | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/52/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F26348CC8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     12577000 | PA      | $7036699.01    | 0.05%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KIN 0.1% 06/22/30/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 89 0.10000000                                                 | CUSIP: B1121KEH4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4341000 | PA      | $4555548.97    | 0.03%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHMS K094 A2 2.903% 06/25/29                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K094 CL A2 2.90300000       | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       112000 | PA      | $107222.07     | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 02/01/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.00000000                                       | CUSIP: T6031ZDM0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8430000 | PA      | $10386903.78   | 0.07%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD7544 3% 07/01/51                     | FREDDIE MAC POOL UMBS P#SD7544 3.00000000                                                    | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4698997 | PA      | $4143531.78    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME  2.5% 10/24/31/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER #65 2.50000000                                 | CUSIP: D2R3ZXAE6<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       550000 | PA      | $640603.96     | 0.00%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND  1.875% 06/17/49/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.87500000                                               | CUSIP: Y6065BLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     28730000 | PA      | $814331.99     | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.758% 09/06/49                | BAT CAPITAL CORP REGD 4.75800000                                                             | CUSIP: 05526DBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4126.20       | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/55/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HMB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     17939000 | PA      | $20881525.58   | 0.14%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4791 4.5% 09/01/48                   | FREDDIE MAC POOL UMBS P#ZS4791 4.50000000                                                    | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       578381 | PA      | $562246.03     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE  0.25% 07/12/26/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: F0938VUY6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230933.56     | 0.00%             | 2026-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 06/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 59 0.70000000                                           | CUSIP: J2S39KL61<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1100000000 | PA      | $5237345.93    | 0.04%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BOOKING H 4.125% 05/09/38/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 4.12500000                                                   | CUSIP: 09857LBJ6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2366395.50    | 0.02%             | 2038-05-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                     | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       894000 | PA      | $596356.80     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP 0.5% 01/12/37/EUR/                | ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.50000000                                         | CUSIP: A195438M1<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $85832.95      | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17743 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17743 3.00000000                                                    | CUSIP: 3128PXS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        71077 | PA      | $70300.51      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 12/10/26/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2612 1.50000000                                           | CUSIP: Y7277FUY4<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |    569490000 | PA      | $416674.17     | 0.00%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD9433 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD9433 3.00000000                                                    | CUSIP: 3133B7PS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       173276 | PA      | $150081.36     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERG V/R 05/15/55                | CENTERPOINT ENERGY INC REGD V/R 6.70000000                                                   | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35233.14      | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/28                 | DEUTSCHE BANK NY REGD V/R 144A 2.55200000                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $194309.73     | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC 0.375% 07/21/25                         | FEDERAL HOME LOAN MORTGAGE CORP SER USD 0.37500000                                           | CUSIP: 3137EAEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        25000 | PA      | $24945.44      | 0.00%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REGIE AUT 0.875% 05/25/27/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.87500000                                    | CUSIP: F7706VJY4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $114893.71     | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB  0% 08/15/31/EUR/                 | BUNDESREPUB DEUTSCHLAND /EUR/ REGD REG S 0.00000000                                          | CUSIP: D206593K8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10960000 | PA      | $11264006.28   | 0.08%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.25% 03/01/52                | PACIFIC GAS & ELECTRIC REGD 5.25000000                                                       | CUSIP: 694308KD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8332.94       | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3340 3.5% 05/01/35                   | FANNIE MAE POOL UMBS P#FM3340 3.50000000                                                     | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14770 | PA      | $14483.62      | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 5.25% 11/15/41                | DOW CHEMICAL CO/THE REGD 5.25000000                                                          | CUSIP: 260543CE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $549110.17     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 3.02% 10/25/29/EUR/                | VILLE DE PARIS /EUR/ REGD EMTN 3.02000000                                                    | CUSIP: F7S25AAD9<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       400000 | PA      | $472048.93     | 0.00%             | 2029-10-25      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.5% 04/15/50                | T-MOBILE USA INC REGD 4.50000000                                                             | CUSIP: 87264AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $82814.24      | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 2.5% 11/20/29/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 277 2.50000000                                        | CUSIP: D1R1ZQDL8<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $236042.45     | 0.00%             | 2029-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                     | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       242745 | PA      | $229721.56     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 3.375% 01/23/26/GBP/                | BNP PARIBAS /GBP/ REGD REG S EMTN 3.37500000                                                 | CUSIP: F105CLWP2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $817996.15     | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE 4.5% 12/07/38/GBP/                | LCR FINANCE PLC /GBP/ REGD REG S 4.50000000                                                  | CUSIP: G5373RAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | GB        |       110000 | PA      | $143863.96     | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TE 2.5% 05/21/32/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD 2.50000000                                               | CUSIP: Q6S62NDD2<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       800000 | PA      | $461389.45     | 0.00%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SAB V/R 09/13/30/EUR/                | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 4.25000000                                    | CUSIP: E1581B8R9<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $989555.26     | 0.01%             | 2030-09-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.63% 07/19/26/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1908 3.63000000                                        | CUSIP: Y0R4AWKL7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     62700000 | PA      | $8938972.35    | 0.06%             | 2026-07-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 2.7% 09/05/34/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.70000000                                    | CUSIP: D5S07LKG5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $810077.10     | 0.01%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8570 5.5% 01/20/53                | GINNIE MAE II POOL P#MA8570 5.50000000                                                       | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       113080 | PA      | $113842.04     | 0.00%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.4% 11/06/42                      | ABBVIE INC REGD SER WI 4.40000000                                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4400.16       | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 5.125% 03/30/26/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD SER RS70 5.12500000                                           | CUSIP: X08134BA9<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       470000 | PA      | $565129.81     | 0.00%             | 2026-03-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.9% 09/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 60 0.90000000                                           | CUSIP: J2S39KP91<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    285800000 | PA      | $1421805.63    | 0.01%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FHS 399 C29 2% 06/25/52                       | FREDDIE MAC STRIPS SER 399 CL C29 2.00000000                                                 | CUSIP: 3142G4VX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8903699 | PA      | $1120243.74    | 0.01%             | 2052-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 3.625% 09/14/32/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.62500000                                      | CUSIP: F0R03PPC4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3593015.53    | 0.02%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 1.375% 06/23/71/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1064 1.37500000                                      | CUSIP: W7S736KK3<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |       570000 | PA      | $38802.10      | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR7647 2% 04/01/51                     | FANNIE MAE POOL UMBS P#BR7647 2.00000000                                                     | CUSIP: 3140L6P99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       172286 | PA      | $138141.64     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 05/31/31                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2420600 | PA      | $2512601.71    | 0.02%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 2.75% 01/15/32/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: D5S07LJD4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       930000 | PA      | $1100464.15    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7568 4.25% 01/01/33                  | FANNIE MAE POOL UMBS P#BS7568 4.25000000                                                     | CUSIP: 3140LJMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       801599 | PA      | $790977.39     | 0.01%             | 2033-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4.125% 06/15/51                    | UNUM GROUP REGD 4.12500000                                                                   | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      1189000 | PA      | $885621.78     | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7193 2.5% 02/20/51                | GINNIE MAE II POOL P#MA7193 2.50000000                                                       | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3751604 | PA      | $3194564.69    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KING 0.5% 10/22/61/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000                                              | CUSIP: G4527HSG7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     20442000 | PA      | $7296927.68    | 0.05%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.0% JUL 25                   | G2SF  30 YR TBA 4.0% JUL 25  TO BE ANNOUNCED 4.00000000                                      | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5460000 | PA      | $5075453.89    | 0.03%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW 1.125% 09/15/32/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MFU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       900000 | PA      | $955357.07     | 0.01%             | 2032-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH COR 3.042% 11/15/50                | OHIOHEALTH CORP REGD SER 2020 3.04200000                                                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |       535000 | PA      | $368082.09     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 4.75% 05/20/32                | RELX CAPITAL INC REGD 4.75000000                                                             | CUSIP: 74949LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       610000 | PA      | $614219.57     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.514% 09/01/26                | SMITHSONIAN INSTITUTION REGD 1.51400000                                                      | CUSIP: 832432AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $24093.66      | 0.00%             | 2026-09-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| FRANCE OAT 4% 4/25/55 /EUR/                   | FRANCE OAT 4% 4/25/55 /EUR/ 4.00000000                                                       | CUSIP: F4040SY67<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6181000 | PA      | $7260586.29    | 0.05%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5007 3.5% 09/01/39                   | FREDDIE MAC POOL UMBS P#RB5007 3.50000000                                                    | CUSIP: 3133KYR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       291671 | PA      | $279990.83     | 0.00%             | 2039-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.875% 03/12/29/EUR/                | LAND HESSEN /EUR/ REGD 2.87500000                                                            | CUSIP: D3R1TJEA0<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $599620.11     | 0.00%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 5.5% 04/15/26/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR86 5.50000000                                          | CUSIP: Y6S86ZPW3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  10000000000 | PA      | $613298.43     | 0.00%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) SEP25                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -114 | NC      | $-23714671.93  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 3.125% 08/31/29                  | UNITED STATES TREASURY NOTE 3.12500000                                                       | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1568900 | PA      | $1530841.92    | 0.01%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED OVE 0.01% 12/01/27/EUR/                | UNITED OVERSEAS BANK LTD /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: Y9T10PBW4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       100000 | PA      | $111233.82     | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.4% 12/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 183 1.40000000                                          | CUSIP: J2S39LA61<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    288550000 | PA      | $1766866.56    | 0.01%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 10/31/30                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000              | CUSIP: 45905AQD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1500000 | PA      | $1182477.53    | 0.01%             | 2030-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.10PMUTK 12/03/25 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-2275.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT 0.875% 01/11/29/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.87500000                                         | CUSIP: D8509LEH7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $111516.97     | 0.00%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 2.75% 11/25/32/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1270CYG7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1625379.93    | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.2% 04/15/54                | BURLINGTN NORTH SANTA FE REGD 5.20000000                                                     | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $853196.39     | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0333 5.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0333 5.50000000                                                     | CUSIP: 3140W0LP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       684319 | PA      | $687212.68     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP IN 5.3% 11/01/34                | OMNICOM GROUP INC REGD 5.30000000                                                            | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50448.55      | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CASSA DEP 3.625% 01/13/30/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 3.62500000                                    | CUSIP: T2599HNG5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1000000 | PA      | $1216869.45    | 0.01%             | 2030-01-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.1% 07/09/35/EUR/                   | NRW.BANK /EUR/ REGD EMTN 0.10000000                                                          | CUSIP: D5S267XL8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       680000 | PA      | $597194.82     | 0.00%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES 1.25% 01/18/27/EUR/                | AUTOROUTES DU SUD DE LA /EUR/ REGD REG S EMTN 1.25000000                                     | CUSIP: F846CKAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4519122.65    | 0.03%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS 5% 03/15/34                | CHUBB INA HOLDINGS LLC REGD MTN 5.00000000                                                   | CUSIP: 171239AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $514497.96     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ0118 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#QJ0118 6.00000000                                                    | CUSIP: 3133CQDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       314918 | PA      | $321302.58     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 1.125% 10/25/28/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S 1.12500000                                               | CUSIP: E2R99CD87<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $113113.02     | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.875% 02/15/34/EUR/                | LAND BERLIN /EUR/ REGD REG S 2.87500000                                                      | CUSIP: D09856E64<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       960000 | PA      | $1130091.22    | 0.01%             | 2034-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUC 4.5% 01/16/30                | ASIAN INFRASTRUCTURE INV REGD 4.50000000                                                     | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |       190000 | PA      | $195127.93     | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  6.375% 05/16/38                | PHILIP MORRIS INTL INC REGD 6.37500000                                                       | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       105000 | PA      | $116512.56     | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV ZCP 05/28/37/CAD/                | EUROPEAN INVESTMENT BANK /CAD/ REGD ZCP 144A P/P MTN 0.00000000                              | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       150000 | PA      | $66532.92      | 0.00%             | 2037-05-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KFW 2.625% 04/26/29/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.62500000                                                         | CUSIP: D4S46MRX5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2490000 | PA      | $2973800.95    | 0.02%             | 2029-04-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.75% 04/14/41/EUR/                   | ROMANIA /EUR/ REGD EMTN 2.75000000                                                           | CUSIP: X7360WBS0<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |       800000 | PA      | $587294.24     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RESA SA BEL 3.5% 05/22/31/EUR/                | RESA SA BELGIUM /EUR/ REGD REG S SER . 3.50000000                                            | CUSIP: B7S56YAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $236636.09     | 0.00%             | 2031-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LFA FOERD 2.875% 02/01/29/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD SER 219 2.87500000                                         | CUSIP: D50208CX9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $358984.73     | 0.00%             | 2029-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 4.024% 08/01/45                | NY & PRESBYTERIAN HOSPIT REGD 4.02400000                                                     | CUSIP: 649322AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $16311.25      | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 04/04/31                          | KEYCORP REGD V/R MTN SER GMTN 5.12100000                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       900000 | PA      | $910657.04     | 0.01%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| LAND NIED 0.375% 05/14/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.37500000                                               | CUSIP: D5S19DBY0<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      1500000 | PA      | $1636731.44    | 0.01%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3276 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#MA3276 3.50000000                                                     | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       604160 | PA      | $554048.30     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.25% 04/16/50/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 2.25000000                                          | CUSIP: M2R92QAH7<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |        10000 | PA      | $8742.60       | 0.00%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.5% 07/03/31/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.50000000                                       | CUSIP: X3446DCW9<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      1500000 | PA      | $1822782.97    | 0.01%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 3.5% 04/14/33/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD REG S SER 0433 3.50000000                                  | CUSIP: Q54627BK1<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      3060000 | PA      | $1761870.70    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.6% 12/20/37/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 163 0.60000000                                          | CUSIP: J2S39KVB9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    754550000 | PA      | $4563401.87    | 0.03%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 3.5% 12/01/45/CAD/                | PROVINCE OF QUEBEC /CAD/ REGD 3.50000000                                                     | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       200000 | PA      | $128093.12     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5069 DI 3.5% 02/25/41                     | FREDDIE MAC REMICS SER 5069 CL DI 3.50000000                                                 | CUSIP: 3137F9BQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1036393 | PA      | $144325.98     | 0.00%             | 2041-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0552 6% 12/01/54                     | FREDDIE MAC POOL UMBS P#QX0552 6.00000000                                                    | CUSIP: 31425UTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       335816 | PA      | $345990.03     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9172 6% 09/20/53                  | GINNIE MAE II POOL P#MA9172 6.00000000                                                       | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       466247 | PA      | $475326.20     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 0.5% 07/15/32/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000                                                 | CUSIP: N82128AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       220000 | PA      | $225578.83     | 0.00%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ENEXIS HO 0.625% 06/17/32/EUR/                | ENEXIS HOLDING NV /EUR/ REGD EMTN 0.62500000                                                 | CUSIP: N30940DC6<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $99874.63      | 0.00%             | 2032-06-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9009 6% 08/01/54                     | FANNIE MAE POOL UMBS P#CB9009 6.00000000                                                     | CUSIP: 3140QVAK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1438240 | PA      | $1475599.30    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13306.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA LAND & H 2.468% 06/23/28                | KOREA LAND & HOUSING COR REGD REG S EMTN SER GMTN 2.46800000                                 | CUSIP: Y4S71TYM1<br>LEI: 9884009ZN0XE8VIPAC02 | Long             | DBT              | USGA              | KR        |      1000000 | PA      | $939840.00     | 0.01%             | 2028-06-23      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.4% 09/01/26/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 464 0.40000000                                           | CUSIP: J2S39L4C5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    520200000 | PA      | $3603885.49    | 0.02%             | 2026-09-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 6.5% 05/22/35                  | VAR ENERGI ASA REGD 144A P/P 6.50000000                                                      | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1640000 | PA      | $1698107.97    | 0.01%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM1649 3% 07/01/30                     | FANNIE MAE POOL UMBS P#FM1649 3.00000000                                                     | CUSIP: 3140X4ZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9841 | PA      | $9652.94       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787212 3.5% 10/20/47                | GINNIE MAE II POOL P#787212 3.50000000                                                       | CUSIP: 3622AC3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4387846 | PA      | $3998600.46    | 0.03%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 04/25/41/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 41/A 3.00000000                                       | CUSIP: X51627EA5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    149290000 | PA      | $266841.57     | 0.00%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                              | CUSIP: G4527HBW0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10905000 | PA      | $14022948.93   | 0.10%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK2016 4.5% 04/01/48                   | FANNIE MAE POOL UMBS P#BK2016 4.50000000                                                     | CUSIP: 3140HFG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        18671 | PA      | $18121.58      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA 1% 10/05/28/EUR/                      | BPCE SA /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: F1883DPH2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $559650.71     | 0.00%             | 2028-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8346 4% 12/01/39                     | FREDDIE MAC POOL UMBS P#SB8346 4.00000000                                                    | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1083429 | PA      | $1059717.77    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.25% 05/25/55/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000                                               | CUSIP: F26348DM5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $407100.37     | 0.00%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#CS4118 3% 01/20/48                  | GINNIE MAE II POOL P#CS4118 3.00000000                                                       | CUSIP: 3618AWSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       500468 | PA      | $441230.40     | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNS 379 S56 V/R 05/25/37                      | FANNIE MAE INTEREST STRIP SER 379 CL S56 V/R 3.48035000                                      | CUSIP: 3136FEZD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       291510 | PA      | $42152.24      | 0.00%             | 2037-05-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| FHR 4368 CZ V/R 11/15/41                      | FREDDIE MAC REMICS SER 4368 CL CZ V/R 3.75000000                                             | CUSIP: 3137BCDP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2224623 | PA      | $2152202.48    | 0.01%             | 2041-11-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 3.75% 06/05/27/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 3.75000000                                    | CUSIP: F2893TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       800000 | PA      | $963640.85     | 0.01%             | 2027-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  2.897% 11/01/51                | CALIFORNIA ST UNIV REVENUE REGD B/E 2.89700000                                               | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        15000 | PA      | $10393.21      | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 0% 02/16/37/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: N6S77BXZ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      1000000 | PA      | $812511.02     | 0.01%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP  2.7% 10/01/30                | KIMCO REALTY OP LLC REGD 2.70000000                                                          | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1742217.98    | 0.01%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINAN 4% 05/27/45/EUR/                | SIEMENS FINANCIERINGSMAT /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: N79935CM7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1287130.34    | 0.01%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PU 3.15% 05/01/50                | SOUTHWESTERN PUBLIC SERV REGD SER 8 3.15000000                                               | CUSIP: 845743BU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13004.97      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5.5% 10/15/35                 | D.R. HORTON INC REGD 5.50000000                                                              | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       190000 | PA      | $193501.38     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.69% 09/11/33/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2315 2.69000000                                        | CUSIP: Y1456TPS9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    127100000 | PA      | $18973035.69   | 0.13%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 5.625% 05/15/54                | ALEXANDRIA REAL ESTATE E REGD 5.62500000                                                     | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1157608.22    | 0.01%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS 3% 02/12/31/EUR/                | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 3.00000000                                     | CUSIP: U3823BDG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1356000 | PA      | $1603601.89    | 0.01%             | 2031-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ 2.25% 09/27/30/EUR/                 | SAMPO OYJ /EUR/ REGD REG S EMTN 2.25000000                                                   | CUSIP: X75653HP7<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $579295.45     | 0.00%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 3.125% 08/07/45/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS76 3.12500000                                     | CUSIP: X7S28MGY8<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       290000 | PA      | $317893.24     | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FO 5.95% 04/20/35                | JBS USA SARL/FOOD/GRP REGD 144A P/P 5.95000000                                               | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       960000 | PA      | $994540.80     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA2964 3% 04/01/32                     | FANNIE MAE POOL UMBS P#MA2964 3.00000000                                                     | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1155284 | PA      | $1121651.19    | 0.01%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN D 3.26% 08/01/29                | HOUSING URBAN DEVELOPMNT REGD 3.26000000                                                     | CUSIP: 911759LT3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        25000 | PA      | $24184.74      | 0.00%             | 2029-08-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  2.875% 12/04/51                | FLORIDA POWER & LIGHT CO REGD 2.87500000                                                     | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $22092.21      | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.25% 03/12/32                    | NUTRIEN LTD REGD 5.25000000                                                                  | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $1019535.06    | 0.01%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.95% 03/14/52                        | MPLX LP REGD 4.95000000                                                                      | CUSIP: 55336VBT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $716751.91     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GRAND DUC 2.625% 10/23/34/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 2.62500000                                           | CUSIP: L61785AV0<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       480000 | PA      | $553283.74     | 0.00%             | 2034-10-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNS 429 162 2% 03/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 162 2.00000000                                          | CUSIP: 31423YSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2023664 | PA      | $212188.08     | 0.00%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20250702 000004388 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-248.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.45PSG1D 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |            1 | NC      | $7005.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY 3.462% 04/30/34/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD 3.46200000                                               | CUSIP: E3124CFX6<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $482987.76     | 0.00%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 07/15/27/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 216 0.01000000                                        | CUSIP: D3R62FCU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $563908.21     | 0.00%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF NO 0.01% 01/14/27/EUR/                | BANK OF NOVA SCOTIA /EUR/ REGD REG S 0.01000000                                              | CUSIP: C06840A33<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $114030.05     | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WP CAREY I 4.25% 07/23/32/EUR/                | WP CAREY INC /EUR/ REGD 4.25000000                                                           | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2550913.82    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/06/29                | MIZUHO FINANCIAL GROUP REGD V/R 5.77800000                                                   | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       460000 | PA      | $477556.53     | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.4% 03/20/56/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 9 0.40000000                                            | CUSIP: J2S39KNQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2373650000 | PA      | $8342101.07    | 0.06%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0707 6.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#RJ0707 6.50000000                                                    | CUSIP: 3142GQYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1273389 | PA      | $1326361.89    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 08/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                 | CUSIP: T6052BVQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     12390000 | PA      | $13437140.71   | 0.09%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.85PCAON 12/03/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $63758.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMEN 4.75% 11/26/27/EUR/                | DEVELOPMENT BK OF JAPAN /EUR/ REGD EMTN 4.75000000                                           | CUSIP: J12168CU2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |       900000 | PA      | $1120424.79    | 0.01%             | 2027-11-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC 1% 03/10/34/EUR/                | MDGH GMTN RSC LTD /EUR/ REGD REG S EMTN SER GMTN 1.00000000                                  | CUSIP: M6846HAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |       600000 | PA      | $565769.38     | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHMS Q034 APT2 V/R 09/25/32                   | MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-Q034 SER Q034 CL APT2 V/R 2.86224000            | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5700000 | PA      | $5494087.50    | 0.04%             | 2054-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/21/26                | SANTANDER UK GROUP HLDGS REGD V/R 6.83300000                                                 | CUSIP: 80281LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2218047.37    | 0.02%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  SEP25                   | FUTURE CONTRACT ON           EURO-BOBL FUTURE  SEP25 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -454 | NC      | $-62934003.80  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FI 3.569% 12/01/31                | CDW LLC/CDW FINANCE REGD 3.56900000                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       172000 | PA      | $158175.86     | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 02/14/33/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D3S996GU6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $828190.60     | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20250722 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49866.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXTRON INC 2.45% 03/15/31                    | TEXTRON INC REGD 2.45000000                                                                  | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $886036.62     | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATI 3.148% 06/04/30                | YARA INTERNATIONAL ASA REGD 144A P/P 3.14800000                                              | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $1851218.38    | 0.01%             | 2030-06-04      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/28                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 9128284N7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2667400 | PA      | $2607487.69    | 0.02%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 06/30/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2620400 | PA      | $2439223.92    | 0.02%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M13 A2 V/R 09/25/27                  | FANNIE MAE-ACES SER 2017-M13 CL A2 V/R 3.03200000                                            | CUSIP: 3136AY2C6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       449816 | PA      | $438989.48     | 0.00%             | 2027-09-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6081 3.5% 08/20/49                | GINNIE MAE II POOL P#MA6081 3.50000000                                                       | CUSIP: 36179UXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        83531 | PA      | $74743.68      | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 3.25% 07/04/42/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 3.25000000                                 | CUSIP: D20659WC4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6546000 | PA      | $8015933.06    | 0.06%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/27                   | MORGAN STANLEY REGD V/R MTN SER GMTN 1.51200000                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        39000 | PA      | $37817.49      | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 IG 3% 12/25/50                    | FANNIE MAE REMICS SER 2020-89 CL IG 3.00000000                                               | CUSIP: 3136BC5C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1304592 | PA      | $232516.95     | 0.00%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33                | BANK OF AMERICA CORP REGD V/R 4.57100000                                                     | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       155000 | PA      | $152512.83     | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO8946 3% 01/01/50                     | FANNIE MAE POOL UMBS P#BO8946 3.00000000                                                     | CUSIP: 3140K45G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1100073 | PA      | $969199.95     | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8893 2% 02/01/51                     | FANNIE MAE POOL UMBS P#CA8893 2.00000000                                                     | CUSIP: 3140QG3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       265654 | PA      | $212448.73     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2691 5.24% 01/01/34                  | FANNIE MAE POOL UMBS P#BZ2691 5.24000000                                                     | CUSIP: 3140NW7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2000000 | PA      | $2068340.34    | 0.01%             | 2034-01-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% AUG 25                     | FNMA 30YR TBA 4.5% AUG 25      TO BE ANNOUNCED 4.50000000                                    | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29900000 | PA      | $28581554.12   | 0.20%             | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGCMT 2015-GC 4.114% 09/10/25                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33 SER 2015-GC33 CL AS REGD 4.11400000            | CUSIP: 29425AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $496374.25     | 0.00%             | 2058-09-10      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.55PCAON 12/03/42 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $57991.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 2.0% JUN 25                     | FNMA TBA 15YR 2.0% JUN 25      TO BE ANNOUNCED 2.00000000                                    | CUSIP: 01F020471<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -200000 | PA      | $-182645.86    | -0.00%            | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVESTOR  0.375% 10/29/35/EUR/                | INVESTOR AB /EUR/ REGD REG S EMTN 0.37500000                                                 | CUSIP: W5R109BB8<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       425000 | PA      | $366917.28     | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 6% 12/07/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 6.00000000                                              | CUSIP: G4527HHR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |       912000 | PA      | $1344894.71    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK V/R 12/03/28/EUR/                | PIRAEUS BANK SA /EUR/ REGD V/R REG S EMTN 3.00000000                                         | CUSIP: X5S2FJAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | GR        |      1400000 | PA      | $1649286.92    | 0.01%             | 2028-12-03      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.125% 07/09/35/EUR/                | BNG BANK NV /EUR/ REGD REG S 0.12500000                                                      | CUSIP: N14287XU0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       680000 | PA      | $599416.81     | 0.00%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% AUG 25                      | G2SF 30 YR TBA 4% AUG 25       TO BE ANNOUNCED 4.00000000                                    | CUSIP: 21H040681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38200000 | PA      | $35505109.18   | 0.24%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC 6% 01/15/43                  | MDC HOLDINGS INC REGD 6.00000000                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4524.25       | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELIA GROU 3.875% 06/11/31/EUR/                | ELIA GROUP SA/NV /EUR/ REGD REG S 3.87500000                                                 | CUSIP: B3S09JAB7<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      2400000 | PA      | $2880048.35    | 0.02%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE 4.5% 11/12/40/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.50000000                                    | CUSIP: F2940HHN8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121228.96     | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 2.75% 02/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000                                               | CUSIP: F26348BS4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23820000 | PA      | $28454879.23   | 0.20%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MANITOBA ( 2.05% 09/05/52/CAD/                | MANITOBA (PROVINCE OF) /CAD/ REGD 2.05000000                                                 | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | USGA              | CA        |       100000 | PA      | $44931.01      | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 06/30/28                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CHK0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1853407.28    | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/42                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810QU5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       605500 | PA      | $494877.99     | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROVINCE  0.875% 05/04/27/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD REG S 0.87500000                                               | CUSIP: C4108FBZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       600000 | PA      | $690657.61     | 0.00%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 05/10/33                | CAPITAL ONE FINANCIAL CO REGD V/R 5.26800000                                                 | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80714.77      | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1067 5.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#RJ1067 5.50000000                                                    | CUSIP: 3142GRFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2374963 | PA      | $2381390.95    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.25% 03/21/36/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 172 4.25000000                                    | CUSIP: Q08184NF8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3510000 | PA      | $2318769.28    | 0.02%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1804 2% 10/01/51                     | FANNIE MAE POOL UMBS P#CB1804 2.00000000                                                     | CUSIP: 3140QMAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6234658 | PA      | $4985864.18    | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGI INC 1.45% 09/14/26                        | CGI INC REGD SER WI 1.45000000                                                               | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |        60000 | PA      | $57934.46      | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.875% 11/25/26/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.87500000                                              | CUSIP: F7053HRY5<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      3300000 | PA      | $3823678.65    | 0.03%             | 2026-11-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3260 6% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD3260 6.00000000                                                    | CUSIP: 3132DQTR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       287724 | PA      | $294954.99     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1859500 | PA      | $1168361.62    | 0.01%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8716 3.5% 09/01/33                   | FREDDIE MAC POOL UMBS P#ZS8716 3.50000000                                                    | CUSIP: 3132A9VH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       196770 | PA      | $193523.87     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.1% 06/01/32                | PUBLIC SERVICE COLORADO REGD SER 38 4.10000000                                               | CUSIP: 744448CW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19192.32      | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.5% 06/17/71/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.50000000                                               | CUSIP: Y6065BMP9<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      4900000 | PA      | $149704.62     | 0.00%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2301 3% 12/01/51                     | FANNIE MAE POOL UMBS P#CB2301 3.00000000                                                     | CUSIP: 3140QMRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2292872 | PA      | $1986875.47    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7460 4% 03/01/51                     | FANNIE MAE POOL UMBS P#FM7460 4.00000000                                                     | CUSIP: 3140XBJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2065601 | PA      | $1950253.87    | 0.01%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.2% 03/20/41/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 34 2.20000000                                           | CUSIP: J2615Q6X8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     23000000 | PA      | $161983.06     | 0.00%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOOKING HOL 4.5% 11/15/31/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 4.50000000                                                   | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1869000 | PA      | $2353233.93    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 2.125% 08/06/50                | ASTRAZENECA PLC REGD 2.12500000                                                              | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |         3000 | PA      | $1656.23       | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL  V/R 09/21/27/EUR/                | CAIXA GERAL DE DEPOSITOS /EUR/ REGD V/R REG S EMTN 0.37500000                                | CUSIP: X08870FT3<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       500000 | PA      | $573567.40     | 0.00%             | 2027-09-21      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 1.5% 04/30/42/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 30Y 1.50000000                                              | CUSIP: H7T729EJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      1140000 | PA      | $1632025.41    | 0.01%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN 5.4% 03/15/55                | MARSH & MCLENNAN COS INC REGD 5.40000000                                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       920000 | PA      | $887338.57     | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.375% 07/05/32/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.37500000                                    | CUSIP: F0108UFL7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $105448.32     | 0.00%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN6668 3% 02/20/47                  | GINNIE MAE II POOL P#CN6668 3.00000000                                                       | CUSIP: 3617F6MR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       381605 | PA      | $336517.77     | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4% 06/20/42                          | IBM CORP REGD 4.00000000                                                                     | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        82000 | PA      | $67980.56      | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| A2A SPA 0.625% 07/15/31/EUR/                  | A2A SPA /EUR/ REGD REG S EMTN 0.62500000                                                     | CUSIP: T0579BAP0<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $203107.52     | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAY 3% 02/19/55/EUR/                | FREISTAAT BAYERN /EUR/ REGD 3.00000000                                                       | CUSIP: D0R4E0BT9<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $319735.42     | 0.00%             | 2055-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITH 5.25% 04/10/42/GBP/                | GLAXOSMITHKLINE CAPITAL /GBP/ REGD REG S EMTN 5.25000000                                     | CUSIP: G3910EAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       150000 | PA      | $196722.08     | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.55% 10/31/32/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.55000000                                               | CUSIP: E8922AMM9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10090000 | PA      | $11657218.33   | 0.08%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 06/21/26 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $21325.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTION LO 3.625% 05/25/43/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.62500000                                    | CUSIP: F00579AF3<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $111512.99     | 0.00%             | 2043-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B16 A V/R 01/15/30                 | BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL AM V/R REGD 2.94400000                     | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       350000 | PA      | $314935.64     | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8290 4.5% 08/01/52                   | FANNIE MAE POOL UMBS P#BT8290 4.50000000                                                     | CUSIP: 3140LXF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        71805 | PA      | $68904.92      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUM OY 2.125% 02/27/29/EUR/                | FORTUM OYJ /EUR/ REGD REG S EMTN 2.12500000                                                  | CUSIP: X2993SBT3<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       200000 | PA      | $230343.68     | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 3.625% 03/11/33/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS91 3.62500000                                     | CUSIP: X7S28MPP7<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       760000 | PA      | $946430.59     | 0.01%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BULGARIA 4.125% 09/23/29/EUR/                 | BULGARIA /EUR/ REGD REG S SER 7Y 4.12500000                                                  | CUSIP: X0R483AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      1000000 | PA      | $1248776.28    | 0.01%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WOLTERS KL 0.75% 07/03/30/EUR/                | WOLTERS KLUWER NV /EUR/ REGD REG S 0.75000000                                                | CUSIP: N96425KQ0<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      4475000 | PA      | $4752332.48    | 0.03%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY 1.375% 09/14/61/EUR/                | ELI LILLY & CO /EUR/ REGD 1.37500000                                                         | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1118000 | PA      | $654387.55     | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.25% 04/01/51                | DTE ELECTRIC CO REGD SER B 3.25000000                                                        | CUSIP: 23338VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13653.84      | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP IN V/R 04/29/36/EUR/                | CITIGROUP INC /EUR/ REGD V/R 4.11300000                                                      | CUSIP: U17408FX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5842000 | PA      | $7028213.49    | 0.05%             | 2036-04-29      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       878000 | PA      | $706858.59     | 0.00%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 3.596% 04/30/33/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD 3.59600000                                               | CUSIP: E3124CEX7<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $489362.83     | 0.00%             | 2033-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 1.625% 05/14/31/EUR/                | COCA-COLA HBC FINANCE BV /EUR/ REGD REG S EMTN 1.62500000                                    | CUSIP: N20959YT8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       893000 | PA      | $971927.41     | 0.01%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEDERLAND 0.375% 10/03/31/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: N61157DZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $200647.44     | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE DE 3.062% 10/09/30/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD EMTN 3.06250000                                          | CUSIP: F7919BCL6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $236506.79     | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 5.25% 12/07/28/GBP/                | SNCF RESEAU /GBP/ REGD EMTN 5.25000000                                                       | CUSIP: F4040TAP9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $424833.65     | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 08/28/33/EUR/                | CREDIT AGRICOLE SA /EUR/ REGD V/R REG S EMTN 5.50000000                                      | CUSIP: F2R125ZN8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3259899.56    | 0.02%             | 2033-08-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSO/N 05/08/48 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-737056.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AREIT LTD 202 V/R 02/17/28                    | AREIT LTD 2023-CRE8 20410812__  FLT VARIABLE 6.42550000                                      | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1665023 | PA      | $1670129.78    | 0.01%             | 2041-08-17      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| COMUNE DI 4.019% 06/29/35/EUR/                | COMUNE DI MILANO /EUR/ REGD 4.01900000                                                       | CUSIP: T3048LAC4<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | USGA              | IT        |        40000 | PA      | $46155.64      | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/27                  | UNITED STATES TREASURY NOTE 3.37500000                                                       | CUSIP: 91282CLL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479100 | PA      | $2461668.83    | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7200 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#RA7200 2.50000000                                                    | CUSIP: 3133KN7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        21797 | PA      | $18223.79      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILIT 2.4% 05/01/31                | ESSENTIAL UTILITIES INC REGD 2.40000000                                                      | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8815.64       | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7719 2% 06/01/51                     | FANNIE MAE POOL UMBS P#FM7719 2.00000000                                                     | CUSIP: 3140XBSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       523455 | PA      | $420662.21     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMM 4.125% 05/15/29                | DISCOVERY COMMUNICATIONS REGD SER * 4.12500000                                               | CUSIP: 25470DCA5<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -433000 | PA      | $-402148.75    | -0.00%            | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER 5.25% 11/08/42                | SOUTHERN COPPER CORP REGD 5.25000000                                                         | CUSIP: 84265VAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       127000 | PA      | $117833.65     | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACTION LO 4.125% 10/03/38/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 4.12500000                                    | CUSIP: F00579AG1<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $121182.78     | 0.00%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REWE INT  4.875% 09/13/30/EUR/                | REWE INT FINANCE /EUR/ REGD REG S 4.87500000                                                 | CUSIP: N74119AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $3028464.17    | 0.02%             | 2030-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.01% 05/18/27/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 517 0.01000000                                              | CUSIP: D09856A27<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $793493.91     | 0.01%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.49% 05/15/27                   | NISOURCE INC REGD 3.49000000                                                                 | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9843.87       | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PLMRS 2022-1A A V/R 04/20/35                  | PALMER SQUARE CLO 2022-1 LTD SER 2022-1A CL A V/R REGD 144A P/P 5.59238000                   | CUSIP: 69689QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $600754.86     | 0.00%             | 2035-04-20      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO 1% 04/12/52/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 31Y 1.00000000                                          | CUSIP: X6694NBR1<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1890000 | PA      | $1208006.42    | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CTE CO TRAN 1.5% 07/29/28/EUR/                | CTE CO TRANSP ELEC /EUR/ REGD REG S 1.50000000                                               | CUSIP: F2R72PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $453796.75     | 0.00%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMPASS GRO 1.5% 09/05/28/EUR/                | COMPASS GROUP FINANCE NV /EUR/ REGD REG S EMTN 1.50000000                                    | CUSIP: N2157AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114296.49     | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PA 4.875% 03/17/31/EUR/                | GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000                                                    | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2535295.85    | 0.02%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.4% 03/15/54                        | RTX CORP REGD 6.40000000                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |        57000 | PA      | $62556.99      | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 0.1% 01/18/30/EUR/                | LAND BERLIN /EUR/ REGD REG S EMTN 0.10000000                                                 | CUSIP: D09856ZX2<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       635000 | PA      | $672608.17     | 0.00%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 3.75% 01/15/42/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 3.75000000                                                 | CUSIP: N45810KU6<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5842000 | PA      | $7475459.92    | 0.05%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CAISSE FRANCA 3% 10/02/28/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD EMTN 3.00000000                                           | CUSIP: F14221AG4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      5000000 | PA      | $5988520.54    | 0.04%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.80PBW6M 12/03/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-204579.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE CAPITAL INT 4.418% 11/15/35                | GE CAPITAL INTL FUNDING REGD 4.41800000                                                      | CUSIP: 36164QNA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $191913.46     | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PROXIMUS S 3.75% 03/27/34/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 3.75000000                                               | CUSIP: B6949WKD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $238579.39     | 0.00%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN 3.25% 01/11/30/EUR/                | RAIFFEISEN LB NIEDEROEST /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: A7S13TAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $120383.96     | 0.00%             | 2030-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FINNVERA P 0.75% 08/07/28/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 0.75000000                                                | CUSIP: X2994QBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1300000 | PA      | $1462287.08    | 0.01%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.125% 05/15/32                | VICI PROPERTIES LP REGD 5.12500000                                                           | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        28000 | PA      | $27900.54      | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURA V/R 07/27/46/EUR/                | UNIQA INSURANCE GROUP AG /EUR/ REGD V/R REG S 6.00000000                                     | CUSIP: A9098YAB4<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $603980.90     | 0.00%             | 2046-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 11/27/29/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4900LLC4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       820000 | PA      | $870254.37     | 0.01%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20250722 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16443.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 08/15/43                  | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810TU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1899700 | PA      | $1812877.78    | 0.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.875% 04/03/40/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.87500000                                         | CUSIP: F0108UD21<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $475909.51     | 0.00%             | 2040-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  2.125% 06/01/32/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 2.12500000                                       | CUSIP: X3446DCS8<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |      1010000 | PA      | $1120728.86    | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.15% 06/17/50/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.15000000                                               | CUSIP: Y603CLBR4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     20090000 | PA      | $718399.32     | 0.00%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 0.5% 08/15/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.50000000                                 | CUSIP: D2R8H4CQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3370000 | PA      | $3860048.56    | 0.03%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FFCB 1.3% 11/04/30                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.30000000                                            | CUSIP: 3133EMFH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         5000 | PA      | $4353.25       | 0.00%             | 2030-11-04      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7505 4.5% 08/01/49                   | FREDDIE MAC POOL UMBS P#SD7505 4.50000000                                                    | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1077132 | PA      | $1047738.09    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND NIED 2.625% 03/15/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 2.62500000                                               | CUSIP: D5S19DDG7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $237836.16     | 0.00%             | 2029-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 1.75% 04/25/32/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0432 1.75000000                                        | CUSIP: X8T0245B7<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     29453000 | PA      | $6587207.84    | 0.05%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08737 3% 12/01/46                    | FREDDIE MAC GOLD POOL P#G08737 3.00000000                                                    | CUSIP: 3128MJZB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        24508 | PA      | $21700.88      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.624% 05/26/30/EUR/                  | ROMANIA /EUR/ REGD REG S 3.62400000                                                          | CUSIP: X7360WBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1875000 | PA      | $2095962.34    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNI 3% 01/31/31/EUR/                | NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 3.00000000                                      | CUSIP: X585B5AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       150000 | PA      | $179512.51     | 0.00%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4566 1.5% 03/01/37                   | FANNIE MAE POOL UMBS P#MA4566 1.50000000                                                     | CUSIP: 31418ECC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       379101 | PA      | $336560.78     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 07/16/54/EUR/                | CNP ASSURANCES SACA /EUR/ REGD V/R REG S EMTN 4.87500000                                     | CUSIP: F1876NCA8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $123682.39     | 0.00%             | 2054-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TENNET HOL 2.75% 05/17/42/EUR/                | TENNET HOLDING BV /EUR/ REGD EMTN 2.75000000                                                 | CUSIP: N85094UA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $212079.50     | 0.00%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 0.25% 07/21/26/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.25000000                                    | CUSIP: F0108UEQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $578029.48     | 0.00%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA A 0.01% 10/07/28/EUR/                | ING-DIBA AG /EUR/ REGD REG S EMTN 0.01000000                                                 | CUSIP: D3562SAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218580.66     | 0.00%             | 2028-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIP MO 1.875% 11/06/37/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD 1.87500000                                                 | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $938793.12     | 0.01%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS H 3% 01/31/30/EUR/                | BNP PARIBAS HOMELOAN SFH /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F0957QCE7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119839.13     | 0.00%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 06/03/30/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.01000000                                         | CUSIP: D3R33ABF5<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $521002.79     | 0.00%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 04/28/30/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AH1<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       150000 | PA      | $156928.82     | 0.00%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 5.25% 02/24/38/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 5.25000000                                         | CUSIP: Q6715QTG2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2000000 | PA      | $1322960.41    | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD7879 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#QD7879 2.50000000                                                    | CUSIP: 3133B5XG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       123170 | PA      | $103340.45     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN  4.5% 01/25/36/GBP/                | EAST JAPAN RAILWAY CO /GBP/ REGD 4.50000000                                                  | CUSIP: J1257MCD9<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2575909.41    | 0.02%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.5% AUG 25                     | G2SF 30YR TBA 6.5% AUG 25      TO BE ANNOUNCED 6.50000000                                    | CUSIP: 21H062685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14920047 | PA      | $15285435.07   | 0.11%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 5% 03/28/35/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 44 5.00000000                                                 | CUSIP: B5338KB46<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4760000 | PA      | $6501353.88    | 0.04%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WESSEX WA 5.375% 03/10/28/GBP/                | WESSEX WATER SERVS FIN /GBP/ REGD 5.37500000                                                 | CUSIP: G95430AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2425000 | PA      | $3360234.75    | 0.02%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONG KONG 2.95% 06/07/28 /CNH/                | HONG KONG /CNH/ REGD REG S EMTN SER GMTN 2.95000000                                          | CUSIP: Y2836BBJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      8500000 | PA      | $1233157.55    | 0.01%             | 2028-06-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HERA SPA 0.875% 07/05/27/EUR/                 | HERA SPA /EUR/ REGD REG S EMTN 0.87500000                                                    | CUSIP: T5R49ZAE4<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $456613.36     | 0.00%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20250917 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3069442.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 4.375% 01/14/28                | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.37500000                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |        25000 | PA      | $25369.14      | 0.00%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NIEDER 1.5% 10/17/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 1.50000000                                                     | CUSIP: D5S19DCW3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $226688.90     | 0.00%             | 2029-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.7% 06/17/40/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.70000000                                               | CUSIP: Y603CLBT0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     48200000 | PA      | $1674603.67    | 0.01%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 4% JUL 25                       | FNMA 15YR TBA 4% JUL 25        TO BE ANNOUNCED 4.00000000                                    | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2300000 | PA      | $2249417.96    | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.75% 06/17/52/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD SER THAI 2.75000000                                      | CUSIP: Y6065BPE1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |       740000 | PA      | $24694.56      | 0.00%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4277 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4277 3.00000000                                                     | CUSIP: 31417AXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        62330 | PA      | $61583.72      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  4.6% 06/15/43                | DOMINION ENERGY SOUTH REGD 4.60000000                                                        | CUSIP: 837004CG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1242811.28    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.45% 09/01/49                      | ONEOK INC REGD 4.45000000                                                                    | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       680000 | PA      | $524091.18     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENE 3.375% 03/01/32                | EVERSOURCE ENERGY REGD 3.37500000                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        40000 | PA      | $36438.20      | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4737 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#RA4737 2.00000000                                                    | CUSIP: 3133KLHN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       655159 | PA      | $523943.62     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORID 3% 12/15/51                | DUKE ENERGY FLORIDA LLC REGD 3.00000000                                                      | CUSIP: 26444HAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6302.31       | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 TN V/R 09/20/47                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL TN V/R 0.10000000                   | CUSIP: 38382JSE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14453918 | PA      | $56913.75      | 0.00%             | 2047-09-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.75% 07/04/34/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 4.75000000                                 | CUSIP: D20658UR5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     14971000 | PA      | $20789213.04   | 0.14%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEKABANK  4.125% 08/03/28/EUR/                | DEKABANK DEUTSCHE GIRO /EUR/ REGD REG S EMTN 4.12500000                                      | CUSIP: D303G8YA1<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $122422.81     | 0.00%             | 2028-08-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.0% AUG 12                     | G2ST 30YR TBA 3.0% AUG 12      TO BE ANNOUNCED 3.00000000                                    | CUSIP: 21H030682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60000000 | PA      | $53017288.80   | 0.36%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LONDON & QUAD 2% 10/20/38/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.00000000                                    | CUSIP: G5689LAH6<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $380405.64     | 0.00%             | 2038-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP 0.01% 08/24/26/EUR/                | BERLIN HYP AG /EUR/ REGD REG S EMTN 0.01000000                                               | CUSIP: D0R6FVLS6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115026.31     | 0.00%             | 2026-08-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TENNET HOL 4.25% 04/28/32/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.25000000                                           | CUSIP: N85094UN3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $250305.14     | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.25% 05/25/55/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000                                               | CUSIP: F26348DM5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      7530000 | PA      | $7663664.48    | 0.05%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2926 6% 11/01/54                     | FREDDIE MAC POOL UMBS P#RJ2926 6.00000000                                                    | CUSIP: 3142GTHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       558280 | PA      | $569257.21     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEA 3.409% 06/01/50                | MYMICHIGAN HEALTH REGD SER 2020 3.40900000                                                   | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1055486.76    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 12/09/31/GBP/                | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S 1.87400000                                           | CUSIP: F2276JWC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $787381.76     | 0.01%             | 2031-12-09      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 12/07/28/GBP/                | ING GROEP NV /GBP/ REGD V/R REG S EMTN 1.12500000                                            | CUSIP: N4578EKZ0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2409216.59    | 0.02%             | 2028-12-07      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 10/15/27                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EHJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       129000 | PA      | $117791.39     | 0.00%             | 2027-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC 6% 05/16/54                  | MARKEL GROUP INC REGD 6.00000000                                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39986.11      | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MECKLENBUR 2.55% 01/12/32/EUR/                | MECKLENBURG-VORPOMMERN /EUR/ REGD 2.55000000                                                 | CUSIP: D5S6HSAJ1<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | USGA              | DE        |       450000 | PA      | $526164.78     | 0.00%             | 2032-01-12      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE COR S/UP 05/15/26                | INTL FINANCE CORP REGD S/UP MTN SER GMTN 1.50000000                                          | CUSIP: 45950VPY6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |       150000 | PA      | $148031.05     | 0.00%             | 2026-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW 2.875% 03/31/32/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.87500000                                                         | CUSIP: D3S996SL3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2514669.24    | 0.02%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 2.25% 06/26/28/GBP/                | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 2.25000000                                        | CUSIP: G08820SA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       860000 | PA      | $1104770.84    | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JUNTA DE A 3.25% 10/31/33/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.25000000                                               | CUSIP: E6960NNS4<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $237288.36     | 0.00%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0155 2% 12/01/36                     | FANNIE MAE POOL UMBS P#FS0155 2.00000000                                                     | CUSIP: 3140XFE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       232278 | PA      | $213217.24     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR 28A AR V/R 02/09/35                       | KKR CLO 28 LTD SER 28A CL AR V/R REGD 144A P/P 5.70054000                                    | CUSIP: 48253WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1100258.72    | 0.01%             | 2035-02-09      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FHLB 1.28% 12/02/30                           | FEDERAL HOME LOAN BANKS 1.28000000                                                           | CUSIP: 3130AKGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        15000 | PA      | $12963.83      | 0.00%             | 2030-12-02      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF2492 5% 11/01/52                     | FREDDIE MAC POOL UMBS P#QF2492 5.00000000                                                    | CUSIP: 3133BPXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       211836 | PA      | $208880.26     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 2.9% 06/07/33/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.90000000                                    | CUSIP: D5S07LJQ5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1690000 | PA      | $1999200.37    | 0.01%             | 2033-06-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5818 4.5% 03/20/49                | GINNIE MAE II POOL P#MA5818 4.50000000                                                       | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       384457 | PA      | $375402.19     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH  4% 05/28/37/EUR/                | ROBERT BOSCH INVESTMENT /EUR/ REGD REG S EMTN 4.00000000                                     | CUSIP: N7525EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $3310797.06    | 0.02%             | 2037-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 6.25% 06/23/55                | BROWN & BROWN INC REGD 6.25000000                                                            | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        27000 | PA      | $27908.33      | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 3% 04/20/33/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 3.00000000                                            | CUSIP: N6S77CRW5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       790000 | PA      | $938922.21     | 0.01%             | 2033-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTE 1% 06/16/27/SEK/                | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5537 1.00000000                                   | CUSIP: W6S579AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $207099.60     | 0.00%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/15/32/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 1.12500000                                             | CUSIP: F1233MQQ8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1721873.07    | 0.01%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 10/30/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 8Y 4.00000000                                        | CUSIP: T6052B2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2740000 | PA      | $3442953.10    | 0.02%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOV 7% 09/15/30/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR82 7.00000000                                          | CUSIP: Y6S86ZMP1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  38229000000 | PA      | $2419199.88    | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5816 3.5% 03/20/49                | GINNIE MAE II POOL P#MA5816 3.50000000                                                       | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       821551 | PA      | $751885.63     | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN  6.125% 04/01/50/GBP/                | NORTHERN POWERGRID YORKS /GBP/ REGD REG S EMTN 6.12500000                                    | CUSIP: G66375AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1792305.97    | 0.01%             | 2050-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7664 4% 07/01/52                     | FREDDIE MAC POOL UMBS P#RA7664 4.00000000                                                    | CUSIP: 3133KPQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       824513 | PA      | $768023.85     | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN6942 4.5% 08/01/49                   | FANNIE MAE POOL UMBS P#BN6942 4.50000000                                                     | CUSIP: 3140JPWC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7118 | PA      | $6871.69       | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDP RETI  3.875% 09/04/31/EUR/                | CDP RETI SPA /EUR/ REGD REG S 3.87500000                                                     | CUSIP: T2610QAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $242232.69     | 0.00%             | 2031-09-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK  V/R 06/09/29/EUR/                | DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 0.75000000                                         | CUSIP: K2227DN40<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       468000 | PA      | $520269.97     | 0.00%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 2% 01/15/54/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.00000000                                                 | CUSIP: N82128AT1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      6795000 | PA      | $6224241.43    | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL I 6% 06/16/30                | HERCULES CAPITAL INC REGD 6.00000000                                                         | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79821.41      | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 4.25% 12/10/32/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3212 4.25000000                                           | CUSIP: Y7277FV80<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1100000000 | PA      | $896091.14     | 0.01%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.25% 06/15/40/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN 0.25000000                                    | CUSIP: L32482DD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3950000 | PA      | $2969366.00    | 0.02%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0805 1.5% 06/01/51                   | FANNIE MAE POOL UMBS P#CB0805 1.50000000                                                     | CUSIP: 3140QK3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1780175 | PA      | $1342607.51    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAARLAND 0.05% 11/05/40/EUR/                  | SAARLAND /EUR/ REGD REG S 0.05000000                                                         | CUSIP: D6651CFD5<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |        68000 | PA      | $48431.81      | 0.00%             | 2040-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VILLE DE PA 3.5% 02/05/36/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 3.50000000                                              | CUSIP: F97647DG7<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $236267.56     | 0.00%             | 2036-02-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0209 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#AS0209 3.50000000                                                     | CUSIP: 3138W9GT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          384 | PA      | $360.09        | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5034 YI 4% 11/25/50                       | FREDDIE MAC REMICS SER 5034 CL YI 4.00000000                                                 | CUSIP: 3137F6KN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2257689 | PA      | $437483.97     | 0.00%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.2% 09/17/51                | FIDELITY NATL FINANCIAL REGD 3.20000000                                                      | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |        20000 | PA      | $12317.22      | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EWE AG 0.375% 10/22/32/EUR/                   | EWE AG /EUR/ REGD EMTN 0.37500000                                                            | CUSIP: D2692QAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       390000 | PA      | $369049.82     | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND  2.875% 06/17/46/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.87500000                                               | CUSIP: Y6065BDQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     28430000 | PA      | $972949.46     | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1881000 | PA      | $1393409.53    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% JUL 25                    | GNMA TBA 30 UR 2.5% JUL 25     TO BE ANNOUNCED 2.50000000                                    | CUSIP: 21H022671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5725000 | PA      | $4869469.00    | 0.03%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 10/15/32                     | SOUTHERN CO REGD 5.70000000                                                                  | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10504.91      | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 4% 05/07/37/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: F2893TBX3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $351701.54     | 0.00%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.25% 03/02/33                      | AMGEN INC REGD 5.25000000                                                                    | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1541776.15    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.625% 12/02/40/EUR/                  | ROMANIA /EUR/ REGD REG S 2.62500000                                                          | CUSIP: X7360WBR2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $731718.23     | 0.01%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18632 3% 02/01/32                    | FREDDIE MAC GOLD POOL P#G18632 3.00000000                                                    | CUSIP: 3128MMV26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       243814 | PA      | $237374.70     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMLTI 2021-INV3  V/R 05/25/51                 | CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 5.00000000    | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       373956 | PA      | $346595.61     | 0.00%             | 2051-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BF0193 4% 04/01/41                     | FANNIE MAE POOL UMBS P#BF0193 4.00000000                                                     | CUSIP: 3140FXGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        93194 | PA      | $90616.03      | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 05/07/29/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S SER 134 0.01000000                                         | CUSIP: D0R4E0AE3<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $645698.57     | 0.00%             | 2029-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 4% 01/22/60/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000                                              | CUSIP: G4527HPN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16918000 | PA      | $18669055.44   | 0.13%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWI 3% 08/16/33/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 3.00000000                                          | CUSIP: D67763AB4<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $477165.32     | 0.00%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.75% 06/14/28/EUR/                | REPUBLIC OF INDONESIA /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: Y20722AQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      1000000 | PA      | $1211816.04    | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1026 3% 02/01/52                     | FANNIE MAE POOL UMBS P#FS1026 3.00000000                                                     | CUSIP: 3140XGD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       306349 | PA      | $265101.64     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1123 2% 04/01/37                     | FANNIE MAE POOL UMBS P#FS1123 2.00000000                                                     | CUSIP: 3140XGG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       904042 | PA      | $832370.40     | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU F 5.95% 10/15/39                | BARRICK PD AU FIN PTY LT REGD 5.95000000                                                     | CUSIP: 06849UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       920000 | PA      | $953687.70     | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0874 6% 03/01/55                     | FREDDIE MAC POOL UMBS P#SL0874 6.00000000                                                    | CUSIP: 31427M6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       977855 | PA      | $1008831.66    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO BPM 3.375% 01/21/30/EUR/                | BANCO BPM SPA /EUR/ REGD REG S EMTN 3.37500000                                               | CUSIP: T1708RAA0<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       472000 | PA      | $563499.09     | 0.00%             | 2030-01-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HK GOVT IN 3.84% 01/16/35/HKD/                | HK GOVT INFRA BOND PROG /HKD/ REGD 3.84000000                                                | CUSIP: Y3R30HAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      1000000 | PA      | $136662.66     | 0.00%             | 2035-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.3% 05/15/65                    | ALPHABET INC REGD 5.30000000                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39204.51      | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOTE MARITIME  6.365% 04/15/28                | TOTE MARITIME ALASKA LLC REGD SER 02-1 6.36500000                                            | CUSIP: 89152TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1978000 | PA      | $2029136.68    | 0.01%             | 2028-04-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| HELLENIC RE 4.2% 01/30/42/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 4.20000000                                                | CUSIP: X32332UE0<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2590000 | PA      | $3202127.70    | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20250702 000003534 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-263.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DE VOLKSBANK  1% 03/08/28/EUR/                | DE VOLKSBANK NV /EUR/ REGD REG S EMTN 1.00000000                                             | CUSIP: N2R87ADH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113938.22     | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.25PCAON 12/03/54 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $2266.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.5% 06/23/36/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 589 1.50000000                                   | CUSIP: H6218URG7<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $39954.73      | 0.00%             | 2036-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.25% 01/31/33/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.25000000                                              | CUSIP: G4527HYX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     12120000 | PA      | $15559452.84   | 0.11%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 01/29/36/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F1R83CEP7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $83542.38      | 0.00%             | 2036-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAISSE RE 2.625% 06/20/30/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S EMTN 2.62500000                                    | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117636.33     | 0.00%             | 2030-06-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEME 4.625% 02/15/33                | WASTE MANAGEMENT INC REGD 4.62500000                                                         | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19031.92      | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/34                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     90077800 | PA      | $87970120.00   | 0.60%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.95% 07/15/34                | EVERSOURCE ENERGY REGD 5.95000000                                                            | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        45000 | PA      | $47090.25      | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HL 4.85% 04/17/28                | FAIRFAX FINL HLDGS LTD REGD SER WI 4.85000000                                                | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        35000 | PA      | $35294.25      | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BNG BANK  2.875% 02/26/35/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.87500000                                                 | CUSIP: N1428AHQ0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       550000 | PA      | $639501.98     | 0.00%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.125% 05/28/27/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: N6S77BEW1<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       400000 | PA      | $453923.50     | 0.00%             | 2027-05-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3188 3% 11/01/32                     | FANNIE MAE POOL UMBS P#MA3188 3.00000000                                                     | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       607185 | PA      | $589764.79     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 03/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 66 0.40000000                                           | CUSIP: J2S39K8T6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1915150000 | PA      | $7980977.51    | 0.05%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 10/15/26                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CJC6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1938400 | PA      | $1955663.88    | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAND RHEI 0.375% 01/26/27/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000                                             | CUSIP: D6S59FAY5<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $252384.03     | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 2% 11/12/26/CHF/                  | SNCF RESEAU /CHF/ REGD REG S EMTN 2.00000000                                                 | CUSIP: F77540PK6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $386402.42     | 0.00%             | 2026-11-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP 2% 07/03/29/GBP/                | COMPASS GROUP PLC /GBP/ REGD REG S EMTN 2.00000000                                           | CUSIP: G23296C56<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3149402.22    | 0.02%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 5% JUL 12                       | GNMA 30YR TBA 5% JUL 12        TO BE ANNOUNCED 5.00000000                                    | CUSIP: 21H050672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2280000 | PA      | $2239302.27    | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 1.45% 06/22/37/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 84 1.45000000                                                 | CUSIP: B1124GHA2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      1890000 | PA      | $1816926.47    | 0.01%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN  1.375% 10/04/29/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN 1.37500000                                                    | CUSIP: L3334EAY3<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      8000000 | PA      | $9050368.75    | 0.06%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LT V/R 09/09/33/EUR/                | AIA GROUP LTD /EUR/ REGD V/R REG S EMTN SER GMTN 0.88000000                                  | CUSIP: Y002A1AS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      1800000 | PA      | $1960058.61    | 0.01%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHR 5081 EI 2.5% 03/25/51                     | FREDDIE MAC REMICS SER 5081 CL EI 2.50000000                                                 | CUSIP: 3137FFUM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17664401 | PA      | $2412759.31    | 0.02%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SAB V/R 02/18/33/EUR/                | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 3.37500000                                    | CUSIP: E1581CCV3<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2338230.71    | 0.02%             | 2033-02-18      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4% JULY 25                      | FNCL 30YR TBA 4% JULY 25       TO BE ANNOUNCED 4.00000000                                    | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7550000 | PA      | $7018510.43    | 0.05%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8356 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8356 3.00000000                                                     | CUSIP: 3138WJJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        27718 | PA      | $24094.88      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.625% 07/31/35/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000                                              | CUSIP: G4527HTB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     27344000 | PA      | $25862556.98   | 0.18%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.4% 12/20/45/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 49 1.40000000                                           | CUSIP: J2S39KLR5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2165000000 | PA      | $12636545.95   | 0.09%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 02/16/28                | AMERICAN EXPRESS CO REGD V/R 5.09800000                                                      | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30335.17      | 0.00%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% 8/25/55                    | FNMA 30YR TBA 2.5% 8/25/55     TO BE ANNOUNCED 2.50000000                                    | CUSIP: 01F022683<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -23100000 | PA      | $-19162527.62  | -0.13%            | 2055-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO IN 0.75% 10/14/33/EUR/                | PEPSICO INC /EUR/ REGD 0.75000000                                                            | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1306713.11    | 0.01%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 3.5% 09/30/49                | INTERSTATE POWER & LIGHT REGD 3.50000000                                                     | CUSIP: 461070AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7044.97       | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/31/29                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CKT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2992000 | PA      | $3073228.13    | 0.02%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE P 3.5% 06/13/30/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 3.50000000                                           | CUSIP: F5407HEE0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $482194.32     | 0.00%             | 2030-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 11/02/86/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000                                                    | CUSIP: A0654UCF6<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1170000 | PA      | $674677.86     | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% AUG 25                       | FNMA 30YR TBA 5% AUG 25 TO BE ANNOUNCED 5.00000000                                           | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39500000 | PA      | $38689098.58   | 0.27%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTH 2.927% 11/01/51                | SENTARA HEALTHCARE REGD SER 2021 2.92700000                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |      2365000 | PA      | $1503090.06    | 0.01%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2401 4.97% 04/01/30                  | FANNIE MAE POOL UMBS P#BZ2401 4.97000000                                                     | CUSIP: 3140NWU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1100000 | PA      | $1127002.12    | 0.01%             | 2030-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.15% 12/04/27/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000                                            | CUSIP: Y5325PCD4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     20000000 | PA      | $2971862.23    | 0.02%             | 2027-12-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 4.35% 04/05/42                | COREBRIDGE FINANCIAL INC REGD 4.35000000                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       155000 | PA      | $130131.23     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 6.05% 08/01/28                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000                                            | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       660000 | PA      | $687478.05     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#CH5381 2.5% 10/20/51                | GINNIE MAE II POOL P#CH5381 2.50000000                                                       | CUSIP: 3617WW6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1112937 | PA      | $929361.17     | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.7% 06/15/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.70000000                                  | CUSIP: T6052B2Z0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4010000 | PA      | $4952814.73    | 0.03%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1612 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1612 5.50000000                                                    | CUSIP: 31425VYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       216517 | PA      | $217168.41     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6275 3.5% 11/20/49                | GINNIE MAE II POOL P#MA6275 3.50000000                                                       | CUSIP: 36179U6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       143557 | PA      | $128453.92     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43                   | UNITED STATES TREASURY BOND 3.75000000                                                       | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2460800 | PA      | $2152334.88    | 0.01%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY C 4.25% 12/20/32/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 4.25000000                                                 | CUSIP: Q9194YCC6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3210000 | PA      | $2087901.00    | 0.01%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5 JUL 24                     | G2SF 30 YR TBA 3.5 JUL 24      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9220000 | PA      | $8370020.10    | 0.06%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.7% 12/15/51                      | ECOLAB INC REGD 2.70000000                                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1227.68       | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.875% 05/30/34/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000                                          | CUSIP: D67763AE8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $587855.00     | 0.00%             | 2034-05-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB2929 2% 09/01/50                     | FREDDIE MAC POOL UMBS P#QB2929 2.00000000                                                    | CUSIP: 3133A9HE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       631499 | PA      | $503810.44     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANKE 0.01% 09/25/28/EUR/                | SPAREBANKEN NORG BOLIGKR /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: R8322BAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $5455545.76    | 0.04%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2155 5% 10/01/54                     | FREDDIE MAC POOL UMBS P#RJ2155 5.00000000                                                    | CUSIP: 3142GSMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4462058 | PA      | $4392370.90    | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 4.35% 11/15/45                | COMMONWEALTH EDISON CO REGD 4.35000000                                                       | CUSIP: 202795JG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       980000 | PA      | $828404.51     | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.95% 07/19/27/CNH/                | CHINA DEVELOPMENT BK/HK /CNH/ REGD REG S EMTN 2.95000000                                     | CUSIP: Y1372CRZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     15000000 | PA      | $2133133.61    | 0.01%             | 2027-07-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL  6.125% 11/01/53                | CANADIAN NATL RAILWAY REGD 6.12500000                                                        | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $434572.89     | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 1% 06/01/27/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 1.00000000                                                    | CUSIP: 135087F82<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       200000 | PA      | $142543.34     | 0.00%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 4.75% 02/02/34/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 4.75000000                                               | CUSIP: Q7943QJJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       770000 | PA      | $509512.06     | 0.00%             | 2034-02-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NRW.BANK 2.875% 07/25/34/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 2.87500000                                                    | CUSIP: D5S2686G7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $351360.81     | 0.00%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 2.75% 09/01/51                | COMMONWEALTH EDISON CO REGD SER 131 2.75000000                                               | CUSIP: 202795JU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       440000 | PA      | $266333.13     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.125% 10/17/28/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 2.12500000                                          | CUSIP: X6694NAX9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      6507000 | PA      | $7684925.97    | 0.05%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| KFW 1.375% 07/31/35/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.37500000                                                         | CUSIP: D4S46MDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       202000 | PA      | $207083.36     | 0.00%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 5.75% 02/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.75000000                                       | CUSIP: T60259E45<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1260000 | PA      | $1748912.23    | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HO 2.6% 11/24/31                | ZIMMER BIOMET HOLDINGS REGD 2.60000000                                                       | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |        16000 | PA      | $14137.36      | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1940982.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDON 5.65% 09/11/28                  | UBS AG LONDON REGD 5.65000000                                                                | CUSIP: 902674ZW3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       200000 | PA      | $208246.79     | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 69 0.70000000                                           | CUSIP: J2S39LKG8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    730000000 | PA      | $3235004.34    | 0.02%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6569 2.5% 03/01/51                   | FANNIE MAE POOL UMBS P#FM6569 2.50000000                                                     | CUSIP: 3140XAJP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1960910 | PA      | $1639630.62    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 3.25% 04/30/35/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 3.25000000                                                | CUSIP: E00921AB7<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $354257.15     | 0.00%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVE 3.5% 04/30/33/EUR/                | BASQUE GOVERNMENT /EUR/ REGD 3.50000000                                                      | CUSIP: E5R036AX6<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $244085.37     | 0.00%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2410 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#CB2410 2.50000000                                                     | CUSIP: 3140QMVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2997747 | PA      | $2500050.16    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 06/01/33/EUR/                     | BPCE SA /EUR/ REGD V/R REG S EMTN 5.75000000                                                 | CUSIP: F1883HSV9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3665112.51    | 0.03%             | 2033-06-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| KFW 2.375% 08/05/27/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.37500000                                                         | CUSIP: D4S46MNX9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      5040000 | PA      | $5980824.47    | 0.04%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.58PCN07 12/02/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $11823.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA  3.582% 07/15/32/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0122 3.58200000                                           | CUSIP: Y2R35QDR9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     14190000 | PA      | $3405060.78    | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8148 2% 04/01/37                     | FREDDIE MAC POOL UMBS P#SB8148 2.00000000                                                    | CUSIP: 3132D6BR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1310914 | PA      | $1197258.74    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.5% 03/20/34/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 148 1.50000000                                          | CUSIP: J2615QQV0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    450250000 | PA      | $3174277.35    | 0.02%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKO 8.75% 06/15/30                | DEUTSCHE TELEKOM INT FIN REGD 8.75000000                                                     | CUSIP: 25156PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        50000 | PA      | $59019.76      | 0.00%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.15% 02/15/35                | ARTHUR J GALLAGHER & CO REGD 5.15000000                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       770000 | PA      | $770391.96     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 09/15/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 3.85000000                                  | CUSIP: T6052B5P9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1800000 | PA      | $2166530.60    | 0.01%             | 2026-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/72/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F26348BW5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      5703000 | PA      | $1841566.23    | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB2868 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2868 2.50000000                                                     | CUSIP: 3140QNFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       934253 | PA      | $784848.57     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.12PSS1D 11/05/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $-3404.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSIT 2% 04/20/27/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 2.00000000                                    | CUSIP: T2599HHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       300000 | PA      | $351965.09     | 0.00%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4742 2% 11/01/27                     | FANNIE MAE POOL UMBS P#BM4742 2.00000000                                                     | CUSIP: 3140J9HU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150610 | PA      | $147033.21     | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOU 0.258% 10/27/28/EUR/                | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 0.25800000                                         | CUSIP: Y4841MGU7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      1900000 | PA      | $2079735.47    | 0.01%             | 2028-10-27      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8147 2.5% 07/20/52                | GINNIE MAE II POOL P#MA8147 2.50000000                                                       | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       227664 | PA      | $193781.87     | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.65% 04/15/34                | CHENIERE ENERGY INC REGD SER WI 5.65000000                                                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       120000 | PA      | $122880.03     | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 5.3% 04/01/53                | CENTERPOINT ENER HOUSTON REGD 5.30000000                                                     | CUSIP: 15189XBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9511.66       | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 175 0.50000000                                          | CUSIP: J2S39LKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    220000000 | PA      | $1212234.30    | 0.01%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPOR 2% 06/30/27/EUR/                | SWEDISH EXPORT CREDIT /EUR/ REGD REG S EMTN 2.00000000                                       | CUSIP: W9T06FFA8<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      1000000 | PA      | $1172767.00    | 0.01%             | 2027-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1998 4% 07/01/29                     | FREDDIE MAC POOL UMBS P#ZT1998 4.00000000                                                    | CUSIP: 3132AEGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        28490 | PA      | $28347.65      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5347 4% 05/01/45                     | FREDDIE MAC POOL UMBS P#SD5347 4.00000000                                                    | CUSIP: 3132DS5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3722290 | PA      | $3547618.40    | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 3.089% 11/01/40                | DALLAS-FORT WORTH TX INTERNATI REGD B/E 3.08900000                                           | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       100000 | PA      | $79748.22      | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 01/15/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.00000000                                         | CUSIP: D5S07LGY1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       661000 | PA      | $717758.48     | 0.00%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 5.65% 06/01/54                | BALTIMORE GAS & ELECTRIC REGD SER . 5.65000000                                               | CUSIP: 059165ES5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9923.14       | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 A V/R 07/25/28                 | PRPM 2024-NQM2 TRUST SER 2024-NQM2 CL A1 V/R REGD 144A P/P 6.32700000                        | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       809059 | PA      | $823283.58     | 0.01%             | 2069-06-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| TENNET HO 2.125% 11/17/29/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 2.12500000                                           | CUSIP: N85094UC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229507.18     | 0.00%             | 2029-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.9% 03/15/55                        | CSX CORP REGD 4.90000000                                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8985.07       | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2338 3% 11/01/46                     | FANNIE MAE POOL UMBS P#FS2338 3.00000000                                                     | CUSIP: 3140XHS40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2591920 | PA      | $2339179.87    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.28% 03/25/31/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.28000000                                         | CUSIP: Y6S39B6C9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     36100000 | PA      | $5226005.53    | 0.04%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C11 A V/R 06/15/28                 | UBS COMMERCIAL MORTGAGE TRUST 2018-C11 SER 2018-C11 CL AS V/R REGD 4.49170000                | CUSIP: 90276XAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1463265 | PA      | $1423513.80    | 0.01%             | 2051-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.8% 09/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 80 1.80000000                                           | CUSIP: J2S39LP57<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    700050000 | PA      | $3928845.60    | 0.03%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FNS 429 163 2% 02/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 163 2.00000000                                          | CUSIP: 31423YSF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       476573 | PA      | $49455.73      | 0.00%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 4.25% 10/15/50                | BERKSHIRE HATHAWAY ENERG REGD 4.25000000                                                     | CUSIP: 084659AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3998.37       | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.6% 07/01/27                | EVERSOURCE ENERGY REGD 4.60000000                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100464.93     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SAGESS 3.375% 06/29/30/EUR/                   | SAGESS /EUR/ REGD EMTN 3.37500000                                                            | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1575796.37    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG 3.75% 05/31/32/EUR/                | HEIDELBERG MATERIALS AG /EUR/ REGD REG S 3.75000000                                          | CUSIP: D31709XC3<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |       295000 | PA      | $356542.83     | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES- 1.125% 11/06/31/EUR/                | MERCEDES-BENZ GROUP AG /EUR/ REGD REG S EMTN 1.12500000                                      | CUSIP: D1668RYL5<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |        15000 | PA      | $15728.51      | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FU 4.125% 04/15/30                | PPL CAPITAL FUNDING INC REGD 4.12500000                                                      | CUSIP: 69352PAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39235.20      | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VR-YHTYMA 2.375% 05/30/29/EUR/                | VR-YHTYMAE OY /EUR/ REGD REG S 2.37500000                                                    | CUSIP: X979GSAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $115666.01     | 0.00%             | 2029-05-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  5.85% 03/08/53                | SIMON PROPERTY GROUP LP REGD 5.85000000                                                      | CUSIP: 828807DV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10019.18      | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.25% 06/15/55                | T-MOBILE USA INC REGD 5.25000000                                                             | CUSIP: 87264ADN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $182884.35     | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MA 1.625% 12/15/30                | CBOE GLOBAL MARKETS INC REGD 1.62500000                                                      | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |        29000 | PA      | $24973.83      | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS 6% 06/15/55                | SOUTHERN CALIF GAS CO REGD 6.00000000                                                        | CUSIP: 842434DD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20396.79      | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 0.75% 04/09/30/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 236 0.75000000                                 | CUSIP: X7T24WAE9<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       420000 | PA      | $455444.19     | 0.00%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3387 3.5% 03/01/35                   | FANNIE MAE POOL UMBS P#FM3387 3.50000000                                                     | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       141916 | PA      | $139466.33     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  2.32% 06/18/27/JPY/                | JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 2022 2.32000000                                       | CUSIP: J28217JP3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |     20000000 | PA      | $142717.54     | 0.00%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| THFC FUND 5.125% 12/21/35/GBP/                | THFC FUNDING NO 1 PLC /GBP/ REGD 5.12500000                                                  | CUSIP: G8840WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1370000 | PA      | $1843345.53    | 0.01%             | 2035-12-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 2.9% 06/18/35/EUR/                | LAND HESSEN /EUR/ REGD 2.90000000                                                            | CUSIP: D3R1TJEM4<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $117251.75     | 0.00%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4357 3% 06/01/51                     | FANNIE MAE POOL UMBS P#MA4357 3.00000000                                                     | CUSIP: 31418DZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5866406 | PA      | $5105770.11    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.95% 07/30/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.95000000                                               | CUSIP: E8922AAQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     11374000 | PA      | $13051865.67   | 0.09%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| DENMARK GO 2.25% 11/15/35/DKK/                | DENMARK GOVT BOND /DKK/ REGD SER 10Y 2.25000000                                              | CUSIP: K30904CV4<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |      2890000 | PA      | $443993.13     | 0.00%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 2.6% 02/07/30                | GOLDMAN SACHS GROUP INC REGD 2.60000000                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1751283.37    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LINDE PLC 1% 09/30/51/EUR/                    | LINDE PLC /EUR/ REGD REG S EMTN 1.00000000                                                   | CUSIP: G5494JAB9<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      2500000 | PA      | $1577644.96    | 0.01%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOV 0.5% 11/24/45/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1063 0.50000000                                      | CUSIP: W7S736KB3<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      4650000 | PA      | $335416.93     | 0.00%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC5676 6% 11/01/54                     | FANNIE MAE POOL UMBS P#DC5676 6.00000000                                                     | CUSIP: 3140ATJW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       486264 | PA      | $500300.23     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSRM 2021-6 A6 V/R 09/25/51                   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 5.00000000    | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1630421 | PA      | $1511227.53    | 0.01%             | 2051-09-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OP CORPOR 4.125% 04/18/27/EUR/                | OP CORPORATE BANK PLC /EUR/ REGD EMTN 4.12500000                                             | CUSIP: X5T056JA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3640031.64    | 0.03%             | 2027-04-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE  0.01% 11/16/28/EUR/                | YORKSHIRE BUILDING SOC /EUR/ REGD REG S 0.01000000                                           | CUSIP: G98523XP6<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      5100000 | PA      | $5543229.88    | 0.04%             | 2028-11-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 09/10/40/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4009 1.50000000                                           | CUSIP: Y7277FJ76<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3474140000 | PA      | $2150805.81    | 0.01%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 359 0.10000000                                          | CUSIP: J2S39LBZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4726650000 | PA      | $31413406.82   | 0.22%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.15PKWDC 03/10/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $56811.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 3.7% 01/30/50                | GEORGIA POWER CO REGD SER B 3.70000000                                                       | CUSIP: 373334KN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7466.31       | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FR 0% 06/22/29/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 0.00000000                                          | CUSIP: B2763WC65<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $212373.85     | 0.00%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 1.97% 01/17/29/HKD/                | HK GOVT BOND PROGRAMME /HKD/ REGD 1.97000000                                                 | CUSIP: Y3R2B8AU8<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      2400000 | PA      | $305671.73     | 0.00%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54                   | UNITED STATES TREASURY BOND 4.25000000                                                       | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3049300 | PA      | $2788918.38    | 0.02%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 1.5% 04/11/44/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000                                           | CUSIP: B2758CBH3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $80954.49      | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLO 3% 10/15/28/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.00000000                                               | CUSIP: 58507LAY5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3400000 | PA      | $4051758.50    | 0.03%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 2.75% 01/10/34/EUR/                | LAND HESSEN /EUR/ REGD REG S 2.75000000                                                      | CUSIP: D3R1TJDW3<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $350030.43     | 0.00%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTU 0.875% 03/04/32/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 0.87500000                                    | CUSIP: F235A8AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $103321.64     | 0.00%             | 2032-03-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 3.25% 08/29/33/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 3.25000000                                                 | CUSIP: N14289FA0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       550000 | PA      | $664951.70     | 0.00%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HERA SPA 2.5% 05/25/29/EUR/                   | HERA SPA /EUR/ REGD REG S EMTN 2.50000000                                                    | CUSIP: T5R49ZAH7<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $233218.01     | 0.00%             | 2029-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  4.15% 06/01/49                | AMERICAN WATER CAPITAL C REGD 4.15000000                                                     | CUSIP: 03040WAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7997.61       | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 2.7% 10/22/29/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 102 2.70000000                                                | CUSIP: B1121KLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4200000 | PA      | $5016485.17    | 0.03%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| FLEMISH CO 3.25% 06/22/37/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.25000000                                           | CUSIP: B2758CDG3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      1000000 | PA      | $1148710.91    | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3079 3% 06/01/42                     | FANNIE MAE POOL UMBS P#BW3079 3.00000000                                                     | CUSIP: 3140MUM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13823 | PA      | $12500.40      | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5988 5% 06/20/49                  | GINNIE MAE II POOL P#MA5988 5.00000000                                                       | CUSIP: 36179UUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       263084 | PA      | $262546.42     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.75PMUTK 07/08/55 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-20886.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEKB OEST. KO 0% 10/08/26/EUR/                | OEKB OEST. KONTROLLBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: A6S67PTW0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       150000 | PA      | $172392.33     | 0.00%             | 2026-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEA 1% 03/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 2 1.00000000                                            | CUSIP: J2S39L2L7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1707350000 | PA      | $11542034.58   | 0.08%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/14/32                 | DEUTSCHE BANK NY REGD V/R 3.72900000                                                         | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2160000 | PA      | $1978420.87    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.7% 10/15/27/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 8Y 0.70000000                                           | CUSIP: X6694NBJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2825000 | PA      | $3242159.96    | 0.02%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN US 4.5% 03/14/28                | RIO TINTO FIN USA PLC REGD 4.50000000                                                        | CUSIP: 76720AAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       115000 | PA      | $115889.80     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESE 0.875% 01/22/29/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 0.87500000                                                 | CUSIP: F8446VLT5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $666731.47     | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW 0.375% 02/25/27/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D5056KCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $458402.70     | 0.00%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL  2.125% 05/24/28/EUR/                | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN SER GMTN 2.12500000                            | CUSIP: Q6534AKG5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $584067.65     | 0.00%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  4.2% 04/15/27                | ENERGY TRANSFER LP REGD 4.20000000                                                           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5775920.84    | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ILLINOIS  3.375% 05/17/32/EUR/                | ILLINOIS TOOL WORKS INC /EUR/ REGD 3.37500000                                                | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4870617.50    | 0.03%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4691 5.5% 09/01/52                   | FANNIE MAE POOL UMBS P#CB4691 5.50000000                                                     | CUSIP: 3140QQF91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       271633 | PA      | $275768.42     | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FI 0.625% 01/19/33/EUR/                | HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: L4806HAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $4040743.27    | 0.03%             | 2033-01-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MA 5.8% 05/21/54                | APOLLO GLOBAL MANAGEMENT REGD 5.80000000                                                     | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49500.43      | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/15/28                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CMS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2979000 | PA      | $2992964.06    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FI 3% 04/08/30/EUR/                | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: Q9194UBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       100000 | PA      | $117569.50     | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP V/R /PERP/                | CHARLES SCHWAB CORP REGD V/R /PERP/ SER K 5.00000000                                         | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        46000 | PA      | $45840.17      | 0.00%             | 2174-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 2.75% 08/02/32/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.75000000                                          | CUSIP: D67763AG3<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $235946.93     | 0.00%             | 2032-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING BANK NV 2.5% 02/21/30/EUR/                | ING BANK NV /EUR/ REGD REG S 2.50000000                                                      | CUSIP: N4R82BZ23<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117476.12     | 0.00%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.25% 07/04/39/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 4.25000000                                 | CUSIP: D14464MG9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      5644000 | PA      | $7705094.90    | 0.05%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 10/21/26                       | US BANCORP REGD V/R 5.72700000                                                               | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30100.47      | 0.00%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 4.55% 01/15/35                 | MASTERCARD INC REGD 4.55000000                                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |        90000 | PA      | $88518.70      | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CAIXABANK 3.375% 06/26/35/EUR/                | CAIXABANK SA /EUR/ REGD REG S EMTN 3.37500000                                                | CUSIP: E2R1935S9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      6500000 | PA      | $7528103.99    | 0.05%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8878 5% 05/20/53                  | GINNIE MAE II POOL P#MA8878 5.00000000                                                       | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1114807 | PA      | $1098671.57    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.8% 10/27/30/CNH/                | AGRICUL DEV BANK CHINA /CNH/ REGD REG S 3.80000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     14350000 | PA      | $2210560.54    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6350 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6350 3.00000000                                                     | CUSIP: 3140QEBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4643810 | PA      | $4033309.70    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  3.625% 06/08/33/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 247 3.62500000                                 | CUSIP: X5S008DG7<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      2745000 | PA      | $3328417.20    | 0.02%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.625% 06/20/38/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.62500000                                        | CUSIP: F0109PFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117032.86     | 0.00%             | 2038-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  2.35% 02/26/27                | GENERAL MOTORS FINL CO REGD 2.35000000                                                       | CUSIP: 37045XDR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9635.88       | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LEGAL & G 5.875% 04/05/33/GBP/                | LEGAL & GENERAL FIN PLC /GBP/ REGD REG S EMTN 5.87500000                                     | CUSIP: G5436FCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $617149.18     | 0.00%             | 2033-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OB 1.375% 11/15/25                | PEACEHEALTH OBLIGATED GR REGD SER 2020 1.37500000                                            | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $690058.03     | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 2.75% 12/20/29/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D1706CKY9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       160000 | PA      | $190373.81     | 0.00%             | 2029-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 4% 06/01/41/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 4.00000000                                                    | CUSIP: 135087YQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       150000 | PA      | $117403.05     | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 03/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 168 0.40000000                                          | CUSIP: J2S39K4A1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    845500000 | PA      | $4816364.43    | 0.03%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  3.875% 06/14/33/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.87500000                                       | CUSIP: X3446DCU3<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       800000 | PA      | $989358.01     | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 06/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 159 0.10000000                                           | CUSIP: J2S39LK45<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    809100000 | PA      | $5505397.22    | 0.04%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| W P CAREY I 3.7% 11/19/34/EUR/                | W P CAREY INC /EUR/ REGD 3.70000000                                                          | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2284174.56    | 0.02%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H02 FA V/R 01/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FA V/R 5.20185000                   | CUSIP: 38382YN82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2802868 | PA      | $2804759.91    | 0.02%             | 2073-01-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GNR 2019-65 ID 4% 02/20/49                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-65 CL ID 4.00000000                        | CUSIP: 38381VKK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1012744 | PA      | $125518.01     | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5279 4% 12/01/33                     | FANNIE MAE POOL UMBS P#BM5279 4.00000000                                                     | CUSIP: 3140J92M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11851 | PA      | $11810.27      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 04/01/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000                                  | CUSIP: T6052BZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11510000 | PA      | $13367453.90   | 0.09%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.45% 11/03/32/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 588 1.45000000                                   | CUSIP: H6218URH5<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $66248.66      | 0.00%             | 2032-11-03      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EURO STAB 0.875% 07/18/42/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 0.87500000                                    | CUSIP: L3333SBE6<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | USGA              | N/A       |      1020000 | PA      | $814618.12     | 0.01%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3105 3.5% 09/20/45                | GINNIE MAE II POOL P#MA3105 3.50000000                                                       | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2204086 | PA      | $2048513.13    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7543 2.5% 08/01/51                   | FREDDIE MAC POOL UMBS P#SD7543 2.50000000                                                    | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12258328 | PA      | $10333013.34   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 2.5% 09/13/27/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.50000000                                       | CUSIP: N6S77C7H0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       950000 | PA      | $1127926.57    | 0.01%             | 2027-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 4.125% 12/10/33/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3312 4.12500000                                           | CUSIP: Y7277F3G3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4024390000 | PA      | $3273750.82    | 0.02%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.35PWI6M 05/11/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |            1 | NC      | $1879.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA  3.828% 07/05/34/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0419 3.82800000                                           | CUSIP: Y2R35QCD1<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     12000000 | PA      | $2913972.21    | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 349 0.10000000                                          | CUSIP: J2S39KUX2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    852200000 | PA      | $5823401.19    | 0.04%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKR 0.5% 09/20/28/SEK/                | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 521 0.50000000                             | CUSIP: W5612FFM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2800000 | PA      | $279960.28     | 0.00%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.5% 02/24/55                | CISCO SYSTEMS INC REGD 5.50000000                                                            | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19975.26      | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 04/05/29/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N14289XV4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       300000 | PA      | $358625.69     | 0.00%             | 2029-04-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.8% 06/15/50                  | PECO ENERGY CO REGD 2.80000000                                                               | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $31355.33      | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN 2.5% 09/22/27/EUR/                | SPAREBANKEN NORG BOLIGKR /EUR/ REGD REG S EMTN 2.50000000                                    | CUSIP: R82994CQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $118525.80     | 0.00%             | 2027-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAP SE 1.625% 03/10/31/EUR/                   | SAP SE /EUR/ REGD REG S 1.62500000                                                           | CUSIP: D66992EB6<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $332067.24     | 0.00%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTI 3.45% 06/01/45/CAD/                | NOVA SCOTIA PROVINCE /CAD/ REGD 3.45000000                                                   | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | USGA              | CA        |       200000 | PA      | $126164.71     | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 3.3% 05/08/34/EUR/                | PROVINCE OF SASKATCHEWAN /EUR/ REGD REG S EMTN 3.30000000                                    | CUSIP: C81800BS9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $356255.89     | 0.00%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/40                | BANK OF AMERICA CORP REGD V/R MTN 4.07800000                                                 | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2610.12       | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU 0.75% 01/12/34/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 0.75000000                                     | CUSIP: F7686GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $282964.97     | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 4% 06/17/72/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000                                               | CUSIP: Y6065BQF7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     75000000 | PA      | $3239681.44    | 0.02%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.81PCN07 04/12/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $6086.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON ST 1.625% 04/06/30/GBP/                | LONDON STOCK EXCHANGE PL /GBP/ REGD REG S 1.62500000                                         | CUSIP: G5689UV91<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2421366.68    | 0.02%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1454 6% 06/01/55                     | FREDDIE MAC POOL UMBS P#SL1454 6.00000000                                                    | CUSIP: 31427NTL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       440520 | PA      | $453519.40     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK C 3.2% 04/25/29                | KIMBERLY-CLARK CORP REGD 3.20000000                                                          | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |        40000 | PA      | $38795.38      | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDIN 2% 06/05/34/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 2.00000000                                           | CUSIP: N85094NY7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $108049.74     | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.5% 09/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000                                          | CUSIP: J2S39LQ49<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    489850000 | PA      | $3012132.74    | 0.02%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.55% 02/16/55                | ENTERPRISE PRODUCTS OPER REGD 5.55000000                                                     | CUSIP: 29379VCH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       558000 | PA      | $538638.51     | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.15% 10/01/39/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.15000000                                       | CUSIP: T6052B6W3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       450000 | PA      | $550613.66     | 0.00%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| LAND BRANDENB 3% 02/27/32/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 3.00000000                                                 | CUSIP: D1R1PYCZ2<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $239814.12     | 0.00%             | 2032-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                   | UNITED STATES TREASURY BOND 3.25000000                                                       | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1898000 | PA      | $1571781.25    | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8762.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA7648 2% 10/20/51                  | GINNIE MAE II POOL P#MA7648 2.00000000                                                       | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4813652 | PA      | $3924836.87    | 0.03%             | 2051-10-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5812 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#SD5812 6.00000000                                                    | CUSIP: 3132DTN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       423060 | PA      | $434020.09     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H11 FD V/R 07/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H11 CL FD V/R 5.20185000                   | CUSIP: 38383KZS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3039205 | PA      | $3045917.57    | 0.02%             | 2074-07-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 03/15/36/IDR/                | INDONESIA GOVT SUKUK /IDR/ REGD SER PBS 6.87500000                                           | CUSIP: Y6S86ZYP8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   5968000000 | PA      | $372112.03     | 0.00%             | 2036-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 3.25% 03/10/31/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S 3.25000000                                         | CUSIP: D3R62XAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       300000 | PA      | $365354.85     | 0.00%             | 2031-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7554 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#RA7554 4.00000000                                                    | CUSIP: 3133KPMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       284153 | PA      | $264950.16     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIV 2% 09/17/30/EUR/                | ARGENTUM (GIVAUDAN) /EUR/ REGD REG S SER EUR 2.00000000                                      | CUSIP: N0610RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1120652.14    | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.15% 10/24/30/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10YR 4.15000000                                       | CUSIP: X5S007FR3<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6005000 | PA      | $1198025.82    | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/37                      | UNITED STATES TREASURY BOND 5.00000000                                                       | CUSIP: 912810PU6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       274600 | PA      | $292095.02     | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS  5% 06/12/33/EUR/                | JAB HOLDINGS BV /EUR/ REGD REG S 5.00000000                                                  | CUSIP: N4717KBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $4890415.22    | 0.03%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 11/05/29/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S 0.01000000                                                | CUSIP: D6654WAF8<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       197000 | PA      | $209177.72     | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ0945 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#QJ0945 6.00000000                                                    | CUSIP: 3133CRBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       335968 | PA      | $344385.87     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.5% 02/15/39                    | UNITED STATES TREASURY BOND 3.50000000                                                       | CUSIP: 912810QA9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       335000 | PA      | $302690.82     | 0.00%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 2.7% 08/01/52                | MIDAMERICAN ENERGY CO REGD 2.70000000                                                        | CUSIP: 595620AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3101.79       | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4652 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#RA4652 2.00000000                                                    | CUSIP: 3133KLEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1167911 | PA      | $936451.39     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7647 1.5% 10/20/51                | GINNIE MAE II POOL P#MA7647 1.50000000                                                       | CUSIP: 36179WP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       266805 | PA      | $207723.49     | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.4% 08/20/49/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 224 0.40000000                                  | CUSIP: D1R1ZQBF3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |        30000 | PA      | $16855.91      | 0.00%             | 2049-08-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8144 1.5% 03/01/37                   | FREDDIE MAC POOL UMBS P#SB8144 1.50000000                                                    | CUSIP: 3132D6BM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       327002 | PA      | $290307.35     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.2% 12/20/34/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 151 1.20000000                                          | CUSIP: J26147A65<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1265700000 | PA      | $8630631.68    | 0.06%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0149 6.5% 01/20/55                | GINNIE MAE II POOL P#MB0149 6.50000000                                                       | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       246496 | PA      | $253373.17     | 0.00%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.1% 09/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 182 1.10000000                                          | CUSIP: J2S39LXJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    368250000 | PA      | $2154469.00    | 0.01%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.40PCN07 05/11/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $26652.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND SACHS 2.45% 02/13/30/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 2.45000000                                                    | CUSIP: D6T54YED0<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $824387.67     | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FNR 2018-67 SH V/R 09/25/48                   | FANNIE MAE REMICS SER 2018-67 CL SH V/R 1.78035000                                           | CUSIP: 3136B2R61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2605680 | PA      | $322645.75     | 0.00%             | 2048-09-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 2.25% 11/20/40/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.25000000                                               | CUSIP: Q6715PQ28<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       960000 | PA      | $430859.72     | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 01/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                               | CUSIP: E8922ALP3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9890000 | PA      | $11303747.78   | 0.08%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 5.5% 05/15/35                     | TEXTRON INC REGD 5.50000000                                                                  | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7106.87       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 3% 06/22/33/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 97 3.00000000                                                 | CUSIP: B1121KHX6<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7740000 | PA      | $9188648.63    | 0.06%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                      | UNITED STATES TREASURY BOND 2.00000000                                                       | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2672300 | PA      | $1840442.24    | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SGD/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-491748.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN 3.625% 04/13/34/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 487 3.62500000                                           | CUSIP: R34155CN0<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     22100000 | PA      | $2163385.52    | 0.01%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MARSH & M 1.979% 03/21/30/EUR/                | MARSH & MCLENNAN COS INC /EUR/ REGD 1.97900000                                               | CUSIP: 571748BM3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1234821.43    | 0.01%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIG 0.01% 03/12/27/EUR/                | EIKA BOLIGKREDITT AS /EUR/ REGD EMTN 0.01000000                                              | CUSIP: R2R750CS4<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $113642.49     | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H15 G 2.25% 08/20/69                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H15 CL GA 2.25000000                       | CUSIP: 38380LD26<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       108826 | PA      | $105824.11     | 0.00%             | 2069-08-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 03/06/35                          | KEYCORP REGD V/R 6.40100000                                                                  | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       520000 | PA      | $554835.78     | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 2.625% 02/13/35/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 2.62500000                                                 | CUSIP: D9696PCS7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $342881.65     | 0.00%             | 2035-02-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| IBRD 4.625% 08/01/28                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.62500000                               | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       250000 | PA      | $256155.61     | 0.00%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROVINCE  1.402% 02/20/29/SEK/                | PROVINCE OF ALBERTA /SEK/ REGD REG S EMTN 1.40250000                                         | CUSIP: C01305BB3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | USGA              | CA        |      2000000 | PA      | $200703.95     | 0.00%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1826 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#RC1826 2.00000000                                                    | CUSIP: 3133L8A39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1861147 | PA      | $1704487.03    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERN 5% 10/25/34/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1034 5.00000000                                        | CUSIP: X8T02EDK6<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     15180000 | PA      | $4081438.96    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRA 3.45% 06/25/49/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.45000000                                     | CUSIP: F49540AM3<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $536808.30     | 0.00%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRIC V/R 11/29/27/GBP/                | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S 5.75000000                                           | CUSIP: F2R125DH5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $4171359.67    | 0.03%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 05/09/29                | BANK OF AMERICA CORP REGD V/R 4.62300000                                                     | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        95000 | PA      | $95602.16      | 0.00%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5502 3% 06/01/51                     | FREDDIE MAC POOL UMBS P#RA5502 3.00000000                                                    | CUSIP: 3133KMDF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2798786 | PA      | $2427738.27    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/31/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4FW4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      4369000 | PA      | $4552355.72    | 0.03%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 2.75% 01/30/32/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 274 2.75000000                                        | CUSIP: D1R1ZQDH7<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      1310000 | PA      | $1551027.81    | 0.01%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED  4% 03/30/35/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0335 4.00000000                                             | CUSIP: M7024PAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       330000 | PA      | $98109.43      | 0.00%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31                | PHILIP MORRIS INTL INC REGD 5.12500000                                                       | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       635000 | PA      | $652272.67     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.25% 06/22/57/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 83 2.25000000                                                 | CUSIP: B1121KED3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2277000 | PA      | $1840745.53    | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/29/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 356 0.10000000                                          | CUSIP: J2S39K5X0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4271150000 | PA      | $28640922.18   | 0.20%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 1.5% 04/27/38/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 1.50000000                                            | CUSIP: N6S7792D1<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       940000 | PA      | $899756.74     | 0.01%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINAN 3.9% 04/05/32                | COREBRIDGE FINANCIAL INC REGD 3.90000000                                                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3754.94       | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.51PPR6M 03/20/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CZ        |            1 | NC      | $-5370.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 1% 07/31/28                      | UNITED STATES TREASURY NOTE 1.00000000                                                       | CUSIP: 91282CCR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3199200 | PA      | $2948887.59    | 0.02%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW 2.375% 10/04/29/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.37500000                                                         | CUSIP: D3S996UP1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $827574.65     | 0.01%             | 2029-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP 1.25% 02/09/34/EUR/                  | IBM CORP /EUR/ REGD EMTN 1.25000000                                                          | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $985634.32     | 0.01%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/29/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1993800 | PA      | $2012024.57    | 0.01%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASTERCARD IN 1% 02/22/29/EUR/                | MASTERCARD INC /EUR/ REGD 1.00000000                                                         | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      7609000 | PA      | $8477195.08    | 0.06%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAJAMAR C 3.375% 02/16/28/EUR/                | CAJAMAR CAJA RURAL SCC /EUR/ REGD REG S 3.37500000                                           | CUSIP: E2584LBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      2100000 | PA      | $2525857.77    | 0.02%             | 2028-02-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.6% 06/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 170 0.60000000                                           | CUSIP: J2S39L3J1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1390400000 | PA      | $9541481.81    | 0.07%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GR 3.375% 03/01/41                | INTERPUBLIC GROUP COS REGD 3.37500000                                                        | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |         4000 | PA      | $2975.04       | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHR 5202 UI 3.5% 01/25/52                     | FREDDIE MAC REMICS SER 5202 CL UI 3.50000000                                                 | CUSIP: 3137H6K53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3505131 | PA      | $580707.71     | 0.00%             | 2052-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRI 3.5% 01/15/30/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 3.50000000                                           | CUSIP: T3R63EBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121753.64     | 0.00%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3132 3.5% 09/01/27                   | FANNIE MAE POOL UMBS P#MA3132 3.50000000                                                     | CUSIP: 31418CPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        42930 | PA      | $42524.72      | 0.00%             | 2027-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLD 0.5% 11/14/29/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: N8243RBM6<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $321092.67     | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.15% 10/31/25/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.15000000                                               | CUSIP: E8922AAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      2505000 | PA      | $2952110.25    | 0.02%             | 2025-10-31      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| AGRICUL DE 2.57% 09/13/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2315 2.57000000                                        | CUSIP: Y0R4AWQB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      9000000 | PA      | $1293322.17    | 0.01%             | 2028-09-13      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.875% 04/05/29/EUR/                | LAND BERLIN /EUR/ REGD REG S 2.87500000                                                      | CUSIP: D09856E23<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       730000 | PA      | $875354.13     | 0.01%             | 2029-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORD 0.125% 06/04/31/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: D5S07LHL8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      2300000 | PA      | $2343218.92    | 0.02%             | 2031-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB N 3% 04/16/32/EUR/                | HYPO NOE LB NOE WIEN AG /EUR/ REGD REG S EMTN 3.00000000                                     | CUSIP: A57347BQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $118442.34     | 0.00%             | 2032-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW 1.375% 06/07/32/EUR/                      | KFW /EUR/ REGD 1.37500000                                                                    | CUSIP: D3S996AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1301912.73    | 0.01%             | 2032-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP 2% 09/17/35/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 2.00000000                                                 | CUSIP: Q9194YPB4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4570000 | PA      | $2291992.18    | 0.02%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 1.875% 12/20/26/EUR/                | CREDIT AGRICOLE LONDON /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: G2551UGQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1171652.66    | 0.01%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 0.875% 06/14/28/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 0.87500000                                                 | CUSIP: D9696PAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113102.63     | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4769 2% 03/01/36                     | FANNIE MAE POOL UMBS P#BR4769 2.00000000                                                     | CUSIP: 3140L3JP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        96454 | PA      | $88504.46      | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5480 3% 11/01/50                     | FANNIE MAE POOL UMBS P#FM5480 3.00000000                                                     | CUSIP: 3140X9CS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       238239 | PA      | $208171.06     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 10/20/26/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                    | CUSIP: A0654UAK7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      5320000 | PA      | $6176215.37    | 0.04%             | 2026-10-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZS4771 3.5% 06/01/48                   | FREDDIE MAC POOL UMBS P#ZS4771 3.50000000                                                    | CUSIP: 3132A5JQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3344 | PA      | $3060.34       | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.693% 09/15/27                | TORONTO-DOMINION BANK REGD MTN 4.69300000                                                    | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |        55000 | PA      | $55518.99      | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 2.95% 04/15/55/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 31Y 2.95000000                                             | CUSIP: X27717NF4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1450000 | PA      | $1512046.69    | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GAS NETWOR 3.25% 09/12/30/EUR/                | GAS NETWORKS IRELAND /EUR/ REGD REG S EMTN 3.25000000                                        | CUSIP: G3R99YAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $238129.10     | 0.00%             | 2030-09-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PERMANENT TS V/R 07/10/30/EUR/                | PERMANENT TSB GROUP /EUR/ REGD V/R REG S EMTN 4.25000000                                     | CUSIP: G7015DAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $243871.46     | 0.00%             | 2030-07-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5003 3.5% 08/01/39                   | FREDDIE MAC POOL UMBS P#RB5003 3.50000000                                                    | CUSIP: 3133KYRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       468097 | PA      | $449347.39     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 3.6% 06/03/36/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 157 3.60000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     24020000 | PA      | $1077182.32    | 0.01%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 02/15/28                | ENERGY TRANSFER LP REGD 5.55000000                                                           | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1244755.85    | 0.01%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 07/31/26                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 912828Y95<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       978300 | PA      | $956593.97     | 0.01%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 0.05% 07/08/31/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.05000000                                          | CUSIP: D170N8BV5<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $403900.78     | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORLEN SA 1.125% 05/27/28/EUR/                 | ORLEN SA /EUR/ REGD REG S EMTN 1.12500000                                                    | CUSIP: X6922WBD6<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      1300000 | PA      | $1457693.08    | 0.01%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB3926 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#QB3926 2.00000000                                                    | CUSIP: 3133AALF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2007584 | PA      | $1601031.77    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 03/01/48/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.45000000                                       | CUSIP: T6052BNB0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6475000 | PA      | $6926634.90    | 0.05%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BERLIN HYP 0.01% 07/07/28/EUR/                | BERLIN HYP AG /EUR/ REGD REG S 0.01000000                                                    | CUSIP: D0R6FVGN3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       180000 | PA      | $198029.93     | 0.00%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQUINOR A 6.875% 03/11/31/GBP/                | EQUINOR ASA /GBP/ REGD REG S EMTN 6.87500000                                                 | CUSIP: R8412TAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       150000 | PA      | $229336.04     | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 03/10/55/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5503 2.62500000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | KR        |   7726540000 | PA      | $5603177.00    | 0.04%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 12/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 85 2.30000000                                           | CUSIP: J2S39L6L3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    962700000 | PA      | $6001891.83    | 0.04%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5908 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#CB5908 5.50000000                                                     | CUSIP: 3140QRR62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1009272 | PA      | $1020529.02    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 09/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 368 0.20000000                                          | CUSIP: J2S39LWZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1531000000 | PA      | $9932868.16    | 0.07%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BRAMBLES F 4.25% 03/22/31/EUR/                | BRAMBLES FINANCE PLC /EUR/ REGD REG S EMTN 4.25000000                                        | CUSIP: G1561EDU2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       659000 | PA      | $820486.88     | 0.01%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.7% 12/15/31                | LOCKHEED MARTIN CORP REGD 4.70000000                                                         | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80977.81      | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LA POSTE  2.625% 09/14/28/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 2.62500000                                                 | CUSIP: F5548BDM6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235699.31     | 0.00%             | 2028-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2% 12/02/25                    | NRG ENERGY INC REGD 144A P/P 2.00000000                                                      | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2118603.21    | 0.01%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/30/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F43750CJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     23631000 | PA      | $27801981.06   | 0.19%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA 0.125% 06/12/26/EUR/                | SLOVENSKA SPORITELNA AS /EUR/ REGD REG S MTN SER DMTN 0.12500000                             | CUSIP: X79233LN4<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       100000 | PA      | $115445.22     | 0.00%             | 2026-06-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PROXIMUS S 3.75% 04/08/35/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 3.75000000                                               | CUSIP: B6949WKV9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $234746.88     | 0.00%             | 2035-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 10/22/41/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                              | CUSIP: G4527HRA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     28811000 | PA      | $23234107.98   | 0.16%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHR 4056 GS V/R 12/15/41                      | FREDDIE MAC REMICS SER 4056 CL GS V/R 2.23167000                                             | CUSIP: 3137AQET1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       297101 | PA      | $26305.43      | 0.00%             | 2041-12-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8663 4.5% 05/01/52                   | FANNIE MAE POOL UMBS P#BU8663 4.50000000                                                     | CUSIP: 3140MATV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17768 | PA      | $17085.66      | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.125% 11/15/27                  | UNITED STATES TREASURY BOND 6.12500000                                                       | CUSIP: 912810FB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       332300 | PA      | $350498.62     | 0.00%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH3431 3.5% 01/01/26                   | FANNIE MAE POOL UMBS P#AH3431 3.50000000                                                     | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57310 | PA      | $57011.59      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 1.5% 09/10/31/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 1.50000000                                             | CUSIP: Q9194YLM4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2500000 | PA      | $1403077.00    | 0.01%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.80PBW6M 12/03/33 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-26852.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORANO SA 4% 03/12/31/EUR/                     | ORANO SA /EUR/ REGD REG S EMTN 4.00000000                                                    | CUSIP: F6861GBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $242058.50     | 0.00%             | 2031-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.8% 08/15/53/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD SER G 1.80000000                                         | CUSIP: D2R8H4HZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3308000 | PA      | $2976228.82    | 0.02%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PEARSON F 5.375% 09/12/34/GBP/                | PEARSON FUNDING PLC /GBP/ REGD REG S 5.37500000                                              | CUSIP: G69647AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1494304.56    | 0.01%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEROPORTS D 1.5% 07/02/32/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.50000000                                            | CUSIP: F01177AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       900000 | PA      | $942275.29     | 0.01%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMP 3.25% 02/12/32                | FORD MOTOR COMPANY REGD 3.25000000                                                           | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       700000 | PA      | $590522.95     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOLCIM STE 2.25% 04/04/34/GBP/                | HOLCIM STERLING FINANCE /GBP/ REGD REG S EMTN 2.25000000                                     | CUSIP: N41119AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2036473.63    | 0.01%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.125% 08/31/2027                 | UNITED STATES TREASURY NOTE 3.12500000                                                       | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1915700 | PA      | $1891903.40    | 0.01%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC 3.375% 10/15/34/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.37500000                                               | CUSIP: 58507LBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $4927699.31    | 0.03%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.2% 06/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 79 1.20000000                                           | CUSIP: J2S39LK29<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    750000000 | PA      | $3621853.41    | 0.02%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  4.1% 04/15/37/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 31Y 4.10000000                                          | CUSIP: X6738PDH4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |       837000 | PA      | $1072610.59    | 0.01%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIA 0.021% 07/16/25/CHF/                | INDUSTRIAL BANK OF KOREA /CHF/ REGD REG S EMTN 0.02190000                                    | CUSIP: Y3994MYM2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       300000 | PA      | $378035.16     | 0.00%             | 2025-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0012 6% 11/01/54                     | FANNIE MAE POOL UMBS P#FA0012 6.00000000                                                     | CUSIP: 3140W0AN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2911865 | PA      | $2966407.37    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.45% 09/01/50/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 2.45000000                                       | CUSIP: T6052BVK1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3942000 | PA      | $3438245.32    | 0.02%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD2905 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD2905 5.50000000                                                    | CUSIP: 3132DQGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       256032 | PA      | $257135.71     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA  1.25% 09/01/30                | AUTOMATIC DATA PROCESSNG REGD 1.25000000                                                     | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |        22000 | PA      | $19047.93      | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV4456 4% 12/01/28                     | FANNIE MAE POOL UMBS P#AV4456 4.00000000                                                     | CUSIP: 3138XF5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11282 | PA      | $11183.59      | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                | BAT CAPITAL CORP REGD 3.55700000                                                             | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       646000 | PA      | $635515.90     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.5% 10/01/53/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.50000000                                       | CUSIP: T6052B2C1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       540000 | PA      | $661449.78     | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.15% 03/15/34                | WILLIAMS COMPANIES INC REGD 5.15000000                                                       | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2015000 | PA      | $2010467.84    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TDF INFRAS 1.75% 12/01/29/EUR/                | TDF INFRASTRUCTURE SAS /EUR/ REGD REG S 1.75000000                                           | CUSIP: F9053PAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2543925.73    | 0.02%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 1.25% 05/13/49/EUR/                  | NRW.BANK /EUR/ REGD 1.25000000                                                               | CUSIP: D5S267QV4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        87000 | PA      | $62180.13      | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF L 0% 03/17/31/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 0.00000000                                 | CUSIP: X7S904CJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       100000 | PA      | $99786.85      | 0.00%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS 0% 10/14/30/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.00000000                                           | CUSIP: X5S9GC6B1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       500000 | PA      | $515244.75     | 0.00%             | 2030-10-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/46/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HNS6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     22028000 | PA      | $26523662.36   | 0.18%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.65% 05/16/47/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000                                    | CUSIP: D5S07LEU1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $183083.51     | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CR6950 3% 01/20/47                  | GINNIE MAE II POOL P#CR6950 3.00000000                                                       | CUSIP: 3618AMWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        60038 | PA      | $52883.52      | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.77% 10/24/32/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2220 2.77000000                                        | CUSIP: Y1456TNT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    242200000 | PA      | $36166210.54   | 0.25%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 09/30/26                  | UNITED STATES TREASURY NOTE 0.87500000                                                       | CUSIP: 91282CCZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2429100 | PA      | $2339811.60    | 0.02%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.45% 03/01/27                 | S&P GLOBAL INC REGD 2.45000000                                                               | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34055.69      | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785043 3% 04/20/49                  | GINNIE MAE II POOL P#785043 3.00000000                                                       | CUSIP: 3622AAP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        26753 | PA      | $23989.81      | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.62% 06/25/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.62000000                                         | CUSIP: Y6S39B2U3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    264500000 | PA      | $38848437.78   | 0.27%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA 2.75% 12/02/27/EUR/                | SYENSQO SA /EUR/ REGD REG S 2.75000000                                                       | CUSIP: B82095KC1<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1181529.77    | 0.01%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 4.9% 04/14/34/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 151 4.90000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     51240000 | PA      | $2573388.54    | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 1% 10/13/26/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: F4065QDU1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $694724.71     | 0.00%             | 2026-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.1% 09/15/49                | ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000                                                | CUSIP: 68233JBR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6555.81       | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  1.5% 08/20/32/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 1.50000000                                               | CUSIP: Q7943QQ69<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2380000 | PA      | $1287672.25    | 0.01%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT  0.85% 05/22/34/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.85000000                                         | CUSIP: D8509MQP4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $48682.63      | 0.00%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.75% 01/15/30                    | AKER BP ASA REGD 144A P/P 3.75000000                                                         | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $1904313.00    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| STERIS PLC 2.7% 03/15/31                      | STERIS PLC REGD 2.70000000                                                                   | CUSIP: 85917PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       150000 | PA      | $134685.67     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR LIQUI 0.625% 06/20/30/EUR/                | AIR LIQUIDE FINANCE /EUR/ REGD REG S EMTN 0.62500000                                         | CUSIP: F2015QAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5343387.25    | 0.04%             | 2030-06-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 01/31/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGH8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837500 | PA      | $1827953.62    | 0.01%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUC V/R 08/16/77                | ENTERPRISE PRODUCTS OPER REGD V/R SER E 5.25000000                                           | CUSIP: 29379VBN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $69209.81      | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.125% 03/01/27                       | MPLX LP REGD 4.12500000                                                                      | CUSIP: 55336VAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        48000 | PA      | $47735.87      | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FFCB 2.2% 01/12/32                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 2.20000000                                            | CUSIP: 3133ENKP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        60000 | PA      | $52431.67      | 0.00%             | 2032-01-12      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 4.75% 03/27/30                | RELX CAPITAL INC REGD 4.75000000                                                             | CUSIP: 74949LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $75973.20      | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.8% 03/20/58/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 11 0.80000000                                           | CUSIP: J2S39KK21<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    428650000 | PA      | $1685667.13    | 0.01%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 12/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 164 0.20000000                                           | CUSIP: J2S39LU51<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3606700000 | PA      | $24495655.48   | 0.17%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE 2% 04/18/36/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 2.00000000                                     | CUSIP: F4041GDM0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $304400.55     | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.4% 11/23/51/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 0.40000000                                               | CUSIP: D3R33ABP3<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       350000 | PA      | $183543.25     | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.37% 01/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000                                         | CUSIP: Y6S39B5H9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    145900000 | PA      | $20989325.90   | 0.14%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 3% 08/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.00000000                                 | CUSIP: T6052BSC3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11056000 | PA      | $13332069.92   | 0.09%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3936 3% 09/20/46                  | GINNIE MAE II POOL P#MA3936 3.00000000                                                       | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1764317 | PA      | $1582786.12    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.3% 06/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 161 0.30000000                                           | CUSIP: J2S39LN59<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1290000000 | PA      | $8829564.25    | 0.06%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 08/01/34/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000                                       | CUSIP: T602592M8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     12386000 | PA      | $16568810.86   | 0.11%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB3899 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AB3899 3.00000000                                                     | CUSIP: 31417AKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       121823 | PA      | $120462.75     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30YR TBA 6.5% SEP 25                  | GNMA II 30YR TBA 6.5% SEP 25   TO BE ANNOUNCED 6.50000000                                    | CUSIP: 21H062693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10000000 | PA      | $10225366.10   | 0.07%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM6602 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#BM6602 3.50000000                                                     | CUSIP: 3140JBKQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       653671 | PA      | $592303.22     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV 3% 05/06/33/EUR/                 | ALLIANDER NV /EUR/ REGD REG S EMTN 3.00000000                                                | CUSIP: N0373AFQ9<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232301.67     | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 06/25/49/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348DF0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      3210000 | PA      | $3266311.54    | 0.02%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250722 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17215.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CA0624 3.5% 10/01/47                   | FANNIE MAE POOL UMBS P#CA0624 3.50000000                                                     | CUSIP: 3140Q7VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1115428 | PA      | $1025158.46    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8047 3.5% 05/01/35                   | FREDDIE MAC POOL UMBS P#SB8047 3.50000000                                                    | CUSIP: 3132D55G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       429109 | PA      | $416869.92     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.8% 05/31/26/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.80000000                                               | CUSIP: E8922ANA4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       900000 | PA      | $1067714.95    | 0.01%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LAND BADE 3.125% 01/23/40/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.12500000                                          | CUSIP: D0R5GXAA4<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       450000 | PA      | $522415.22     | 0.00%             | 2040-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 04/15/43/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 21Y 0.50000000                                             | CUSIP: X27717MB4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1700000 | PA      | $1230705.65    | 0.01%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/09/28                | HSBC HOLDINGS PLC REGD V/R 4.75500000                                                        | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $702581.25     | 0.00%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 2.75% 12/17/29/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: N6S77CMW0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      1100000 | PA      | $1311389.80    | 0.01%             | 2029-12-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0576 2.5% 04/01/51                   | FREDDIE MAC POOL UMBS P#SD0576 2.50000000                                                    | CUSIP: 3132DMT96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       369328 | PA      | $306530.87     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTUE 0.01% 07/20/28/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F235A8AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5476206.53    | 0.04%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.125% 03/15/33/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 0.12500000                                           | CUSIP: T3R63EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $93888.50      | 0.00%             | 2033-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 09/01/30/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: Y7996FSU5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2215000 | PA      | $1823202.84    | 0.01%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5223 4% 11/01/38                     | FANNIE MAE POOL UMBS P#MA5223 4.00000000                                                     | CUSIP: 31418EYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        60778 | PA      | $59468.12      | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0381 2.5% 07/01/32                   | FREDDIE MAC POOL UMBS P#SB0381 2.50000000                                                    | CUSIP: 3132CWM68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1315498 | PA      | $1263152.09    | 0.01%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 0.3% 11/25/31/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.30000000                                     | CUSIP: F45204CR7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1000963.00    | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET  3.875% 05/06/45/EUR/                | ALPHABET INC /EUR/ REGD 3.87500000                                                           | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1632380.21    | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS 0% 03/02/31/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.00000000                                           | CUSIP: X5S9WABU9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       500000 | PA      | $509223.77     | 0.00%             | 2031-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1626 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1626 5.50000000                                                    | CUSIP: 31425VYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        96452 | PA      | $96777.96      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES IN 4.5% 12/01/26                | CF INDUSTRIES INC REGD 144A P/P 4.50000000                                                   | CUSIP: 12527GAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1800911.57    | 0.01%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH - 1.75% 05/27/32/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.75000000                                         | CUSIP: F1R83CEW2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109033.65     | 0.00%             | 2032-05-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.440% 07/01/25                | RC R/P BOFA S  4.440% 07/01/25 4.44000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |     20600000 | PA      | $20600000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HO 1.5% 10/19/27/GBP/                | AMERICAN HONDA FINANCE /GBP/ REGD EMTN 1.50000000                                            | CUSIP: U0258BAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2951529.69    | 0.02%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANONE SA 3.481% 05/03/30/EUR/                | DANONE SA /EUR/ REGD REG S EMTN 3.48100000                                                   | CUSIP: F2R16UL61<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1695815.19    | 0.01%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.7% 04/01/28                | EXTRA SPACE STORAGE LP REGD 5.70000000                                                       | CUSIP: 30225VAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $41315.63      | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.9% 10/31/52/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000                                               | CUSIP: E8922AMF4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7442000 | PA      | $5805870.38    | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA9090 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#RA9090 5.50000000                                                    | CUSIP: 3133KRC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       861436 | PA      | $864118.34     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGION WAL 1.05% 06/22/40/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 1.05000000                                             | CUSIP: B70023KG8<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $79383.80      | 0.00%             | 2040-06-22      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.5% 03/20/59/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 12 0.50000000                                           | CUSIP: J2S39K4Z6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    235700000 | PA      | $801925.04     | 0.01%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 6.75% 04/25/35/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 11Y 6.75000000                                        | CUSIP: X5S007PG6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      4610000 | PA      | $1017059.97    | 0.01%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3873 4.7% 05/01/35                   | FANNIE MAE POOL UMBS P#BZ3873 4.70000000                                                     | CUSIP: 3140NYJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       299739 | PA      | $300662.10     | 0.00%             | 2035-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 3.375% 03/03/31                | FAIRFAX FINL HLDGS LTD REGD SER WI 3.37500000                                                | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      2010000 | PA      | $1865260.62    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TASMANIAN  4.75% 01/25/35/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD 4.75000000                                               | CUSIP: Q88765VT8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $258605.55     | 0.00%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8726 5.5% 03/20/53                | GINNIE MAE II POOL P#MA8726 5.50000000                                                       | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       426212 | PA      | $428874.70     | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 07/28/31/EUR/                     | NRW.BANK /EUR/ REGD REG S EMTN 0.00000000                                                    | CUSIP: D5S2675F2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       138000 | PA      | $138201.17     | 0.00%             | 2031-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.375% 02/14/28/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.37500000                                     | CUSIP: D4900L6S6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1140000 | PA      | $1282841.57    | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20250702 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-135137.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 06/21/28/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 524 0.00000000                                   | CUSIP: H6218UKW9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $62422.21      | 0.00%             | 2028-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA V/R 10/01/54                           | SEMPRA REGD V/R 6.87500000                                                                   | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |        46000 | PA      | $46289.02      | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FREIE HANSEST 1% 05/27/39/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 217 1.00000000                                  | CUSIP: D1R1ZQAY3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $174312.73     | 0.00%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.5% 12/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 369 0.50000000                                          | CUSIP: J2S39LZV9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    181000000 | PA      | $1196305.61    | 0.01%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/52/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 0.00000000                                 | CUSIP: D14458AU3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     12605000 | PA      | $6600051.54    | 0.05%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FFCB 1.28% 06/03/30                           | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.28000000                                            | CUSIP: 3133ELD84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       540000 | PA      | $473411.83     | 0.00%             | 2030-06-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| NATL GAS  1.375% 02/07/31/GBP/                | NATL GAS TRANSMISSION /GBP/ REGD REG S EMTN 1.37500000                                       | CUSIP: G6375UBW9<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1819200.77    | 0.01%             | 2031-02-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & 4.875% 05/11/27/EUR/                | PROCTER & GAMBLE CO/THE /EUR/ REGD 4.87500000                                                | CUSIP: U74271NP5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       425000 | PA      | $524914.24     | 0.00%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 0.125% 11/22/29/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD EMTN 0.12500000                                               | CUSIP: D8509N5Y6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $105939.41     | 0.00%             | 2029-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REALTY IN 1.625% 12/15/30/GBP/                | REALTY INCOME CORP /GBP/ REGD EMTN 1.62500000                                                | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       200000 | PA      | $231738.45     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7517 3% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD7517 3.00000000                                                    | CUSIP: 3132DVK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2996989 | PA      | $2649706.30    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 0.01% 11/25/28/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F0108UNM6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $976326.41     | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2421700 | PA      | $1751097.22    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2445 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#SD2445 5.50000000                                                    | CUSIP: 3132DPWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       460136 | PA      | $463229.76     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT SEP25                   | FUTURE CONTRACT ON           US ULTRA BOND CBT SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           20 | NC      | $2382500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROGRID  4.056% 05/28/37/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 4.05600000                                               | CUSIP: D25727AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1905309.53    | 0.01%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.2% 02/15/34/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.20000000                                 | CUSIP: D2R8H4KH1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7050000 | PA      | $8102298.42    | 0.06%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLB 3.25% 11/16/28                           | FEDERAL HOME LOAN BANKS 3.25000000                                                           | CUSIP: 3130AFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        25000 | PA      | $24655.18      | 0.00%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SAC 3% 09/10/26/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.00000000                                              | CUSIP: F7053NFU3<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1800000 | PA      | $2143962.02    | 0.01%             | 2026-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 05/25/33/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                      | CUSIP: F9627PAT9<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       700000 | PA      | $722927.04     | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTON 1.625% 04/20/30/EUR/                | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: L1051PAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1076681.94    | 0.01%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES  0.3% 10/17/31/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 0.30000000                                          | CUSIP: X6694NBU4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2642000 | PA      | $2711561.14    | 0.02%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| GNR 2019-H08 FE V/R 01/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H08 CL FE V/R 5.09602000                   | CUSIP: 38380LUG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4662336 | PA      | $4633636.37    | 0.03%             | 2069-01-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.11% 08/25/34/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.11000000                                         | CUSIP: Y6S39B8C7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     40500000 | PA      | $5844717.81    | 0.04%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| ING BELGIU 0.01% 02/20/30/EUR/                | ING BELGIUM S /EUR/ REGD REG S 0.01000000                                                    | CUSIP: B5078SKA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $104577.88     | 0.00%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IG GROUP  3.125% 11/18/28/GBP/                | IG GROUP HOLDINGS PLC /GBP/ REGD REG S EMTN 3.12500000                                       | CUSIP: G4753QAA4<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2562242.10    | 0.02%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2937 4% 04/01/43                     | FANNIE MAE POOL UMBS P#FS2937 4.00000000                                                     | CUSIP: 3140XJHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2731558 | PA      | $2633843.12    | 0.02%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA S 1.5% 03/25/35/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS74 1.50000000                                     | CUSIP: X7S28MGN2<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       940000 | PA      | $968004.72     | 0.01%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEDERLAND 3.875% 04/29/44/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.87500000                                    | CUSIP: N61157ED6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233164.04     | 0.00%             | 2044-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/29                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CGB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2713400 | PA      | $2724529.17    | 0.02%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.65% 03/25/74/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.65000000                                         | CUSIP: Y6S39B6D7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     68200000 | PA      | $11427129.81   | 0.08%             | 2074-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LAND BADE 2.625% 03/12/30/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.62500000                                          | CUSIP: D1U444CK4<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $356038.47     | 0.00%             | 2030-03-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4727 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#RA4727 2.00000000                                                    | CUSIP: 3133KLHC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       309294 | PA      | $246028.43     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEXIA 0.01% 01/22/27/EUR/                     | DEXIA /EUR/ REGD REG S EMTN 0.01000000                                                       | CUSIP: F3R304FY5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $569429.85     | 0.00%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 10/17/29/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S SER 11 0.01000000                                  | CUSIP: D3R62XAL7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       200000 | PA      | $212327.37     | 0.00%             | 2029-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BA 0.01% 09/22/28/EUR/                | WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.01000000                                        | CUSIP: Q97423KX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $108874.98     | 0.00%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES  2.3% 11/01/28                | SUN COMMUNITIES OPER LP REGD 2.30000000                                                      | CUSIP: 866677AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2060000 | PA      | $1925276.89    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 05/07/29/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D4884QA84<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $320688.40     | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKI V/R 06/02/33/GBP/                | LLOYDS BANKING GROUP PLC /GBP/ REGD V/R REG S EMTN 6.62500000                                | CUSIP: G55365HA4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $3696507.10    | 0.03%             | 2033-06-02      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6554 2% 03/01/51                     | FANNIE MAE POOL UMBS P#FM6554 2.00000000                                                     | CUSIP: 3140XAH88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1751848 | PA      | $1407837.99    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE 4.375% 01/17/30/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 4.37500000                                           | CUSIP: F5407G3K0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $248683.77     | 0.00%             | 2030-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.375% 05/25/36/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: F0108UMX3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $762323.88     | 0.01%             | 2036-05-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 0.75% 01/17/30/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: F07335CM6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1063946.46    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5102 4.5% 11/01/52                   | FANNIE MAE POOL UMBS P#CB5102 4.50000000                                                     | CUSIP: 3140QQU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2491930 | PA      | $2396263.80    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4581488.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 05/26/28/EUR/                | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.75000000                                            | CUSIP: E2R193ZT4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2100000 | PA      | $2393529.93    | 0.02%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6236 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6236 2.00000000                                                    | CUSIP: 3133KM4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1493558 | PA      | $1200230.92    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0060 3.5% 02/01/49                   | FREDDIE MAC POOL UMBS P#SD0060 3.50000000                                                    | CUSIP: 3132DMB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       443317 | PA      | $410007.66     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 2.95% 01/15/32                | RPM INTERNATIONAL INC REGD 2.95000000                                                        | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |        50000 | PA      | $44100.15      | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.75% 09/10/74/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 7409 2.75000000                                           | CUSIP: Y7277F5J5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3600000000 | PA      | $2751354.28    | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI4868 4% 06/01/26                     | FANNIE MAE POOL UMBS P#AI4868 4.00000000                                                     | CUSIP: 3138AJMS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3644 | PA      | $3622.28       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANC S/UP 06/17/30/EUR/                | ENEL FINANCE INTL NV /EUR/ REGD S/UP REG S EMTN 0.75000000                                   | CUSIP: N30706VA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     12655000 | PA      | $13386211.41   | 0.09%             | 2030-06-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2215 4% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD2215 4.00000000                                                    | CUSIP: 3132DPN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       498806 | PA      | $467645.33     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 7.35% 04/28/31/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 8Y 7.35000000                                         | CUSIP: X5S007KS5<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      7030000 | PA      | $1623655.05    | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                    | CITIGROUP INC REGD V/R 3.05700000                                                            | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       445000 | PA      | $397724.09     | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3746 3.5% 07/01/50                   | FANNIE MAE POOL UMBS P#FM3746 3.50000000                                                     | CUSIP: 3140X7EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7745359 | PA      | $6980727.07    | 0.05%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN8913 2% 12/01/36                     | FREDDIE MAC POOL UMBS P#QN8913 2.00000000                                                    | CUSIP: 3133GF3W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       283094 | PA      | $259864.56     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8179 3% 11/01/51                     | FREDDIE MAC POOL UMBS P#SD8179 3.00000000                                                    | CUSIP: 3132DWCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1667317 | PA      | $1449969.66    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL 0.75% 02/16/29/EUR/                | CAJA RURAL DE NAVARRA /EUR/ REGD REG S 0.75000000                                            | CUSIP: E2425KJG9<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2208000.54    | 0.02%             | 2029-02-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H03 ML V/R 01/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL ML V/R 6.58151000                   | CUSIP: 38380QZY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4899929 | PA      | $4972614.16    | 0.03%             | 2071-01-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.875% 03/15/30                    | ABBVIE INC REGD 4.87500000                                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       225000 | PA      | $230351.55     | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 05/31/26                  | UNITED STATES TREASURY NOTE 4.87500000                                                       | CUSIP: 91282CKS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1916600 | PA      | $1930394.29    | 0.01%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.75% 04/22/39/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 96 2.75000000                                                 | CUSIP: B1121KFM2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       200000 | PA      | $217415.32     | 0.00%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 04/09/30/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.20000000                                         | CUSIP: D5S07LGT2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      2474000 | PA      | $2616122.58    | 0.02%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 4.75% 02/24/30                | HERSHEY COMPANY REGD 4.75000000                                                              | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40788.18      | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.5% 02/13/34/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.50000000                                       | CUSIP: X3446DCV1<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       510000 | PA      | $609775.01     | 0.00%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNA 4.5% 05/01/29                | HUNTSMAN INTERNATIONAL L REGD 4.50000000                                                     | CUSIP: 44701QBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       975000 | PA      | $924647.02     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8588 3% 11/01/30                     | FREDDIE MAC POOL UMBS P#ZS8588 3.00000000                                                    | CUSIP: 3132A9RH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        66601 | PA      | $64987.33      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 06/12/34                       | US BANCORP REGD V/R 5.83600000                                                               | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       725000 | PA      | $761679.05     | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.55% 03/10/51                | REPUBLIC OF PERU REGD 3.55000000                                                             | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |         5000 | PA      | $3433.25       | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 3.05% 04/30/31/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 3.05000000                           | CUSIP: E6R46K5B6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $480559.30     | 0.00%             | 2031-04-30      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE  4.125% 05/11/35                | SHELL FINANCE US IN REGD SER * 4.12500000                                                    | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       198000 | PA      | $187202.25     | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOWOGE WO 0.625% 11/01/28/EUR/                | HOWOGE WOHNUNGS /EUR/ REGD EMTN 0.62500000                                                   | CUSIP: D3R2V7AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $438408.48     | 0.00%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOV 3% 04/01/29/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.00000000                                                   | CUSIP: Y280CEVT1<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1720000 | PA      | $1408164.91    | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JUL 25                     | FNMA 30YR TBA 3.5% JUL 25      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032674<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -51365000 | PA      | $-46258534.66  | -0.32%            | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8342 6% 04/01/54                     | FANNIE MAE POOL UMBS P#CB8342 6.00000000                                                     | CUSIP: 3140QUHU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       842905 | PA      | $857654.28     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.95% 04/01/30                    | ORACLE CORP REGD 2.95000000                                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        85000 | PA      | $79290.68      | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 06/23/28/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                   | CUSIP: D2R04NBX5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $110071.70     | 0.00%             | 2028-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 3I GROUP  4.875% 06/14/29/EUR/                | 3I GROUP PLC /EUR/ REGD REG S 4.87500000                                                     | CUSIP: G8846TF88<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      4925000 | PA      | $6152248.88    | 0.04%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.01% 01/21/31/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.01000000                                             | CUSIP: D6S59FCS6<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       410000 | PA      | $419310.01     | 0.00%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SILFIN NV 5.125% 07/17/30/EUR/                | SILFIN NV /EUR/ REGD REG S 5.12500000                                                        | CUSIP: B7T1JJAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      2500000 | PA      | $3119285.17    | 0.02%             | 2030-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HEIMSTADE 1.375% 03/03/27/EUR/                | HEIMSTADEN BOSTAD TRESRY /EUR/ REGD EMTN 1.37500000                                          | CUSIP: N39310AA0<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $688043.41     | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  4.85% 08/01/34                | PUBLIC SERVICE ELECTRIC REGD 4.85000000                                                      | CUSIP: 74456QCS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $139565.65     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3635 3% 07/01/51                     | FREDDIE MAC POOL UMBS P#SD3635 3.00000000                                                    | CUSIP: 3132E0BC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       518585 | PA      | $453167.31     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.2% 03/31/27/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.20000000                                         | CUSIP: D5S07LGR6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       686000 | PA      | $782659.77     | 0.01%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ORBIT CAP 3.375% 06/14/48/GBP/                | ORBIT CAPITAL PLC /GBP/ REGD REG S 3.37500000                                                | CUSIP: G676AFAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1325000 | PA      | $1218897.37    | 0.01%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE 1.5% 08/24/34/GBP/                | PRS FINANCE PLC /GBP/ REGD REG S 1.50000000                                                  | CUSIP: G7282PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $208605.46     | 0.00%             | 2034-08-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENBW INTL  3.75% 11/20/35/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.75000000                                        | CUSIP: N2960PNE9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118050.88     | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 06/28/45/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 28 0.50000000                                               | CUSIP: H21069Y96<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      2510000 | PA      | $3055325.93    | 0.02%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/50/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                   | CUSIP: D14458AT6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      5902000 | PA      | $3295906.93    | 0.02%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/27/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000                                             | CUSIP: X8T03RBC6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       660000 | PA      | $753011.05     | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FNR 2020-33 IO V/R 05/25/50                   | FANNIE MAE REMICS SER 2020-33 CL IO V/R 1.70951000                                           | CUSIP: 3136B9PE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9153112 | PA      | $546567.10     | 0.00%             | 2050-05-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 2% 10/13/33/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 103 2.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     45850000 | PA      | $1867343.90    | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 1.75% 05/24/34/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 1.75000000                                         | CUSIP: Q85895TY8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $515548.61     | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEA 3.768% 08/31/27/EUR/                | COMMONWEALTH BANK AUST /EUR/ REGD REG S 3.76800000                                           | CUSIP: Q2694JNQ6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $121615.66     | 0.00%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/35                   | MORGAN STANLEY REGD V/R 5.32000000                                                           | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1470000 | PA      | $1488351.60    | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1309 2% 07/01/38                     | FREDDIE MAC POOL UMBS P#SB1309 2.00000000                                                    | CUSIP: 3132CXN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       734880 | PA      | $671165.78     | 0.00%             | 2038-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 12/20/26/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 150 0.00500000                                           | CUSIP: J2S39LSL9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1477150000 | PA      | $10162644.29   | 0.07%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/24/26                 | DEUTSCHE BANK NY REGD V/R 2.12900000                                                         | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2950000 | PA      | $2919960.77    | 0.02%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| APEXC 2024-1A A1 V/R 04/20/36                 | APEX CREDIT CLO 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 6.06947000                    | CUSIP: 03753AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1000000 | PA      | $1002538.30    | 0.01%             | 2036-04-20      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SB8154 2.5% 05/01/37                   | FREDDIE MAC POOL UMBS P#SB8154 2.50000000                                                    | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       298411 | PA      | $278489.12     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HAMBURGER 0.125% 02/24/31/EUR/                | HAMBURGER HOCHBAHN AG /EUR/ REGD REG S 0.12500000                                            | CUSIP: D29486AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1407515.94    | 0.01%             | 2031-02-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 A V/R 08/25/69                 | PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000                              | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3762096 | PA      | $3753539.34    | 0.03%             | 2069-08-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.375% 04/15/26                | GLP CAPITAL LP / FIN II REGD 5.37500000                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1500309.00    | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.375% 09/17/27/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 0.37500000                                                 | CUSIP: F7S68YBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112833.47     | 0.00%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 11/15/31                  | UNITED STATES TREASURY NOTE 1.37500000                                                       | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5942400 | PA      | $5083769.61    | 0.03%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0336 2% 09/01/28                     | FANNIE MAE POOL UMBS P#AS0336 2.00000000                                                     | CUSIP: 3138W9LS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        46953 | PA      | $45533.69      | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.2% 06/04/36/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.20000000                                     | CUSIP: B3S09CAH9<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      9600000 | PA      | $8271264.04    | 0.06%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 0.95% 03/13/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000                                    | CUSIP: D5S07LFL0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       144000 | PA      | $164232.28     | 0.00%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 02/15/36/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 531 0.00000000                                   | CUSIP: H6218ULQ1<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       365000 | PA      | $415614.68     | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.125% 06/01/26/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.12500000                                                   | CUSIP: V81778GB8<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2134000 | PA      | $1682114.11    | 0.01%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.125% 11/19/31/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.12500000                                      | CUSIP: F07336CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $605102.72     | 0.00%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.757% 05/22/40/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0519 3.75700000                                           | CUSIP: Y2R35QCG4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      7650000 | PA      | $1821472.20    | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.31% 11/30/25/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.31000000                                            | CUSIP: Y5325PBG8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      2000000 | PA      | $281473.82     | 0.00%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 3.25% 07/21/26/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD SER 26 3.25000000                                        | CUSIP: Q7943QPR4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2090000 | PA      | $1374102.87    | 0.01%             | 2026-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FHR 5087 IL 3% 03/25/51                       | FREDDIE MAC REMICS SER 5087 CL IL 3.00000000                                                 | CUSIP: 3137FFMC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1736752 | PA      | $288221.14     | 0.00%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 3.25% 09/06/30/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 3.25000000                                     | CUSIP: D4902NNK8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $732415.84     | 0.01%             | 2030-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 4.9% 09/01/29                | CROWN CASTLE INC REGD 4.90000000                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50438.64      | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7766 2% 12/20/51                  | GINNIE MAE II POOL P#MA7766 2.00000000                                                       | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4752334 | PA      | $3874800.93    | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC9228 5.5% 12/01/54                   | FANNIE MAE POOL UMBS P#DC9228 5.50000000                                                     | CUSIP: 3140AXHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       384822 | PA      | $389101.14     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/55                 | SOCIETE GENERALE REGD V/R 144A P/P 7.13200000                                                | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $254951.84     | 0.00%             | 2055-01-19      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| AGRICUL DE 3.01% 03/16/30/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2301 3.01000000                                        | CUSIP: Y0R4AWNY6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     44900000 | PA      | $6629811.18    | 0.05%             | 2030-03-16      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  0.625% 05/22/26/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD SER 231 0.62500000                                       | CUSIP: X5S008CP8<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       860000 | PA      | $999820.14     | 0.01%             | 2026-05-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QU 7.295% 07/22/26                | PROVINCE OF QUEBEC REGD MTN 7.29500000                                                       | CUSIP: 74815HCJ9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       320000 | PA      | $329791.01     | 0.00%             | 2026-07-22      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9738 5% 01/01/55                     | FANNIE MAE POOL UMBS P#CB9738 5.00000000                                                     | CUSIP: 3140QVZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       882227 | PA      | $866060.00     | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/13/52                | BANK OF AMERICA CORP REGD V/R SER N 3.48300000                                               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        90000 | PA      | $64272.35      | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| ALLIANDER  3.25% 06/13/28/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 3.25000000                                                | CUSIP: N0373AEL1<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $721378.42     | 0.00%             | 2028-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9450 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9450 2.00000000                                                     | CUSIP: 3140XDQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1131413 | PA      | $907947.96     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES 1.65% 10/01/30                | GILEAD SCIENCES INC REGD 1.65000000                                                          | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       160000 | PA      | $139854.34     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CREDIT MU 3.375% 09/19/27/EUR/                | CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 3.37500000                                         | CUSIP: F2850M2Y7<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3603063.93    | 0.02%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1110 2% 07/01/51                     | FANNIE MAE POOL UMBS P#CB1110 2.00000000                                                     | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       484334 | PA      | $388197.48     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/03/31                    | CITIGROUP INC REGD V/R 2.57200000                                                            | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3264370.13    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.772% 12/09/29                | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.77200000                                              | CUSIP: 74368CCA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2530326.53    | 0.02%             | 2029-12-09      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM5531 3% 01/01/51                     | FANNIE MAE POOL UMBS P#FM5531 3.00000000                                                     | CUSIP: 3140X9ED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1218722 | PA      | $1065216.93    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4493 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#RA4493 2.00000000                                                    | CUSIP: 3133KK7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1451950 | PA      | $1155422.81    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.5% 06/01/52                | PUBLIC SERVICE COLORADO REGD SER 39 4.50000000                                               | CUSIP: 744448CX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $16330.11      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1866 4.62% 08/01/31                  | FANNIE MAE POOL UMBS P#BZ1866 4.62000000                                                     | CUSIP: 3140NWCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       198712 | PA      | $200924.06     | 0.00%             | 2031-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.9% 05/01/33                | ERAC USA FINANCE LLC REGD 144A P/P 4.90000000                                                | CUSIP: 26884TAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $865352.54     | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NEDER WAT 2.625% 01/10/34/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 2.62500000                                            | CUSIP: N6S77CB44<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $689543.88     | 0.00%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1404962.78    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.8% 03/01/41/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000                                       | CUSIP: T6052BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4409000 | PA      | $3941138.91    | 0.03%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 12/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.80000000                                 | CUSIP: T6052BQV3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3430000 | PA      | $4116327.36    | 0.03%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BAT INTL F 2.25% 01/16/30/EUR/                | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.25000000                                        | CUSIP: G08820HW8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4977000 | PA      | $5668345.15    | 0.04%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 11/17/27                | PHILIP MORRIS INTL INC REGD 5.12500000                                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        75000 | PA      | $76490.17      | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2870 3% 03/01/50                     | FANNIE MAE POOL UMBS P#FM2870 3.00000000                                                     | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1291547 | PA      | $1140665.88    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOL 3.25% 04/09/33/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 3.25000000                                           | CUSIP: N30940GG4<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $237362.83     | 0.00%             | 2033-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP 3% 10/20/28/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD REG S MTN 3.00000000                                       | CUSIP: Q9194YAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3390000 | PA      | $2190387.98    | 0.02%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 09/15/33/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD REG S 2.25000000                                           | CUSIP: Q9194YMT8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     10260000 | PA      | $5654575.33    | 0.04%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF N 2.552% 06/29/27/EUR/                | BANK OF NEW ZEALAND /EUR/ REGD REG S EMTN 2.55200000                                         | CUSIP: Q67472DZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $118441.52     | 0.00%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 3.5% 07/22/31/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S 3.50000000                                             | CUSIP: N2960PNB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $361926.00     | 0.00%             | 2031-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/53                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2820500 | PA      | $2799346.25    | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7805 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#CB7805 6.50000000                                                     | CUSIP: 3140QTU72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       673812 | PA      | $702632.25     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 4% 10/31/54/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.00000000                                               | CUSIP: E8922APG9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3390000 | PA      | $3983748.74    | 0.03%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.00000000                                         | CUSIP: F26348CB0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |        41000 | PA      | $43413.08      | 0.00%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7303 5% 07/01/53                     | FANNIE MAE POOL UMBS P#FS7303 5.00000000                                                     | CUSIP: 3140XPDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       699722 | PA      | $688723.22     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC5969 3% 04/01/31                     | FANNIE MAE POOL UMBS P#BC5969 3.00000000                                                     | CUSIP: 3140F1T36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        62357 | PA      | $60745.52      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2408 4% 10/01/33                     | FANNIE MAE POOL UMBS P#CA2408 4.00000000                                                     | CUSIP: 3140Q9VA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        54112 | PA      | $53939.75      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.55% 02/04/50/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 232 0.55000000                                  | CUSIP: D1R1ZQBP1<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |        30000 | PA      | $17426.69      | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURA 4.55% 10/15/29                | DARDEN RESTAURANTS INC REGD 4.55000000                                                       | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54813.89      | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/34                     | CAIXABANK SA REGD V/R 144A P/P 6.84000000                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       295000 | PA      | $324074.92     | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T I 6% 08/04/28/GBP/                | ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000                                              | CUSIP: T6R88QAL8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1050000 | PA      | $1497100.44    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 1.6% 06/17/35/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.60000000                                               | CUSIP: Y6065BLG0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     24510000 | PA      | $751421.31     | 0.01%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 07/15/29                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000              | CUSIP: 45905ADE5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       338000 | PA      | $283918.36     | 0.00%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H02 FL V/R 01/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FL V/R 5.20185000                   | CUSIP: 38382YM75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8178983 | PA      | $8222111.59    | 0.06%             | 2073-01-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 09/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 64 0.40000000                                           | CUSIP: J2S39K6A9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    702800000 | PA      | $2977962.79    | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| THAILAND  2.125% 12/17/26/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.12500000                                               | CUSIP: Y6065BDX2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      3024000 | PA      | $93982.86      | 0.00%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/36                     | ING GROEP NV REGD V/R 5.52500000                                                             | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $203657.28     | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| STRYKER C 3.375% 12/11/28/EUR/                | STRYKER CORP /EUR/ REGD 3.37500000                                                           | CUSIP: U8604JAA6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2652164.51    | 0.02%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 2.625% 01/26/33/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 2.62500000                                                 | CUSIP: D9696PCE8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $466540.75     | 0.00%             | 2033-01-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LONDON & Q 2.75% 07/20/57/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.75000000                                         | CUSIP: G5689LAD5<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $309413.42     | 0.00%             | 2057-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.072% 07/15/53                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 5.07200000                                       | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      2205000 | PA      | $2070538.22    | 0.01%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/38/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N81728AP7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4232000 | PA      | $3439189.73    | 0.02%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YE 0.3% 05/01/26/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 460 0.30000000                                           | CUSIP: J2S39LZ64<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1986500000 | PA      | $13767070.59   | 0.09%             | 2026-05-01      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UNITED ME 5.625% 03/19/14/GBP/                | UNITED MEXICAN STATES /GBP/ REGD EMTN 5.62500000                                             | CUSIP: P9767GX22<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       800000 | PA      | $754865.96     | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 6.25% 10/15/53                | DOMINION ENERGY SOUTH REGD 6.25000000                                                        | CUSIP: 25731VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $545801.23     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0201 3.5% 02/20/55                | GINNIE MAE II POOL P#MB0201 3.50000000                                                       | CUSIP: 3618N5GK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34282 | PA      | $31169.40      | 0.00%             | 2055-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES 2.5% 11/22/32/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 2.50000000                                         | CUSIP: Q6715QBU0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |        50000 | PA      | $29141.89      | 0.00%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1133 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#CB1133 2.50000000                                                     | CUSIP: 3140QLHK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       317957 | PA      | $265632.43     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.85% 06/30/20/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.85000000                                                    | CUSIP: A0654UNV9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1010000 | PA      | $386662.08     | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/36                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810FT0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       357600 | PA      | $367014.94     | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 05/31/29/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                          | CUSIP: P9767G6N6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      1000000 | PA      | $53111.99      | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 0.75% 05/19/30/EUR/                | RECKITT BENCKISER TSY NL /EUR/ REGD REG S 0.75000000                                         | CUSIP: N73371AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $213795.33     | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE 1% 06/20/29/EUR/                | OPTUS FINANCE PTY LTD /EUR/ REGD REG S EMTN 1.00000000                                       | CUSIP: Q7151CAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1400000 | PA      | $1525072.52    | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 03/15/28/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4S46MNA9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       650000 | PA      | $779219.80     | 0.01%             | 2028-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.85% 07/19/38/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 576 1.85000000                                   | CUSIP: H6218UQG8<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $69235.62      | 0.00%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 1.3% 10/15/27/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 186 1.30000000                                         | CUSIP: D2R8H4JL4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8520000 | PA      | $9915800.59    | 0.07%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20250702 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7120.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERMEDI 1.625% 02/17/27/EUR/                | INTERMEDIATE CAPITAL GRO /EUR/ REGD REG S 1.62500000                                         | CUSIP: G4807DBA8<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1149804.60    | 0.01%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ABERTIS I 3.375% 11/27/26/GBP/                | ABERTIS INFRAESTRUCTURAS /GBP/ REGD REG S EMTN 3.37500000                                    | CUSIP: E0R03EBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      4400000 | PA      | $5914518.05    | 0.04%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.47% 04/02/34/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2410 2.47000000                                        | CUSIP: Y0R4AWQM9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     45400000 | PA      | $6681468.30    | 0.05%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.25% 04/21/29/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 138 3.25000000                                    | CUSIP: Q2R04NAB0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      9630000 | PA      | $6317639.24    | 0.04%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9781 6.5% 07/20/54                | GINNIE MAE II POOL P#MA9781 6.50000000                                                       | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1436086 | PA      | $1476150.50    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4092000 | PA      | $4107345.00    | 0.03%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 03/15/27                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2371500 | PA      | $2389378.88    | 0.02%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC 3.125% 11/25/34/EUR/                   | UNEDIC /EUR/ REGD EMTN 3.12500000                                                            | CUSIP: F961A7BS8<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       400000 | PA      | $467808.70     | 0.00%             | 2034-11-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/29                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833XN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1000000 | PA      | $871928.20     | 0.01%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATES OF 3.375% 12/12/46/GBP/                | STATES OF GUERNSEY /GBP/ REGD REG S 3.37500000                                               | CUSIP: G8436AAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | GG        |       200000 | PA      | $197852.58     | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48                  | UNITED STATES TREASURY BOND 3.37500000                                                       | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1906800 | PA      | $1510468.65    | 0.01%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 0.1% 10/04/40/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.10000000                                     | CUSIP: B3S09CAN6<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      7675000 | PA      | $5468100.88    | 0.04%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREISTAAT S 2.5% 02/17/32/EUR/                | FREISTAAT SACHSEN /EUR/ REGD 2.50000000                                                      | CUSIP: D6654WAQ4<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $583024.18     | 0.00%             | 2032-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.375% 04/15/47/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 30Y 1.37500000                                             | CUSIP: X8T03RAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3237000 | PA      | $2592705.34    | 0.02%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 02/15/35/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.50000000                                 | CUSIP: D2S11ZAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      2540000 | PA      | $2967610.58    | 0.02%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                | VERIZON COMMUNICATIONS REGD 2.55000000                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       437000 | PA      | $391916.37     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 1% 07/30/42/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000                                               | CUSIP: E8922ALM0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      4893000 | PA      | $3814226.82    | 0.03%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ASPIRE DEFENCE 4.674% 3/31/40                 | ASPIRE DEFENCE 4.674% 3/31/40 4.67400000                                                     | CUSIP: G0629XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        37680 | PA      | $49053.75      | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BAYERISCH 2.625% 09/25/34/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.62500000                                           | CUSIP: D0816ZBT8<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $459218.02     | 0.00%             | 2034-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW 0.125% 01/09/32/EUR/                      | KFW /EUR/ REGD REG S EMTN 0.12500000                                                         | CUSIP: D4S46MPT6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1830000 | PA      | $1840272.78    | 0.01%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2497 1.5% 08/01/37                   | FANNIE MAE POOL UMBS P#FS2497 1.50000000                                                     | CUSIP: 3140XHX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       421863 | PA      | $374786.55     | 0.00%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 1.25% 10/25/30/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1030 1.25000000                                        | CUSIP: X8T024V85<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     30943000 | PA      | $7136891.20    | 0.05%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS  4% 03/03/35/EUR/                | AIR PRODUCTS & CHEMICALS /EUR/ REGD 4.00000000                                               | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1093878.51    | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DE 0% 11/15/31/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER TWIN 0.00000000                                            | CUSIP: K30904BY9<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     14257000 | PA      | $1957238.05    | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP V/R 12/01/54                     | ENTERGY CORP REGD V/R 7.12500000                                                             | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |        74000 | PA      | $76582.67      | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPOR 5.5% 05/15/34                | ATLASSIAN CORPORATION REGD 5.50000000                                                        | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35932.87      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 3.2% 04/30/30/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.20000000                                               | CUSIP: E6960NNE5<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $482234.82     | 0.00%             | 2030-04-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4130 4.5% 07/01/52                   | FANNIE MAE POOL UMBS P#CB4130 4.50000000                                                     | CUSIP: 3140QPSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8146517 | PA      | $7807067.26    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATURGY F 1.875% 10/05/29/EUR/                | NATURGY FIN IBERIA SA /EUR/ REGD REG S EMTN 1.87500000                                       | CUSIP: E7S90TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1133856.18    | 0.01%             | 2029-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 08/15/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.25000000                                 | CUSIP: D2R8H4DM8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9599000 | PA      | $10736470.42   | 0.07%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER O 4.8% 11/20/28/GBP/                | WELLTOWER OP LLC /GBP/ REGD 4.80000000                                                       | CUSIP: 95040QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1650000 | PA      | $2275372.37    | 0.02%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AM 5% 01/07/28                | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 5.00000000                                         | CUSIP: 44891ADL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1763105.07    | 0.01%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SNCF RESE 1.125% 05/19/27/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 1.12500000                                                 | CUSIP: F8446VGA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $808159.44     | 0.01%             | 2027-05-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 05/20/36/EUR/                      | KFW /EUR/ REGD REG S EMTN 0.37500000                                                         | CUSIP: D4S46MPW9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       748000 | PA      | $673621.66     | 0.00%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 6.6% 04/01/36                | GENERAL MOTORS CO REGD 6.60000000                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       520000 | PA      | $550895.34     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 1.25% 06/12/30/EUR/                | SOCIETE GENERALE /EUR/ REGD REG S 1.25000000                                                 | CUSIP: F8586MQA1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5375708.67    | 0.04%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ORO USD 7Y P 3.96750 L 09/04/25 BOA           | ORO USD 7Y P 3.96750 L 09/04/25 BOA 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -34000000 | NC      | $-58381.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BERKELE 2.5% 08/11/31/GBP/                | THE BERKELEY GROUP PLC /GBP/ REGD REG S 2.50000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       172000 | PA      | $197209.63     | 0.00%             | 2031-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.85% 08/05/61                      | APPLE INC REGD 2.85000000                                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |        20000 | PA      | $12004.02      | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED UTILIT 2% 07/03/33/GBP/                | UNITED UTILITIES WAT FIN /GBP/ REGD REG S EMTN 2.00000000                                    | CUSIP: G929RZAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       900000 | PA      | $970026.32     | 0.01%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.82PWI6M 11/28/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |            1 | NC      | $14156.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON  1.625% 10/30/26/EUR/                | MCKESSON CORP /EUR/ REGD 1.62500000                                                          | CUSIP: 581557BL8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2335808.85    | 0.02%             | 2026-10-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC 3.25% 05/01/51                | TUCSON ELECTRIC POWER CO REGD 3.25000000                                                     | CUSIP: 898813AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6582.13       | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HIGHLAND  2.875% 11/19/27/EUR/                | HIGHLAND HOLDINGS SARL /EUR/ REGD 2.87500000                                                 | CUSIP: L47988AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2400000 | PA      | $2845530.02    | 0.02%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.5% 07/15/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.50000000                                  | CUSIP: T6052BE87<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4074000 | PA      | $4562916.58    | 0.03%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4900 2% 12/01/35                     | FANNIE MAE POOL UMBS P#FM4900 2.00000000                                                     | CUSIP: 3140X8NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       133342 | PA      | $122536.72     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6159 3% 07/01/50                     | FANNIE MAE POOL UMBS P#FM6159 3.00000000                                                     | CUSIP: 3140X9ZZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       317948 | PA      | $277900.39     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 6% 02/15/40/CAD/                 | HYDRO-QUEBEC /CAD/ REGD MTN 6.00000000                                                       | CUSIP: 44889ZCN4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       300000 | PA      | $261400.84     | 0.00%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 01/29/32                | FIFTH THIRD BANCORP REGD V/R 5.63100000                                                      | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5202.46       | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5398 2% 07/01/51                     | FREDDIE MAC POOL UMBS P#RA5398 2.00000000                                                    | CUSIP: 3133KL7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1217872 | PA      | $976284.42     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.5% 05/06/41/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 258 0.50000000                                  | CUSIP: D1R1ZQCR6<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       138000 | PA      | $104019.56     | 0.00%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9851 5.5% 08/20/54                | GINNIE MAE II POOL P#MA9851 5.50000000                                                       | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2193289 | PA      | $2197926.53    | 0.02%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.2% 03/01/34/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.20000000                                 | CUSIP: T6052B5T1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6290000 | PA      | $7944553.60    | 0.05%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 LI 2.5% 09/20/50                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL LI 2.50000000                       | CUSIP: 38382JQP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9209706 | PA      | $1283112.89    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 0.125% 11/25/28/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.12500000                                              | CUSIP: F7053NAV6<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $326881.12     | 0.00%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3229 3.5% 02/01/47                   | FANNIE MAE POOL UMBS P#FM3229 3.50000000                                                     | CUSIP: 3140X6ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3313007 | PA      | $3107495.23    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC 6% 09/15/41                            | HP INC REGD 6.00000000                                                                       | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70825.67      | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7435 4.83% 12/01/32                  | FANNIE MAE POOL UMBS P#BS7435 4.83000000                                                     | CUSIP: 3140LJHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3219716 | PA      | $3289225.40    | 0.02%             | 2032-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4276 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4276 3.00000000                                                     | CUSIP: 31417AXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       121493 | PA      | $120038.51     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 1.5% 08/26/26/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/F 1.50000000                                       | CUSIP: X51627LB5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    623300000 | PA      | $1746361.41    | 0.01%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT  0.8% 05/15/29                | INT DEVELOPMENT FIN CORP REGD SER 2 0.80000000                                               | CUSIP: 90376PCN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       305714 | PA      | $285077.35     | 0.00%             | 2029-05-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KFW 4.875% 03/15/37/GBP/                      | KFW /GBP/ REGD REG S EMTN 4.87500000                                                         | CUSIP: D4085AFY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       825000 | PA      | $1142084.57    | 0.01%             | 2037-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 4.725% 11/15/28                | DUPONT DE NEMOURS INC REGD 4.72500000                                                        | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       854000 | PA      | $866826.75     | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810RY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1384300 | PA      | $988044.13     | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON C V/R /PERP/                | BANK OF NY MELLON CORP REGD V/R /PERP/ SER F 4.62500000                                      | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       195000 | PA      | $193646.52     | 0.00%             | 2174-03-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8717 3.02% 03/01/28                  | FANNIE MAE POOL UMBS P#AN8717 3.02000000                                                     | CUSIP: 3138LMVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       400000 | PA      | $389652.74     | 0.00%             | 2028-03-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 AA 3.22% 04/15/27                 | CD 2017-CD5 MORTGAGE TRUST SER 2017-CD5 CL AAB REGD 3.22000000                               | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       395187 | PA      | $390980.54     | 0.00%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 1.875% 03/01/50/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 1.87500000                                                   | CUSIP: Y280CECF2<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1743000 | PA      | $1262099.20    | 0.01%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.45% 05/15/29                  | AEP TEXAS INC REGD 5.45000000                                                                | CUSIP: 00108WAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       510000 | PA      | $526393.97     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 4% 04/08/28/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 30Y 4.00000000                                              | CUSIP: H7351PHB5<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       663000 | PA      | $928928.64     | 0.01%             | 2028-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3277 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3277 3.00000000                                                     | CUSIP: 3140QNUB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1548234 | PA      | $1340672.31    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AY3790 4.5% 03/20/47                | GINNIE MAE II POOL P#AY3790 4.50000000                                                       | CUSIP: 36196TF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       411129 | PA      | $397657.67     | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250804 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-697743.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLAND 0.25% 07/15/29/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.25000000                                                 | CUSIP: N2R466HA5<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5649000 | PA      | $6164999.79    | 0.04%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA-PACIFI 8.875% 05/15/31                | GEORGIA-PACIFIC LLC REGD 8.87500000                                                          | CUSIP: 373298BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $12192.51      | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.5% 04/30/45/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 24Y 1.50000000                                       | CUSIP: T6052BZE1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4831000 | PA      | $3789340.74    | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA9727 6.5% 06/20/54                | GINNIE MAE II POOL P#MA9727 6.50000000                                                       | CUSIP: 36179YYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       332066 | PA      | $341329.70     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBA 2.625% 09/03/29/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.62500000                                              | CUSIP: D1706CJZ8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |        25000 | PA      | $29631.99      | 0.00%             | 2029-09-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7705 2.5% 11/20/51                | GINNIE MAE II POOL P#MA7705 2.50000000                                                       | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3011121 | PA      | $2562846.20    | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 3.75% 06/22/48/EUR/                | VILLE DE PARIS /EUR/ REGD REG S 3.75000000                                                   | CUSIP: F97647DC6<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $339278.57     | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.45% 10/31/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000                                               | CUSIP: E8922APQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      4470000 | PA      | $5408366.69    | 0.04%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOKYO METROPOLI 0.75% 07/16/25                | TOKYO METROPOLITAN GOVT REGD REG S 0.75000000                                                | CUSIP: J42325HX1<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $998289.32     | 0.01%             | 2025-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE G 3.5% 03/01/27/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.50000000                                                   | CUSIP: Y7996FJV3<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      5000000 | PA      | $4043020.06    | 0.03%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/28                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CJN2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2348400 | PA      | $2397019.21    | 0.02%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  5.1% 06/15/35                | GILEAD SCIENCES INC REGD 5.10000000                                                          | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10127.64      | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.05% 03/02/35/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 208 0.05000000                                        | CUSIP: D3R62FCL4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $89221.70      | 0.00%             | 2035-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R07.80PCOOV 05/21/29 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CO        |            1 | NC      | $-6237.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MB0420 3.5% 06/20/55                | GINNIE MAE II POOL P#MB0420 3.50000000                                                       | CUSIP: 3618N5PE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       211705 | PA      | $192481.45     | 0.00%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.25% 04/28/36/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 4.25000000                                         | CUSIP: X5S007GZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1215000 | PA      | $217869.32     | 0.00%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9435 2% 03/01/36                     | FANNIE MAE POOL UMBS P#CA9435 2.00000000                                                     | CUSIP: 3140QHPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       204512 | PA      | $187298.21     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5230 4% 11/20/41                    | GINNIE MAE II POOL P#5230 4.00000000                                                         | CUSIP: 36202FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        18484 | PA      | $17287.34      | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 05/25/54/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348BJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       250000 | PA      | $243658.28     | 0.00%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.65% 07/01/26                | WESTERN MIDSTREAM OPERAT REGD 4.65000000                                                     | CUSIP: 958254AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       480000 | PA      | $478976.92     | 0.00%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5535 5% 01/01/53                     | FANNIE MAE POOL UMBS P#CB5535 5.00000000                                                     | CUSIP: 3140QREH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1754934 | PA      | $1728074.33    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGION WA 2.875% 01/14/38/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 2.87500000                                             | CUSIP: B70023TB0<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       600000 | PA      | $646391.34     | 0.00%             | 2038-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45                      | UNITED STATES TREASURY BOND 5.00000000                                                       | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1780000 | PA      | $1830896.88    | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0638 4.5% 09/01/48                   | FANNIE MAE POOL UMBS P#BN0638 4.50000000                                                     | CUSIP: 3140JGV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       391815 | PA      | $380905.07     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 02/18/27/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D4S59HBD1<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227861.00     | 0.00%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                     | AKER BP ASA REGD 144A P/P 3.10000000                                                         | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      1885000 | PA      | $1682680.39    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QJ7675 6% 11/01/54                     | FREDDIE MAC POOL UMBS P#QJ7675 6.00000000                                                    | CUSIP: 3133CYQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       526074 | PA      | $541219.12     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 10/01/27/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD 1.00000000                                               | CUSIP: K7S724KW6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       200000 | PA      | $30897.84      | 0.00%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHN 0% 07/16/27/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.00000000                                              | CUSIP: A05599CN2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $225789.92     | 0.00%             | 2027-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3060 3% 07/01/32                     | FANNIE MAE POOL UMBS P#MA3060 3.00000000                                                     | CUSIP: 31418CMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       758598 | PA      | $736837.58     | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 6.375% 04/01/29                      | EQT CORP REGD 144A P/P 6.37500000                                                            | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56722.88      | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH GO 0.75% 11/12/29/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1061 0.75000000                                      | CUSIP: W7S736HQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     46490000 | PA      | $4693274.32    | 0.03%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8156 3% 04/01/37                     | FREDDIE MAC POOL UMBS P#SB8156 3.00000000                                                    | CUSIP: 3132D6BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       296490 | PA      | $282685.54     | 0.00%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 11/21/31/EUR/                | SOCIETE GENERALE /EUR/ REGD V/R 4.87500000                                                   | CUSIP: F8586VHA1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $251494.49     | 0.00%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP  4.8% 10/01/34                | LABORATORY CORP OF AMER REGD 4.80000000                                                      | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      1085000 | PA      | $1060943.56    | 0.01%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DE 3% 05/25/28/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD 3.00000000                                               | CUSIP: F128978E1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $480423.60     | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BADEN 2.75% 05/16/29/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.75000000                                          | CUSIP: D1U444BZ2<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       900000 | PA      | $1076475.41    | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XUNTA DE G 1.45% 04/30/29/EUR/                | XUNTA DE GALICIA /EUR/ REGD REG S 1.45000000                                                 | CUSIP: E98110BF0<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $226291.73     | 0.00%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3869 3.5% 10/01/49                   | FREDDIE MAC POOL UMBS P#QA3869 3.50000000                                                    | CUSIP: 31339UJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1327189 | PA      | $1209078.87    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.736% 03/15/46/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0216 4.73600000                                           | CUSIP: Y55745WN2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3340000 | PA      | $882447.80     | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.1% 07/15/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.10000000                                  | CUSIP: T6052BSP4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5850000 | PA      | $6904582.67    | 0.05%             | 2026-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MVEW 2017-2A AR V/R 01/16/31                  | MOUNTAIN VIEW CLO 2017-2 LLC SER 2017-2A CL AR V/R REGD 144A P/P 5.56215000                  | CUSIP: 62432LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        62449 | PA      | $62456.72      | 0.00%             | 2031-01-16      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA G 6.5% 02/15/31/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR87 6.50000000                                          | CUSIP: Y6S86ZPZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 129043000000 | PA      | $7959334.09    | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0530 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#RJ0530 6.50000000                                                    | CUSIP: 3142GQSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       607650 | PA      | $629247.55     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINAN 1% 09/24/28/EUR/                | VITERRA FINANCE BV /EUR/ REGD REG S EMTN 1.00000000                                          | CUSIP: N9354LAC5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |      2050000 | PA      | $2271831.79    | 0.02%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.98% 06/17/45/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.98000000                                               | CUSIP: Y603CLBS2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     16630000 | PA      | $582378.44     | 0.00%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 03/01/29/EUR/                | UBS GROUP AG /EUR/ REGD V/R REG S 7.75000000                                                 | CUSIP: H3698DDX9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4400000 | PA      | $5838289.98    | 0.04%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.25% 04/01/53                | PUBLIC SERVICE COLORADO REGD 5.25000000                                                      | CUSIP: 744448CY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9188.85       | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES  5% 04/01/34                | REPUBLIC SERVICES INC REGD 5.00000000                                                        | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71041.23      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HO 5.2% 09/15/34                | ZIMMER BIOMET HOLDINGS REGD 5.20000000                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55181.88      | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.15% 09/14/40/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 247 0.15000000                                  | CUSIP: D1R1ZQCE5<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       310000 | PA      | $224982.93     | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/24/48                    | CITIGROUP INC REGD V/R 4.28100000                                                            | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        20000 | PA      | $16468.63      | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  1% 05/25/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.00000000                                               | CUSIP: F43750JJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14218277 | PA      | $16443632.89   | 0.11%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QB9007 1.5% 02/01/51                   | FREDDIE MAC POOL UMBS P#QB9007 1.50000000                                                    | CUSIP: 3133AGAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        21189 | PA      | $16059.30      | 0.00%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 0.1% 01/18/41/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 530 0.10000000                                              | CUSIP: D09856B75<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |        80000 | PA      | $56668.88      | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.193% 10/07/32/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0122 4.19300000                                      | CUSIP: Y2R35QDK4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      2140000 | PA      | $531124.57     | 0.00%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| AUCKLAND C 0.25% 11/17/31/EUR/                | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 0.25000000                                            | CUSIP: Q0649WBJ6<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |       600000 | PA      | $598398.83     | 0.00%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCI 3% 10/25/27/EUR/                | NEDER FINANCIERINGS-MAAT /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: N6S15DDN3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       400000 | PA      | $481076.66     | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.74% 11/16/30/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2011 3.74000000                                      | CUSIP: Y23862QN1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10000000 | PA      | $1540718.07    | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  2% 11/25/32/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000                                               | CUSIP: F26348BG0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14010000 | PA      | $15489020.46   | 0.11%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FHMS K057 A2 2.57% 07/25/26                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K057 CL A2 2.57000000       | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       807832 | PA      | $794150.73     | 0.01%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9690 4.9% 10/01/28                   | FANNIE MAE POOL UMBS P#BS9690 4.90000000                                                     | CUSIP: 3140LLXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       355000 | PA      | $362459.74     | 0.00%             | 2028-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOPERATIE 0.01% 11/27/40/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: N22616FQ9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $69229.89      | 0.00%             | 2040-11-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7920 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#RA7920 4.00000000                                                    | CUSIP: 3133KPYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       501767 | PA      | $467364.42     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250722 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22395.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA  2.25% 03/03/32/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS77 2.25000000                                     | CUSIP: X7S28MHH4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |      2470000 | PA      | $2840157.71    | 0.02%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HERA SPA 0.25% 12/03/30/EUR/                  | HERA SPA /EUR/ REGD REG S EMTN 0.25000000                                                    | CUSIP: T5R49ZAF1<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       160000 | PA      | $161817.66     | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H13 FA V/R 07/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H13 CL FA V/R 4.89602000                   | CUSIP: 38380QGQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8414316 | PA      | $8308639.86    | 0.06%             | 2070-07-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADGATE 4.821% 07/05/33/GBP/                | BROADGATE FINANCING PLC /GBP/ REGD REG S SER A4 4.82100000                                   | CUSIP: G17381AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        50000 | PA      | $67062.12      | 0.00%             | 2033-07-05      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9905 5% 09/20/54                  | GINNIE MAE II POOL P#MA9905 5.00000000                                                       | CUSIP: 36180AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1434771 | PA      | $1410241.20    | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED ME 4.489% 05/25/32/EUR/                | UNITED MEXICAN STATES /EUR/ REGD 4.48990000                                                  | CUSIP: P6625ABL5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      4900000 | PA      | $5845258.73    | 0.04%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BUNDESREP 5.625% 01/04/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 5.62500000                                 | CUSIP: D20658JB3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       780000 | PA      | $1002591.96    | 0.01%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 03/20/28/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 3.00000000                                               | CUSIP: Q6715PJJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4480000 | PA      | $2912510.52    | 0.02%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLB 1.85% 06/11/35                           | FEDERAL HOME LOAN BANKS 1.85000000                                                           | CUSIP: 3130AJN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        25000 | PA      | $19429.33      | 0.00%             | 2035-06-11      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                     | ORACLE CORP REGD 3.60000000                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1685000 | PA      | $1178225.52    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 2.375% 05/22/30                   | EQUINOR ASA REGD 2.37500000                                                                  | CUSIP: 29446MAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |        30000 | PA      | $27537.07      | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4927 3% 04/01/27                     | FANNIE MAE POOL UMBS P#AB4927 3.00000000                                                     | CUSIP: 31417BPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       170917 | PA      | $168689.72     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.05% 08/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.05000000                                       | CUSIP: T6052BNC8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3580000 | PA      | $4220510.49    | 0.03%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  3.875% 10/13/42/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 3.87500000                                      | CUSIP: D1T0VZDV0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $121011.86     | 0.00%             | 2042-10-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR 4% 09/12/33/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 4.00000000                                        | CUSIP: G9031AEB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $382802.56     | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  4% 10/25/38/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.00000000                                               | CUSIP: F43750JP8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      9389000 | PA      | $11610527.14   | 0.08%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CR 3% 05/07/30/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.00000000                                      | CUSIP: F07338HC7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2941046.61    | 0.02%             | 2030-05-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEXIS HO 3.625% 06/12/34/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 3.62500000                                           | CUSIP: N30940FD2<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $241012.63     | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 2.5% 08/25/28/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 78 2.50000000                                            | CUSIP: X73311JB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |     39010000 | PA      | $1798573.91    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.7% 09/20/32/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 140 1.70000000                                          | CUSIP: J2615QEW1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    163950000 | PA      | $1181252.89    | 0.01%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 4% 01/15/37/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000                                                 | CUSIP: N4580ZKC0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |        10000 | PA      | $13042.83      | 0.00%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BELFIUS B 3.375% 02/20/31/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S 3.37500000                                               | CUSIP: B11083EX4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $235813.63     | 0.00%             | 2031-02-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 11/25/34/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348DT0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     15600000 | PA      | $18070911.43   | 0.12%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29                | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       120000 | PA      | $118614.29     | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 11/15/30                  | UNITED STATES TREASURY NOTE 0.87500000                                                       | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4648300 | PA      | $3985009.39    | 0.03%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-D 3.765% 09/08/26/EUR/                | TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN SER GMTN 3.76500000                              | CUSIP: C8888LRD4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $120073.67     | 0.00%             | 2026-09-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% AUG 25                     | FNCL 30YR TBA 3.5% AUG 25      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032682<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -51365000 | PA      | $-46248502.56  | -0.32%            | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPERIAN F 3.25% 04/07/32/GBP/                | EXPERIAN FINANCE PLC /GBP/ REGD REG S EMTN 3.25000000                                        | CUSIP: G3257NAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $533173.18     | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 10/22/29/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                              | CUSIP: G4527HFR7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16380000 | PA      | $19930947.34   | 0.14%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.88PKL3M 11/23/30 MSLSW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |            1 | NC      | $8245.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SB8158 2% 06/01/37                     | FREDDIE MAC POOL UMBS P#SB8158 2.00000000                                                    | CUSIP: 3132D6B33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1572148 | PA      | $1435823.51    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER  3.375% 05/22/35/EUR/                | UNILEVER CAPITAL CORP /EUR/ REGD REG S EMTN 3.37500000                                       | CUSIP: U90476AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3562000 | PA      | $4166788.92    | 0.03%             | 2035-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC C 3.9% 04/01/52                | UNION ELECTRIC CO REGD 3.90000000                                                            | CUSIP: 906548CU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $22906.56      | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY C 3.375% 09/15/49                | ATMOS ENERGY CORP REGD 3.37500000                                                            | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       200000 | PA      | $139112.87     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA P#785747 4.5% 07/15/49                   | GINNIE MAE I POOL P#785747 4.50000000                                                        | CUSIP: 3622ABHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2415101 | PA      | $2344128.29    | 0.02%             | 2049-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 01/28/28/EUR/                | BARCLAYS PLC /EUR/ REGD V/R REG S 0.87700000                                                 | CUSIP: G0809LHT9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2297258.03    | 0.02%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.5% 02/13/32/EUR/                   | NRW.BANK /EUR/ REGD REG S EMTN 2.50000000                                                    | CUSIP: D5S269AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $349313.29     | 0.00%             | 2032-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| F/C LONG GILT FUTURE  SEP25                   | FUTURE CONTRACT ON           LONG GILT FUTURE  SEP25 /GBP/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         -117 | NC      | $-14940622.16  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 02/01/50                | SOUTHERN CAL EDISON REGD 3.65000000                                                          | CUSIP: 842400GT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       355000 | PA      | $235000.11     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FMS WERTM 0.375% 04/29/30/EUR/                | FMS WERTMANAGEMENT /EUR/ REGD REG S EMTN 0.37500000                                          | CUSIP: D2R6L0PW0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1279380.90    | 0.01%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 3% 12/27/29/SEK/                | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 200 3.00000000                                  | CUSIP: W9T1222Z8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $216188.73     | 0.00%             | 2029-12-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELSTRA GR 3.75% 05/04/31/EUR/                | TELSTRA GROUP LTD /EUR/ REGD REG S 3.75000000                                                | CUSIP: Q8975NAX3<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      3500000 | PA      | $4275627.34    | 0.03%             | 2031-05-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.375% 05/16/29/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 0.37500000                                                    | CUSIP: D5S267QW2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       750000 | PA      | $816624.13     | 0.01%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1831 4.7% 08/01/31                   | FANNIE MAE POOL UMBS P#BZ1831 4.70000000                                                     | CUSIP: 3140NWA96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1700000 | PA      | $1727928.20    | 0.01%             | 2031-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CH 3.7% 11/15/29                | CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000                                              | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         8000 | PA      | $7715.88       | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4597 2% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4597 2.00000000                                                     | CUSIP: 31418EDB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3222276 | PA      | $2554564.79    | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20250917 000004388 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-148532.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 10/09/26/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 184 0.00000000                                         | CUSIP: D2R8H4JK6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7870000 | PA      | $9059377.83    | 0.06%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELEREAL 6.1645% 12/10/31 /GBP                | TELEREAL SECURITISATION /GBP/ REGD SER B4 6.16450000                                         | CUSIP: G8738KAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        36036 | PA      | $50427.06      | 0.00%             | 2031-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  5.75% 10/12/10                | UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000                                           | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |        80000 | PA      | $62920.00      | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 10/04/38/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.37500000                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |     10000000 | PA      | $11783870.00   | 0.08%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.25% 03/14/35                | RIO TINTO FIN USA PLC REGD 5.25000000                                                        | CUSIP: 76720AAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       190000 | PA      | $193342.55     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HY 2.5% 06/25/30/EUR/                | SWEDBANK HYPOTEK AB /EUR/ REGD REG S EMTN 2.50000000                                         | CUSIP: W9425MYH1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $117330.77     | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROGRID  3.722% 04/27/30/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 3.72200000                                               | CUSIP: D25727AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2431157.21    | 0.02%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 2.375% 09/24/28/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.37500000                                    | CUSIP: F1270CZG6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $943623.69     | 0.01%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THALES SA 1% 05/15/28/EUR/                    | THALES SA /EUR/ REGD REG S EMTN 1.00000000                                                   | CUSIP: F9156MFT0<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2152302.73    | 0.01%             | 2028-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMEN 4.5% 08/25/28                | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.50000000                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       150000 | PA      | $153233.55     | 0.00%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 0% 09/10/29/EUR/                  | LAND HESSEN /EUR/ REGD REG S SER 1905 0.00000000                                             | CUSIP: D3R1TJCG9<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       830000 | PA      | $883945.96     | 0.01%             | 2029-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.75% 05/21/34/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 167 3.75000000                                    | CUSIP: Q2R04NEE0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      9040000 | PA      | $5812178.69    | 0.04%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REGION WALLON 3% 12/06/30/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.00000000                                             | CUSIP: B70023WT7<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      2000000 | PA      | $2371135.09    | 0.02%             | 2030-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.4% 04/18/30/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 191 2.40000000                                         | CUSIP: D2S16ZAA4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9580000 | PA      | $11405939.41   | 0.08%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OEBB-INFR 3.375% 05/18/32/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.37500000                                             | CUSIP: A7314PAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       400000 | PA      | $489391.10     | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7677 2.5% 03/01/51                   | FANNIE MAE POOL UMBS P#FM7677 2.50000000                                                     | CUSIP: 3140XBQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2645730 | PA      | $2224034.61    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREAS BDS        4.25% 11/15/40 | UNITED STATES TREAS BDS        4.25% 11/15/40 4.25000000                                     | CUSIP: 912810QL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       550100 | PA      | $527773.67     | 0.00%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20250722 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-32169.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CGCMT 2019-GC 3.017% 08/10/29                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 SER 2019-GC41 CL AS REGD 3.01780000            | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $227890.78     | 0.00%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30                    | CITIGROUP INC REGD V/R 5.17400000                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1514883.15    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 05/25/33/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000                                               | CUSIP: F26348BQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     20400000 | PA      | $24009561.72   | 0.17%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALE 4.25% 02/20/36/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.25000000                                         | CUSIP: Q6715QJL2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2440000 | PA      | $1513724.12    | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 0% 09/15/26/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 5Y 0.00000000                                              | CUSIP: X27717LY5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3760000 | PA      | $4330367.47    | 0.03%             | 2026-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.3% 08/15/52                | WILLIAMS COMPANIES INC REGD 5.30000000                                                       | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |        30000 | PA      | $27402.02      | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0207 6.5% 02/20/55                | GINNIE MAE II POOL P#MB0207 6.50000000                                                       | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1110835 | PA      | $1142313.71    | 0.01%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 4165 TI 3% 12/15/42                       | FREDDIE MAC REMICS SER 4165 CL TI 3.00000000                                                 | CUSIP: 3137AYSK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       348436 | PA      | $18301.31      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA 3.625% 07/02/32/EUR/                 | ORLEN SA /EUR/ REGD REG S EMTN SER GMTN 3.62500000                                           | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |      4200000 | PA      | $4895937.06    | 0.03%             | 2032-07-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON &  3.35% 02/26/37/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 3.35000000                                                      | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2568840.34    | 0.02%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/09/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.43100000                                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39134.55      | 0.00%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.25% 01/21/40/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 1.25000000                                          | CUSIP: M2R92QAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       720000 | PA      | $611999.63     | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPO 4% 05/12/50                | BERKLEY (WR) CORPORATION REGD 4.00000000                                                     | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |       700000 | PA      | $531837.01     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUC V/R 02/15/78                | ENTERPRISE PRODUCTS OPER REGD V/R 5.37500000                                                 | CUSIP: 29379VBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $590037.60     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.83% 06/16/33/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2310 2.83000000                                        | CUSIP: Y0R4AWPU2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     70800000 | PA      | $10639945.73   | 0.07%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.45PMUTK 07/08/54 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-679601.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| P/O OTC EPUT FN 4.5 7-55 92 15                | PUT OPTION ON 100SHS           OTC EPUT FN 4.5 7-55 92 15 SAL 0.00000000                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | US        |     -6000000 | NC      | $-4.80         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.6% 10/31/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.60000000                                               | CUSIP: E8922AHV5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9720000 | PA      | $10613366.74   | 0.07%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| BELFIUS BANK  0% 08/28/26/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: B1107TGY4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $229500.47     | 0.00%             | 2026-08-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.4% 12/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 65 0.40000000                                           | CUSIP: J2S39K7E0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1608550000 | PA      | $6765393.42    | 0.05%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 0.875% 05/10/46/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.87500000                                     | CUSIP: F45204CH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $611492.41     | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1137 6% 05/01/55                     | FREDDIE MAC POOL UMBS P#SL1137 6.00000000                                                    | CUSIP: 31427NHP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       561526 | PA      | $571088.30     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-23 GI 2% 02/20/51                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-23 CL GI 2.00000000                        | CUSIP: 38382NVV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10204152 | PA      | $1199155.21    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8684 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8684 3.00000000                                                    | CUSIP: 3133B6UH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1143149 | PA      | $991422.56     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 5.15% 04/01/34                | AEP TRANSMISSION CO LLC REGD 5.15000000                                                      | CUSIP: 00115AAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10119.12      | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7472 2.5% 07/20/51                | GINNIE MAE II POOL P#MA7472 2.50000000                                                       | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7002130 | PA      | $5959752.28    | 0.04%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.6% 05/01/30                    | NISOURCE INC REGD 3.60000000                                                                 | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4794.99       | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3516 3% 05/01/52                     | FANNIE MAE POOL UMBS P#CB3516 3.00000000                                                     | CUSIP: 3140QN4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1265980 | PA      | $1096955.95    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.04% 04/10/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1710 4.04000000                                        | CUSIP: Y1456TFA9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    244900000 | PA      | $35640515.91   | 0.25%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENE 5.125% 05/15/33                | EVERSOURCE ENERGY REGD 5.12500000                                                            | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24998.09      | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LA BANQUE 3.125% 01/29/34/EUR/                | LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: F55246BS4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118164.01     | 0.00%             | 2034-01-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8112 2.5% 07/01/36                   | FREDDIE MAC POOL UMBS P#SB8112 2.50000000                                                    | CUSIP: 3132D6AM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       994354 | PA      | $930464.16     | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/15/26                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CJP7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2137100 | PA      | $2152877.80    | 0.01%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.4% 03/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 167 0.40000000                                           | CUSIP: J2S39LZ23<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2435000000 | PA      | $16617283.43   | 0.11%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.75% 02/15/28/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 879 0.75000000                                       | CUSIP: D5S19DBP9<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $454231.65     | 0.00%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNR 2012-53 IO 3.5% 05/25/27                  | FANNIE MAE REMICS SER 2012-53 CL IO 3.50000000                                               | CUSIP: 3136A5Q41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       131581 | PA      | $2261.41       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITY OF MO 1.75% 09/01/30/CAD/                | CITY OF MONTREAL /CAD/ REGD 1.75000000                                                       | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | USGA              | CA        |       500000 | PA      | $341126.86     | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 2.875% 11/25/29/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: F7053NGV0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $595408.36     | 0.00%             | 2029-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HY 1% 04/18/39/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: D5557EKE0<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $43579.68      | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 02/20/30/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 3.00000000                                         | CUSIP: Q6715PJK6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4590000 | PA      | $2918469.34    | 0.02%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA 0.25% 01/14/31/EUR/                   | BPCE SA /EUR/ REGD REG S 0.25000000                                                          | CUSIP: F1883FTQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1927532.91    | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 2.625% 10/29/29/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 2.62500000                                     | CUSIP: F23069NZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118055.05     | 0.00%             | 2029-10-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.125% 11/24/45/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.12500000                                                      | CUSIP: D09856B67<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |        90000 | PA      | $53497.82      | 0.00%             | 2045-11-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ6392 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AJ6392 3.00000000                                                     | CUSIP: 3138AYC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5434 | PA      | $5363.94       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS B 3.125% 01/30/31/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 3.12500000                                          | CUSIP: B11084CF3<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $118261.94     | 0.00%             | 2031-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.25PCAON 12/03/55 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $2883.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.44% 10/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.44000000                                         | CUSIP: Y6S39BX96<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17300000 | PA      | $2467792.86    | 0.02%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UNICREDIT  0.01% 09/15/28/EUR/                | UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.01000000                                         | CUSIP: D8509RF67<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $54567.76      | 0.00%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CASSA DEP 3.875% 02/13/29/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S 3.87500000                                         | CUSIP: T2599HLJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       300000 | PA      | $368626.49     | 0.00%             | 2029-02-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AAREAL BAN 2.75% 10/08/30/EUR/                | AAREAL BANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D0037WWL2<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117820.05     | 0.00%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000000426 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6842.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2809000 | PA      | $2494572.14    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENT 2.7% 09/15/51                | TEXAS INSTRUMENTS INC REGD 2.70000000                                                        | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |        30000 | PA      | $18244.57      | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN L 4.5% 03/21/49                | TRANE TECH FIN LTD REGD 4.50000000                                                           | CUSIP: 456873AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |         5000 | PA      | $4190.22       | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.45% 01/19/22/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000                                    | CUSIP: D5S07LHQ7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $247574.46     | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| QUEBEC CIT 2.65% 12/20/27/CAD/                | QUEBEC CITY /CAD/ REGD 2.65000000                                                            | CUSIP: 747874QC2<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       565000 | PA      | $411458.17     | 0.00%             | 2027-12-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.5% 05/14/35                      | ABBVIE INC REGD 4.50000000                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       255000 | PA      | $246435.27     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4466 2.5% 11/01/51                   | FANNIE MAE POOL UMBS P#MA4466 2.50000000                                                     | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4575450 | PA      | $3799513.32    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8488 4% 12/20/52                  | GINNIE MAE II POOL P#MA8488 4.00000000                                                       | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       364772 | PA      | $342338.78     | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 1% 03/14/31/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 1.00000000                                          | CUSIP: B3821SAM9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $10832922.76   | 0.07%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% JUL 25                     | FNMA 30YR TBA 6.5% JUL 25      TO BE ANNOUNCED 6.50000000                                    | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5750000 | PA      | $5935003.03    | 0.04%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 0.375% 10/31/26/EUR/                | UNICREDIT SPA /EUR/ REGD REG S 0.37500000                                                    | CUSIP: T9T20LMD7<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $115092.07     | 0.00%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THE UNITE 5.625% 06/25/32/GBP/                | THE UNITE GROUP PLC /GBP/ REGD REG S EMTN 5.62500000                                         | CUSIP: G9283PAC0<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1602904.43    | 0.01%             | 2032-06-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 2.125% 01/07/30/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S 2.12500000                                         | CUSIP: F2276HCC1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115323.35     | 0.00%             | 2030-01-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 3.75% 02/15/27/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD EMTN 3.75000000                                          | CUSIP: F0R23PAE2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $966357.65     | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANTON OF G 0.4% 04/28/36/CHF/                | CANTON OF GENEVA /CHF/ REGD REG S 0.40000000                                                 | CUSIP: H1288PBD8<br>LEI: 506700UV219R323PYU70 | Long             | DBT              | USGA              | CH        |       300000 | PA      | $359909.26     | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/19/35                     | ING GROEP NV REGD V/R 5.55000000                                                             | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $204599.99     | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GO 1.5% 04/20/29/NZD/                | NZ LOCAL GOVT FUND AGENC /NZD/ REGD REG S 1.50000000                                         | CUSIP: Q6762SAK1<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2000000 | PA      | $1114357.73    | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.642% 11/07/33/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0318 4.64200000                                           | CUSIP: Y2R35QBZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |       200000 | PA      | $51348.94      | 0.00%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CENCORA I 2.875% 05/22/28/EUR/                | CENCORA INC /EUR/ REGD 2.87500000                                                            | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2246721.67    | 0.02%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 07/31/27                  | UNITED STATES TREASURY NOTE 0.37500000                                                       | CUSIP: 91282CAD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1910700 | PA      | $1783145.85    | 0.01%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 1.125% 07/04/33/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 1.12500000                                                 | CUSIP: D1R1PYBQ3<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $207434.03     | 0.00%             | 2033-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DEKABANK D 3.25% 02/08/29/EUR/                | DEKABANK DEUTSCHE GIRO /EUR/ REGD REG S EMTN 3.25000000                                      | CUSIP: D330MLPA8<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120914.21     | 0.00%             | 2029-02-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 03/14/30                | BANCO SANTANDER SA REGD V/R SER * 5.53800000                                                 | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      5015000 | PA      | $5170768.06    | 0.04%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE  3.8% 06/22/40/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.80000000                                    | CUSIP: B2763WM80<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $232628.11     | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN2175 3.05% 03/01/32                  | FREDDIE MAC POOL UMBS P#WN2175 3.05000000                                                    | CUSIP: 3132XGMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       885403 | PA      | $810358.85     | 0.01%             | 2032-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PERUSAHAA 1.875% 11/05/31/EUR/                | PERUSAHAAN LISTRIK NEGAR /EUR/ REGD REG S 1.87500000                                         | CUSIP: Y6862HAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $1026149.92    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.7% 10/31/48/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD SER 30Y 2.70000000                                       | CUSIP: E8922AFN5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5761000 | PA      | $5599608.04    | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| KFW 0% 09/15/28/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S475WF4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1325000 | PA      | $1458434.55    | 0.01%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 06/10/33/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3306 3.25000000                                           | CUSIP: Y7277FZ94<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6160000000 | PA      | $4705426.64    | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALT 4.368% 06/15/47                | CARDINAL HEALTH INC REGD SER 30YR 4.36800000                                                 | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        15000 | PA      | $12243.69      | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SE 5.875% 06/15/54                | HEALTH CARE SERVICE CORP REGD 144A P/P 5.87500000                                            | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       265000 | PA      | $258486.00     | 0.00%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC  3.875% 05/22/29/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S MTN SER GMTN 3.87500000                                  | CUSIP: X7S904CQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      1020000 | PA      | $1257700.30    | 0.01%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                     | BOEING CO REGD 5.70500000                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2345000 | PA      | $2314085.11    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  6.65% 01/15/54                | SIMON PROPERTY GROUP LP REGD 6.65000000                                                      | CUSIP: 828807DX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $13187.82      | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2270 3% 05/01/45                     | FANNIE MAE POOL UMBS P#MA2270 3.00000000                                                     | CUSIP: 31418BQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       276708 | PA      | $240542.88     | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMBURG C 3.375% 02/01/28/EUR/                | HAMBURG COMMERCIAL BANK /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: D3R10DEF3<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $60286.55      | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0% 11/19/30/EUR/                       | UNEDIC /EUR/ REGD REG S EMTN 0.00000000                                                      | CUSIP: F961A7BG4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1428817.75    | 0.01%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 02/20/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                    | CUSIP: A0654ULS8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       739000 | PA      | $818911.05     | 0.01%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 05/25/31/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F1270CXN3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1600000 | PA      | $1606910.55    | 0.01%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.9% 09/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 376 0.90000000                                          | CUSIP: J2S39L4S0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2672550000 | PA      | $17800235.28   | 0.12%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 3% 05/15/29/EUR/                  | LAND BERLIN /EUR/ REGD REG S SER 557 3.00000000                                              | CUSIP: D09856F22<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $843115.00     | 0.01%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSPORT 3.875% 07/23/42/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 3.87500000                                        | CUSIP: G9031AAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       140000 | PA      | $154056.44     | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHR 4888 IB 4% 03/15/47                       | FREDDIE MAC REMICS SER 4888 CL IB 4.00000000                                                 | CUSIP: 3137FM6U1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       270412 | PA      | $43472.53      | 0.00%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.6% 08/15/34/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.60000000                                 | CUSIP: D2R8H4LD9<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9080000 | PA      | $10732065.94   | 0.07%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 12/17/35/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S SER 132 0.01000000                                        | CUSIP: D6654WAG6<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       210000 | PA      | $181333.80     | 0.00%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.4% 06/01/41                | BURLINGTN NORTH SANTA FE REGD 5.40000000                                                     | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19902.69      | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.899% 11/16/27/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0417 3.89900000                                           | CUSIP: Y2R35QCB5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3500000 | PA      | $845650.42     | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHS 399 C30 2% 06/25/51                       | FREDDIE MAC STRIPS SER 399 CL C30 2.00000000                                                 | CUSIP: 3142G4VZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69477730 | PA      | $8612641.49    | 0.06%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9862 3% 05/01/30                     | FANNIE MAE POOL UMBS P#AL9862 3.00000000                                                     | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7394 | PA      | $7284.84       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATOR 4.9% 11/30/46                | ABBOTT LABORATORIES REGD 4.90000000                                                          | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       151000 | PA      | $143012.71     | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC  7% 04/30/40  /GBP/                  | AT&T INC  7% 04/30/40  /GBP/ 7.00000000                                                      | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $598943.65     | 0.00%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FIN 4% 01/24/35/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.00000000                                        | CUSIP: N2960PMV2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $121244.58     | 0.00%             | 2035-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USA 4.23000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -2150000 | PA      | $-2150000.00   | -0.01%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE A 5.611% 03/11/34                | WESTINGHOUSE AIR BRAKE REGD 5.61100000                                                       | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41413.19      | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FINNISH G 2.875% 04/15/29/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 6Y 2.87500000                                              | CUSIP: X27717NA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1160000 | PA      | $1397155.54    | 0.01%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED KIN 4.25% 09/07/39/GBP/                | TSY REGD /GBP/ 4.25000000                                                                    | CUSIP: G4527HPF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     18807000 | PA      | $24209708.09   | 0.17%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW 0.75% 01/15/29/EUR/                       | KFW /EUR/ REGD REG S EMTN 0.75000000                                                         | CUSIP: D4S46MHN8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3550000 | PA      | $3975856.24    | 0.03%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4441 1.5% 10/01/36                   | FANNIE MAE POOL UMBS P#MA4441 1.50000000                                                     | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       299715 | PA      | $266566.34     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.25% 11/18/49                    | EQUINOR ASA REGD 3.25000000                                                                  | CUSIP: 29446MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |        30000 | PA      | $20892.86      | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7649 2.5% 12/01/50                   | FANNIE MAE POOL UMBS P#BQ7649 2.50000000                                                     | CUSIP: 3140KTQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5578860 | PA      | $4638809.79    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9360 4.5% 12/20/53                | GINNIE MAE II POOL P#MA9360 4.50000000                                                       | CUSIP: 36179YMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       380181 | PA      | $364696.43     | 0.00%             | 2053-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-H09 FA V/R 04/20/72                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H09 CL FA V/R 4.97185000                   | CUSIP: 38382YQX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       774656 | PA      | $767144.33     | 0.01%             | 2072-04-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  1.5% 06/21/31/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 157 1.50000000                                          | CUSIP: Q2R04NBP8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     14300000 | PA      | $8335146.17    | 0.06%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO BPI 3.625% 07/04/28/EUR/                | BANCO BPI SA /EUR/ REGD REG S 3.62500000                                                     | CUSIP: X0316EBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |      1600000 | PA      | $1948557.30    | 0.01%             | 2028-07-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50                | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                     | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6263.64       | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 5.65% 03/15/35                | LPL HOLDINGS INC REGD 5.65000000                                                             | CUSIP: 50212YAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $70380.33      | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.75PSOFR 12/18/26 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-45717.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.15% 04/30/35/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000                                               | CUSIP: E4R46FAA8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      4600000 | PA      | $5410604.61    | 0.04%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA8948 5.5% 06/20/53                | GINNIE MAE II POOL P#MA8948 5.50000000                                                       | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       970223 | PA      | $975997.44     | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 2.9% 06/18/26/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 2.90000000                                   | CUSIP: D2R8H4KY4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9760000 | PA      | $11608839.55   | 0.08%             | 2026-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.75% 04/21/27/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 136 4.75000000                                          | CUSIP: Q0819AFX3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      9420000 | PA      | $6365058.62    | 0.04%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 10/20/28/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UWN7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       990000 | PA      | $1086765.93    | 0.01%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/31                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1879600 | PA      | $1914108.29    | 0.01%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7115 6% 09/01/53                     | FANNIE MAE POOL UMBS P#CB7115 6.00000000                                                     | CUSIP: 3140QS3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1215204 | PA      | $1250698.45    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RC R/P WELLS   4.460% 07/14/25                | RC R/P WELLS   4.460% 07/14/25 4.46000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |    -24754390 | PA      | $-24754390.11  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE ACM 3.75% 04/30/29/EUR/                | GROUPE ACM /EUR/ REGD REG S 3.75000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2661491.93    | 0.02%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 360 0.10000000                                          | CUSIP: J2S39LGZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     53450000 | PA      | $354160.77     | 0.00%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 3.25% 09/28/26/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S 3.25000000                                         | CUSIP: F2276HCG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119466.07     | 0.00%             | 2026-09-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7534 3.5% 04/01/50                   | FANNIE MAE POOL UMBS P#FM7534 3.50000000                                                     | CUSIP: 3140XBLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       146209 | PA      | $133184.78     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC V/R 03/15/55                      | METLIFE INC REGD V/R SER G 6.35000000                                                        | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82177.76      | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY0125 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY0125 5.50000000                                                     | CUSIP: 3140NGD72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       212067 | PA      | $213370.67     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.85% 05/23/49/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 1.85000000                                                    | CUSIP: A0654UXC0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2790000 | PA      | $2419013.93    | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| AMDOCS LTD 2.538% 06/15/30                    | AMDOCS LTD REGD 2.53800000                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |        62000 | PA      | $56143.24      | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 07/15/31/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N81728AM4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4567000 | PA      | $4655590.27    | 0.03%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6543 4% 03/20/50                  | GINNIE MAE II POOL P#MA6543 4.00000000                                                       | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       167926 | PA      | $157980.44     | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7367 2.5% 05/20/51                | GINNIE MAE II POOL P#MA7367 2.50000000                                                       | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5472579 | PA      | $4659817.77    | 0.03%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 07/01/29/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: V81778FF0<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2330000 | PA      | $1902614.17    | 0.01%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5097 4.5% 07/01/43                   | FANNIE MAE POOL UMBS P#MA5097 4.50000000                                                     | CUSIP: 31418EUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       864405 | PA      | $845361.35     | 0.01%             | 2043-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 1.75% 02/15/31                | ROPER TECHNOLOGIES INC REGD 1.75000000                                                       | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |        77000 | PA      | $66052.70      | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.65% 12/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 2.65000000                                  | CUSIP: T6052BR83<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9680000 | PA      | $11550173.30   | 0.08%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 05/31/32/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000                                                   | CUSIP: D2R04NER5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59727.49      | 0.00%             | 2032-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TOR 2.6% 09/24/39/CAD/                | CITY OF TORONTO CANADA /CAD/ REGD 2.60000000                                                 | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $178995.19     | 0.00%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3885 3% 11/01/51                     | FANNIE MAE POOL UMBS P#FS3885 3.00000000                                                     | CUSIP: 3140XKJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       879358 | PA      | $760970.54     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER G 4.125% 05/29/28/EUR/                | CARRIER GLOBAL CORP /EUR/ REGD 4.12500000                                                    | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1960151.15    | 0.01%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5169 3% 11/01/50                     | FANNIE MAE POOL UMBS P#FM5169 3.00000000                                                     | CUSIP: 3140X8W78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       239199 | PA      | $209058.73     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20250917 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFSF 2.375% 06/21/32/EUR/                     | EFSF /EUR/ REGD REG S 2.37500000                                                             | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      5000000 | PA      | $5778445.41    | 0.04%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6707 4.125% 08/01/31                 | FANNIE MAE POOL UMBS P#BS6707 4.12500000                                                     | CUSIP: 3140LHNZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2273692 | PA      | $2237115.25    | 0.02%             | 2031-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO 3% 06/15/35/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 3.00000000                                          | CUSIP: X7330HAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2340000 | PA      | $2746595.12    | 0.02%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ACEA SPA 0.5% 04/06/29/EUR/                   | ACEA SPA /EUR/ REGD REG S EMTN 0.50000000                                                    | CUSIP: T0040KAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $109202.58     | 0.00%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5% 04/01/32                      | SYNOPSYS INC REGD 5.00000000                                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      1106000 | PA      | $1120144.17    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 3% 09/15/35/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | FI        |      1210000 | PA      | $1421523.38    | 0.01%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 2.25% 09/01/36/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.25000000                                       | CUSIP: T6247A6B7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8984000 | PA      | $9375216.26    | 0.06%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB7449 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7449 6.50000000                                                     | CUSIP: 3140QTH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       270378 | PA      | $280002.19     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 1.5% 04/24/40/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 125 1.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     22990000 | PA      | $737951.44     | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PSP CAPITA 3.25% 07/02/34/EUR/                | PSP CAPITAL INC /EUR/ REGD 144A P/P 3.25000000                                               | CUSIP: C7S2346B7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2600000 | PA      | $3074085.53    | 0.02%             | 2034-07-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.625% 07/15/27                | NEXTERA ENERGY CAPITAL REGD 4.62500000                                                       | CUSIP: 65339KCH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20120.02      | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASB BANK LI 0.5% 09/24/29/EUR/                | ASB BANK LIMITED /EUR/ REGD REG S EMTN 0.50000000                                            | CUSIP: G0R91TCN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $1069972.98    | 0.01%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.625% 09/07/33                | PHILIP MORRIS INTL INC REGD 5.62500000                                                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        50000 | PA      | $52389.26      | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL NIPPON 0.894% 12/10/25                | CENTRAL NIPPON EXPRESSWY REGD REG S 0.89400000                                               | CUSIP: J05755FB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |       200000 | PA      | $196724.00     | 0.00%             | 2025-12-10      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.4% 06/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 371 0.40000000                                          | CUSIP: J2S39LJ62<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1760000000 | PA      | $11461235.37   | 0.08%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 06/20/44/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 43 1.70000000                                           | CUSIP: J2615QSC0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    620200000 | PA      | $3902042.32    | 0.03%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.55% 03/15/54                | CONOCOPHILLIPS COMPANY REGD 5.55000000                                                       | CUSIP: 20826FBG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9563.14       | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KFW 2.5% 10/15/31/EUR/                        | KFW /EUR/ REGD REG S EMTN 2.50000000                                                         | CUSIP: D4S46MTG0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2790000 | PA      | $3278038.01    | 0.02%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA 4% 06/12/35/EUR/                  | LA POSTE SA /EUR/ REGD REG S EMTN 4.00000000                                                 | CUSIP: F5548BDP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $487657.16     | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 0.75% 08/16/41/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.75000000                                    | CUSIP: D5S07LEC1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       360000 | PA      | $282835.06     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.3% 12/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 155 0.30000000                                           | CUSIP: J2S39LA20<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3260550000 | PA      | $22389238.30   | 0.15%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY0131 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY0131 5.50000000                                                     | CUSIP: 3140NGED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       379281 | PA      | $381260.10     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LVMH MOET 1.125% 02/11/27/GBP/                | LVMH MOET HENNESSY VUITT /GBP/ REGD EMTN 1.12500000                                          | CUSIP: F58485BJ5<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1574893.45    | 0.01%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND NORD 1.625% 10/24/30/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD 1.62500000                                               | CUSIP: D5S07LAY7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1124152.40    | 0.01%             | 2030-10-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 09/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 174 0.40000000                                          | CUSIP: J2S39LHU1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2150000000 | PA      | $11735307.80   | 0.08%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.55PBW6M 12/03/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-6566.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLO 0% 02/12/31/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS86 0.00000000                                     | CUSIP: X7S28MMP0<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       800000 | PA      | $820614.46     | 0.01%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 11/15/46                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810RU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       594000 | PA      | $437958.99     | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.10PMXIB 12/06/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $17145.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASQUE GOV 0.85% 04/30/30/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 0.85000000                                                | CUSIP: E5R036AN8<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |        50000 | PA      | $54310.39      | 0.00%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 2.25% 09/20/27/EUR/                | DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 2.25000000                                            | CUSIP: D1T7GB3Q7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117824.08     | 0.00%             | 2027-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 09/30/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1887700 | PA      | $1904659.81    | 0.01%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 1.75% 11/11/33/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1065 1.75000000                                      | CUSIP: W7S736KX5<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     24580000 | PA      | $2520587.30    | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGION OF I 2.9% 04/30/31/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 2.90000000                                     | CUSIP: F7717JBV2<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117967.57     | 0.00%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.45% 11/01/28                      | BOEING CO REGD 3.45000000                                                                    | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9641.60       | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.539% 08/03/28/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.53900000                                                   | CUSIP: N7163RAF0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1126890.56    | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION C 1.35% 03/15/26                | WESTERN UNION CO/THE REGD 1.35000000                                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |       510000 | PA      | $497430.20     | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/49/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HPB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13893000 | PA      | $16486210.22   | 0.11%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1563 4.5% 04/01/48                   | FANNIE MAE POOL UMBS P#CA1563 4.50000000                                                     | CUSIP: 3140Q8WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4462 | PA      | $4319.02       | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 03/24/31/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AN8<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       103000 | PA      | $104801.68     | 0.00%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| A2A SPA 4.5% 09/19/30/EUR/                    | A2A SPA /EUR/ REGD REG S EMTN 4.50000000                                                     | CUSIP: T0579BAT2<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $251770.79     | 0.00%             | 2030-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 03/20/38/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 164 0.50000000                                          | CUSIP: J2S39KG67<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2237350000 | PA      | $13272773.39   | 0.09%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51                     | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                     | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       842067 | PA      | $669835.47     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 2.85% 01/29/35/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 2.85000000                                                    | CUSIP: D66594AA6<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $584078.63     | 0.00%             | 2035-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 1.2% 12/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 377 1.20000000                                          | CUSIP: J2S39L6D1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   5167150000 | PA      | $35241968.79   | 0.24%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7537 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#SD7537 2.00000000                                                    | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1029009 | PA      | $826943.38     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK  2.875% 06/11/31/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.87500000                                                 | CUSIP: N14289H42<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       800000 | PA      | $953231.99     | 0.01%             | 2031-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.01% 10/05/32/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.01000000                                                 | CUSIP: N14287B59<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $482040.69     | 0.00%             | 2032-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO DE SAB V/R 06/07/29/EUR/                | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 5.00000000                                    | CUSIP: E1581B7B5<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $874672.15     | 0.01%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS SWITZ 2.583% 09/23/27/EUR/                | UBS SWITZERLAND AG /EUR/ REGD REG S EMTN 2.58300000                                          | CUSIP: H84071AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       100000 | PA      | $118542.42     | 0.00%             | 2027-09-23      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AEY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1340000 | PA      | $1558375.05    | 0.01%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/30                | TRUIST FINANCIAL CORP REGD V/R MTN 5.43500000                                                | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       645000 | PA      | $663896.77     | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.4% 05/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.40000000                                 | CUSIP: T6052BS90<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6270000 | PA      | $8041979.18    | 0.06%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6682 4% 07/01/53                     | FANNIE MAE POOL UMBS P#CB6682 4.00000000                                                     | CUSIP: 3140QSM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       144005 | PA      | $135276.20     | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BJ1865 4.5% 09/20/48                | GINNIE MAE II POOL P#BJ1865 4.50000000                                                       | CUSIP: 3617HPCA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       370285 | PA      | $339779.28     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESE 3.125% 10/25/28/EUR/                | SNCF RESEAU /EUR/ REGD EMTN 3.12500000                                                       | CUSIP: F7S307JN8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1800000 | PA      | $2159179.49    | 0.01%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GO 3.9% 11/30/26/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0316 3.90000000                                           | CUSIP: Y55745WS1<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     27500000 | PA      | $6607539.59    | 0.05%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SIGNIFY N 2.375% 05/11/27/EUR/                | SIGNIFY NV /EUR/ REGD REG S 2.37500000                                                       | CUSIP: N8063KAA5<br>LEI: 549300072P3J1X8NZO35 | Long             | DBT              | CORP              | NL        |       175000 | PA      | $205271.74     | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#E02997 3% 10/01/26                    | FREDDIE MAC GOLD POOL P#E02997 3.00000000                                                    | CUSIP: 31294MKJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        14240 | PA      | $14086.87      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ME 3.5% 03/08/32/EUR/                | AMERICAN MEDICAL SYST EU /EUR/ REGD 3.50000000                                               | CUSIP: N03206AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $3484990.93    | 0.02%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPA 4.625% 06/30/30                | WILLIAMS COMPANIES INC REGD 4.62500000                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      1360000 | PA      | $1361011.79    | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IBRD 4.625% 01/15/32                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GMTN 4.62500000                  | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       185000 | PA      | $191309.09     | 0.00%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 10/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 91282CAU5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2348600 | PA      | $2180987.02    | 0.01%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FR 1.275% 02/14/42/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.27500000                                     | CUSIP: F49540AH4<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $80635.56      | 0.00%             | 2042-02-14      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 LI 3% 12/25/50                    | FANNIE MAE REMICS SER 2020-89 CL LI 3.00000000                                               | CUSIP: 3136BCL40<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10116772 | PA      | $1729146.49    | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX5294 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX5294 6.00000000                                                    | CUSIP: 31426A3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       604317 | PA      | $623460.27     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2045 5.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#SD2045 5.50000000                                                    | CUSIP: 3132DPHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       266174 | PA      | $269359.21     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8565 3% 05/01/30                     | FREDDIE MAC POOL UMBS P#ZS8565 3.00000000                                                    | CUSIP: 3132A9QS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3000 | PA      | $2935.18       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  3.75% 06/12/35/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 489 3.75000000                                           | CUSIP: R34155CV2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     14470000 | PA      | $1428377.38    | 0.01%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                | BANK OF AMERICA CORP REGD V/R 1.73400000                                                     | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1375241.57    | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.15% 12/12/31/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000                                            | CUSIP: Y5325PBW3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      3000000 | PA      | $483751.80     | 0.00%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/34                | TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000                                                | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       370000 | PA      | $386489.83     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.5% 11/17/29/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.50000000                                               | CUSIP: Y603CLBA1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    114000000 | PA      | $3665809.41    | 0.03%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLB 2% 03/25/30                              | FEDERAL HOME LOAN BANKS SER 0000 2.00000000                                                  | CUSIP: 3130AJFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37500 | PA      | $34210.24      | 0.00%             | 2030-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER  0.05% 01/12/27/EUR/                | SANTANDER UK PLC /EUR/ REGD REG S MTN SER GMTN 0.05000000                                    | CUSIP: G7808UY25<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114055.34     | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6600 3.5% 04/20/50                | GINNIE MAE II POOL P#MA6600 3.50000000                                                       | CUSIP: 36179VKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       100789 | PA      | $92243.05      | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 4.75% 07/04/40/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 4.75000000                                 | CUSIP: D20659KP8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6924000 | PA      | $9980047.42    | 0.07%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JUL 25                       | FNMA 30YR TBA 6% JUL 25        TO BE ANNOUNCED 6.00000000                                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10250000 | PA      | $10419252.10   | 0.07%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEKABANK  3.375% 07/02/27/EUR/                | DEKABANK DEUTSCHE GIRO /EUR/ REGD REG S EMTN 3.37500000                                      | CUSIP: D330MLYD2<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $240053.48     | 0.00%             | 2027-07-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 3.625% 06/22/32/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.62500000                                           | CUSIP: B2758CCV1<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $244684.52     | 0.00%             | 2032-06-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 2.75% 04/12/28/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 2.75000000                                         | CUSIP: F1R06PAA9<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119090.01     | 0.00%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE G 2.5% 04/01/30/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.50000000                                                   | CUSIP: Y280CEK30<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      3220000 | PA      | $2609858.75    | 0.02%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2518 4.98% 12/01/34                  | FANNIE MAE POOL UMBS P#BZ2518 4.98000000                                                     | CUSIP: 3140NWYQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1600000 | PA      | $1639201.86    | 0.01%             | 2034-12-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 03/31/27                    | UNITED STATES TREASURY NOTE 2.50000000                                                       | CUSIP: 91282CEF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2179900 | PA      | $2133236.52    | 0.01%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3142000 | PA      | $3219322.67    | 0.02%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 4.25% 06/15/33/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 4.25000000                                                      | CUSIP: X32332S29<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1050000 | PA      | $1341062.33    | 0.01%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES  4.1% 02/15/45/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 30Y 4.10000000                                          | CUSIP: X0R4CRAP9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2250000 | PA      | $2821565.38    | 0.02%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.75% 04/18/54                | DIAMONDBACK ENERGY INC REGD 5.75000000                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       640000 | PA      | $594679.56     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL DEVEL 0.35% 04/22/36/EUR/                | INTL DEVELOPMENT ASSOC /EUR/ REGD 0.35000000                                                 | CUSIP: U4592BGW2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      3500000 | PA      | $3078535.06    | 0.02%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0683 5.42% 08/01/30                  | FANNIE MAE POOL UMBS P#BZ0683 5.42000000                                                     | CUSIP: 3140NUXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3821806 | PA      | $4000735.77    | 0.03%             | 2030-08-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.86% 05/20/29/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1910 3.86000000                                      | CUSIP: Y23862NQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     97800000 | PA      | $14771688.12   | 0.10%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0024 4.5% 11/20/54                | GINNIE MAE II POOL P#MB0024 4.50000000                                                       | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1431566 | PA      | $1370736.64    | 0.01%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5.375% 02/15/31                  | UNITED STATES TREASURY BOND 5.37500000                                                       | CUSIP: 912810FP8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       346700 | PA      | $372878.56     | 0.00%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENNET HO 0.875% 06/16/35/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.87500000                                           | CUSIP: N85094SF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $278655.39     | 0.00%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 2.25% 05/11/35/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1066 2.25000000                                      | CUSIP: W7S736LX4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     18490000 | PA      | $1956802.47    | 0.01%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/27/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000                                   | CUSIP: K741817D2<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      2900000 | PA      | $449430.29     | 0.00%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.25% 05/21/32/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 158 1.25000000                                          | CUSIP: Q2R04NBY9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     12360000 | PA      | $6882310.00    | 0.05%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R06.84PBU6M 05/06/31 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | HU        |            1 | NC      | $5807.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE COR S/UP 03/15/26                | INTL FINANCE CORP REGD S/UP MTN SER GMTN 1.25000000                                          | CUSIP: 45950VPT7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |        10000 | PA      | $9845.49       | 0.00%             | 2026-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO  2.5% 10/15/34/EUR/                | MERCK & CO INC /EUR/ REGD 2.50000000                                                         | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       500000 | PA      | $553460.98     | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEA 1% 03/20/62/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 15 1.00000000                                           | CUSIP: J2S39LUV4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    992950000 | PA      | $3848926.70    | 0.03%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/54                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UA4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2948900 | PA      | $2868611.60    | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 0.125% 01/26/46/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 0.12500000                                                 | CUSIP: D1R1PYCN9<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       259000 | PA      | $152036.12     | 0.00%             | 2046-01-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20250722 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-24573.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 4.95% 07/01/27                  | DTE ENERGY CO REGD 4.95000000                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       560000 | PA      | $566358.42     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR A 1.375% 05/22/32/EUR/                | EQUINOR ASA /EUR/ REGD REG S EMTN 1.37500000                                                 | CUSIP: R2R90PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       825000 | PA      | $868874.75     | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 4.78% 02/15/35                | VERIZON COMMUNICATIONS REGD 4.78000000                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19468.06      | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 10/27/38/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 38/A 3.00000000                                       | CUSIP: X51627BW0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    318380000 | PA      | $610745.01     | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL DE 3% 04/26/27/EUR/                | CAJA RURAL DE NAVARRA /EUR/ REGD REG S 3.00000000                                            | CUSIP: E2425KJH7<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $119312.90     | 0.00%             | 2027-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.5% 07/13/27/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 755 1.50000000                                  | CUSIP: H617318D2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $129399.08     | 0.00%             | 2027-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8079 2% 12/01/35                     | FREDDIE MAC POOL UMBS P#SB8079 2.00000000                                                    | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       565977 | PA      | $520099.19     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H09 FA V/R 04/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H09 CL FA V/R 5.10185000                   | CUSIP: 38383XNS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1797467 | PA      | $1801781.53    | 0.01%             | 2073-04-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC 2.3% 03/15/31                     | HUBBELL INC REGD 2.30000000                                                                  | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |        59000 | PA      | $52144.93      | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN 5.675% 01/15/35                | BROOKFIELD FINANCE INC REGD 5.67500000                                                       | CUSIP: 11271LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        70000 | PA      | $71846.62      | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784736 4.5% 05/20/49                | GINNIE MAE II POOL P#784736 4.50000000                                                       | CUSIP: 3622AAEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       127431 | PA      | $122294.19     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7653 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#CB7653 6.50000000                                                     | CUSIP: 3140QTQF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       483938 | PA      | $504905.92     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 7.25% 11/01/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 7.25000000                                       | CUSIP: T6247AAE6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8915000 | PA      | $11238918.09   | 0.08%             | 2026-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51                    | ORACLE CORP REGD 3.95000000                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       250000 | PA      | $184678.19     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLO 6.05% 11/01/35                | MICRON TECHNOLOGY INC REGD 6.05000000                                                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       175000 | PA      | $183200.93     | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVER 2% 02/18/45/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S SER 30Y 2.00000000                                  | CUSIP: G4R49GAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      3485000 | PA      | $3309092.10    | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 3.25% 07/21/28/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD SER 28 3.25000000                                        | CUSIP: Q7943QQF9<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       830000 | PA      | $542123.79     | 0.00%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FNR 2024-10 AF V/R 12/25/50                   | FANNIE MAE REMICS SER 2024-10 CL AF V/R 5.25001000                                           | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1967879 | PA      | $1970929.86    | 0.01%             | 2050-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.65% 11/01/28                      | ONEOK INC REGD 5.65000000                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       301000 | PA      | $311758.06     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE 2% 05/21/30/EUR/                | IGNITIS GRUPE AB /EUR/ REGD REG S EMTN 2.00000000                                            | CUSIP: X926JTAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LT        |       110000 | PA      | $119545.43     | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 03/05/34/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 5.50000000                                       | CUSIP: F5407GY75<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $377567.95     | 0.00%             | 2034-03-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 4% 10/03/28/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000                                             | CUSIP: G31206AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       400000 | PA      | $487860.59     | 0.00%             | 2028-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4075 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX4075 6.00000000                                                    | CUSIP: 31425YQ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       226304 | PA      | $234798.05     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.875% 09/10/44/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4409 2.87500000                                           | CUSIP: Y7277F5K2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   8121220000 | PA      | $6066153.76    | 0.04%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SO 3% 03/24/32/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.00000000                                         | CUSIP: F18863AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118307.47     | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HO 5.8% 04/01/35                | RENAISSANCERE HOLDINGS L REGD 5.80000000                                                     | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |       755000 | PA      | $775919.08     | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.05% 10/30/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.05000000                                       | CUSIP: T6052B8N1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1840000 | PA      | $2263226.55    | 0.02%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| OP MORTGAGE B 1% 10/05/27/EUR/                | OP MORTGAGE BANK /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: X5918MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $114618.07     | 0.00%             | 2027-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ITM ENTRE 4.125% 01/29/30/EUR/                | ITM ENTREPRISES SASU /EUR/ REGD REG S SER 0 4.12500000                                       | CUSIP: F531A6AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $5255735.89    | 0.04%             | 2030-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 4.7% 07/30/41/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.70000000                                               | CUSIP: E892282K0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6884000 | PA      | $9132477.88    | 0.06%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000018337 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12870.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH AMERICA FINA 5.5% 01/09/35                | CRH AMERICA FINANCE INC REGD 5.50000000                                                      | CUSIP: 12636YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $204948.62     | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL  4% 11/23/51                | JACKSON FINANCIAL INC REGD SER WI 4.00000000                                                 | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3399.37       | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/27                     | CAIXABANK SA REGD V/R 144A P/P 6.68400000                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $512058.33     | 0.00%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/21/34                   | MORGAN STANLEY REGD V/R MTN 5.25000000                                                       | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       190000 | PA      | $193169.96     | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT SEP25                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          -89 | NC      | $-10169640.63  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LB BADEN-W 2.75% 03/12/31/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.75000000                                            | CUSIP: D4884SCH8<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118687.63     | 0.00%             | 2031-03-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHR 4825 SE V/R 09/15/48                      | FREDDIE MAC REMICS SER 4825 CL SE V/R 1.78167000                                             | CUSIP: 3137FH7E7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3339716 | PA      | $460073.27     | 0.00%             | 2048-09-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 2.5% 10/13/26/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2313 2.50000000                                      | CUSIP: Y23862XE3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     56400000 | PA      | $7963577.36    | 0.05%             | 2026-10-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H05 FJ V/R 03/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H05 CL FJ V/R 5.05185000                   | CUSIP: 38380QF23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       243082 | PA      | $242422.39     | 0.00%             | 2071-03-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER  5.125% 05/15/52                | GEORGIA POWER CO REGD 5.12500000                                                             | CUSIP: 373334KR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        17000 | PA      | $15919.15      | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 0.3% 10/20/31/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 0.30000000                                           | CUSIP: B2758CCC3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       900000 | PA      | $902827.98     | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.8% 03/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 374 0.80000000                                          | CUSIP: J2S39LY32<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3940600000 | PA      | $26222687.88   | 0.18%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 1.125% 07/05/26/GBP/                | VOLKSWAGEN FIN SERV NV /GBP/ REGD REG S EMTN 1.12500000                                      | CUSIP: D2553KZL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1325130.28    | 0.01%             | 2026-07-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JUL 25                     | FNMA 30YR TBA 5.5% JUL 25      TO BE ANNOUNCED 5.50000000                                    | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12143000 | PA      | $12140779.41   | 0.08%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.8% 09/15/47                | VIRGINIA ELEC & POWER CO REGD SER B 3.80000000                                               | CUSIP: 927804FY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7516.64       | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STADSHYPO 3.629% 06/20/28/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER DMTN 3.62900000                                     | CUSIP: W86201YF6<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $219742.31     | 0.00%             | 2028-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8873 3.5% 07/01/34                   | FANNIE MAE POOL UMBS P#FM8873 3.50000000                                                     | CUSIP: 3140XC2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       207691 | PA      | $204888.50     | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 1.1% 06/20/34/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 375 1.10000000                                          | CUSIP: J2S39L3B8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4262800000 | PA      | $28997282.21   | 0.20%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 3.125% 11/13/29/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.12500000                                            | CUSIP: D4884ULU4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $60522.00      | 0.00%             | 2029-11-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 3.885% 07/01/16                | MASS INSTITUTE OF TECH REGD 3.88500000                                                       | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       663000 | PA      | $459940.56     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MAR V/R /PERP//EUR/                | BP CAPITAL MARKETS PLC /EUR/ REGD V/R /PERP/ REG S 3.25000000                                | CUSIP: G1279ML95<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2240343.07    | 0.02%             | 2174-06-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 08/15/51/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR89 6.87500000                                          | CUSIP: Y6S86ZSA8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  17493000000 | PA      | $1056152.67    | 0.01%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.504% 04/30/29/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0322 4.50400000                                           | CUSIP: Y2R35QDM0<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     10000000 | PA      | $2480016.86    | 0.02%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNET HOL 1.25% 10/24/33/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.25000000                                           | CUSIP: N85094JR7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $205713.67     | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN1131 3% 06/20/47                  | GINNIE MAE II POOL P#CN1131 3.00000000                                                       | CUSIP: 3617YYHG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       425062 | PA      | $374758.67     | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.95% 05/15/30/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 94 0.95000000                                            | CUSIP: X73311KU9<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |     89350000 | PA      | $3729198.77    | 0.03%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.25% 03/11/33/EUR/                | REPUBLIC OF PERU /EUR/ REGD 1.25000000                                                       | CUSIP: P87324BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      2000000 | PA      | $1958181.64    | 0.01%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8511 2% 05/01/36                     | FREDDIE MAC POOL UMBS P#SB8511 2.00000000                                                    | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       208536 | PA      | $192012.34     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 2.4% 05/15/30/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 2.40000000                                          | CUSIP: G4R49GAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2350000 | PA      | $2776556.21    | 0.02%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.85% 01/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 8Y 0.85000000                                        | CUSIP: T6052BVD7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4975000 | PA      | $5767052.04    | 0.04%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.09% 09/26/34/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2430 2.09000000                                        | CUSIP: Y0R4AWSA3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     24500000 | PA      | $3505488.21    | 0.02%             | 2034-09-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 4.323% 05/12/35/EUR/                | BP CAPITAL MARKETS BV /EUR/ REGD REG S EMTN 4.32300000                                       | CUSIP: G1R263AC9<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1848286.57    | 0.01%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000                                           | CUSIP: J2S39KS98<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    262550000 | PA      | $1234525.58    | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN G 1.5% 02/19/26/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 478 1.50000000                                           | CUSIP: R34155AU6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      1500000 | PA      | $146636.70     | 0.00%             | 2026-02-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| STADSHYPOTEK  2% 09/01/28/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1594 2.00000000                                     | CUSIP: W86201WU5<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $314781.38     | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 4% 05/03/32/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000                                             | CUSIP: G31206AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $245611.11     | 0.00%             | 2032-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE PO V/R 04/01/31/EUR/                | LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 3.50000000                                       | CUSIP: F5407HFW9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $236990.92     | 0.00%             | 2031-04-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN7405 2% 08/01/36                     | FREDDIE MAC POOL UMBS P#QN7405 2.00000000                                                    | CUSIP: 3133GEGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       951925 | PA      | $873829.00     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.25% 02/13/34                | PHILIP MORRIS INTL INC REGD 5.25000000                                                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        38000 | PA      | $38755.41      | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/41                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810QN1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       583300 | PA      | $591411.52     | 0.00%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK8739 4.5% 02/01/49                   | FANNIE MAE POOL UMBS P#BK8739 4.50000000                                                     | CUSIP: 3140HNV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4348277 | PA      | $4199766.54    | 0.03%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.9% 03/20/53/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 6 1.90000000                                            | CUSIP: J2615QKN4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |       650000 | PA      | $3759.72       | 0.00%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 1.5% 05/25/28/EUR/                | BNP PARIBAS /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: F105C17W9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1725238.32    | 0.01%             | 2028-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC  1.875% 01/24/52/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 1.87500000                                                      | CUSIP: X32332H21<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1580000 | PA      | $1224535.62    | 0.01%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 05/31/29                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CES6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2173900 | PA      | $2095945.29    | 0.01%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - 0.01% 11/08/26/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F1R83CEC6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114637.96     | 0.00%             | 2026-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 09/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 190 1.80000000                                          | CUSIP: J2S39L5C4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2372750000 | PA      | $15131522.95   | 0.10%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FNR 2021-3 TI 2.5% 02/25/51                   | FANNIE MAE REMICS SER 2021-3 CL TI 2.50000000                                                | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2365028 | PA      | $395879.27     | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZA 2% 12/10/26/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 2.00000000                                   | CUSIP: D2R8H4LL1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      2620000 | PA      | $3092833.48    | 0.02%             | 2026-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34                     | SOUTHERN CO REGD 5.70000000                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5225.13       | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 4.1% 04/30/46/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 4.10000000                                       | CUSIP: T6025AAB0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2180000 | PA      | $2599570.95    | 0.02%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 6.35% 01/15/31                      | ONEOK INC REGD 6.35000000                                                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4272.96       | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.893% 06/08/38/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0418 4.89300000                                           | CUSIP: Y2R35QCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      8100000 | PA      | $2151541.33    | 0.01%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CO 2.78% 07/01/51                | AHS HOSPITAL CORP REGD SER 2021 2.78000000                                                   | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |       750000 | PA      | $459559.84     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 0.01% 07/01/31/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD SER 215 0.01000000                                        | CUSIP: D3R62FCT7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $200958.27     | 0.00%             | 2031-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 0.125% 05/14/26/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: R8T51PEU5<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $115893.79     | 0.00%             | 2026-05-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.43% 01/14/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2004 3.43000000                                        | CUSIP: Y1456THU3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     59900000 | PA      | $8596074.24    | 0.06%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 3.85% 06/22/40                    | VIATRIS INC REGD SER WI 3.85000000                                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1625595.71    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 5.45% 08/15/30                | INVITATION HOMES OP REGD 5.45000000                                                          | CUSIP: 46188BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10350.79      | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8508 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#SB8508 2.00000000                                                    | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       534780 | PA      | $491435.68     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7933 5% 09/01/52                     | FREDDIE MAC POOL UMBS P#RA7933 5.00000000                                                    | CUSIP: 3133KPY69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       520865 | PA      | $515326.57     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.95% 02/15/30                | VICI PROPERTIES LP REGD 4.95000000                                                           | CUSIP: 925650AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2445000 | PA      | $2458772.20    | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN1798 3% 01/20/47                  | GINNIE MAE II POOL P#CN1798 3.00000000                                                       | CUSIP: 3617YY7K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       118192 | PA      | $105262.82     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING BANK N 0.75% 02/18/29/EUR/                | ING BANK NV /EUR/ REGD REG S EMTN 0.75000000                                                 | CUSIP: N4R82AHM1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $111071.09     | 0.00%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NA DEVELOPM 0.2% 11/28/28/CHF/                | NA DEVELOPMENT BANK /CHF/ REGD REG S 0.20000000                                              | CUSIP: U6568AAF2<br>LEI: 5493008W785ZKQMVNG08 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $247904.72     | 0.00%             | 2028-11-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BLACKROCK  3.75% 07/18/35/EUR/                | BLACKROCK INC /EUR/ REGD 3.75000000                                                          | CUSIP: 09290DAL5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1923239.88    | 0.01%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 2.25% 10/16/26/EUR/                | VOLKSWAGEN FINANCIAL SER /EUR/ REGD REG S EMTN 2.25000000                                    | CUSIP: D9452WKW8<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |        10000 | PA      | $11747.49      | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8176 4.385% 04/01/33                 | FANNIE MAE POOL UMBS P#BS8176 4.38500000                                                     | CUSIP: 3140LKCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       552000 | PA      | $547341.82     | 0.00%             | 2033-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNR 2020-29 SA V/R 05/25/50                   | FANNIE MAE REMICS SER 2020-29 CL SA V/R 1.80096200                                           | CUSIP: 3136B9TB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3791733 | PA      | $225115.59     | 0.00%             | 2050-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 11/15/26                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CJK8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2046400 | PA      | $2066144.57    | 0.01%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING 3.15% 01/15/32                | DICK'S SPORTING GOODS REGD 3.15000000                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |        13000 | PA      | $11652.76      | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FNR 2021-47 PI 2.5% 07/25/51                  | FANNIE MAE REMICS SER 2021-47 CL PI 2.50000000                                               | CUSIP: 3136BH3M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       580048 | PA      | $70031.69      | 0.00%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSP 2.705% 12/01/50                | METHODIST HOSPITAL/THE REGD SER 20A 2.70500000                                               | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $905025.74     | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN EL 1.65% 03/15/26                | SOUTHWESTERN ELEC POWER REGD SER N 1.65000000                                                | CUSIP: 845437BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9804.23       | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.3% 08/15/60                  | S&P GLOBAL INC REGD 2.30000000                                                               | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       266000 | PA      | $135939.68     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.3% 12/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 171 0.30000000                                          | CUSIP: J2S39K7J9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1743300000 | PA      | $9571353.16    | 0.07%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  3.625% 12/18/37/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 3.62500000                                      | CUSIP: D1T0VZDX6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       293000 | PA      | $353690.52     | 0.00%             | 2037-12-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.23% 11/27/25/CNH/                | CHINA DEVELOPMENT BANK /CNH/ REGD REG S EMTN 3.23000000                                      | CUSIP: Y1456TKC9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10000000 | PA      | $1403773.37    | 0.01%             | 2025-11-27      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FNR 2021-8 WI V/R 03/25/51                    | FANNIE MAE REMICS SER 2021-8 CL WI V/R 2.32365100                                            | CUSIP: 3136BFFE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000476 | PA      | $760857.21     | 0.01%             | 2051-03-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3351 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#CB3351 2.50000000                                                     | CUSIP: 3140QNWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       592720 | PA      | $497973.67     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.90PSO/N 05/08/55 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-51060.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE SERVICES I 5.95% 08/15/34                | CBRE SERVICES INC REGD 5.95000000                                                            | CUSIP: 12505BAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        63000 | PA      | $66344.33      | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SC 0.1% 07/09/29/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.10000000                                              | CUSIP: A05599CL6<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       700000 | PA      | $751710.54     | 0.01%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 6.7% 02/25/32/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10Y 6.70000000                                        | CUSIP: X5S007JK4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8530000 | PA      | $1904354.79    | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HK GOVT BO 2.02% 03/07/34/HKD/                | HK GOVT BOND PROGRAMME /HKD/ REGD 2.02000000                                                 | CUSIP: Y3R2B8AV6<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      3000000 | PA      | $356518.69     | 0.00%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27                | TARGA RESOURCES CORP REGD 5.20000000                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       965000 | PA      | $977827.29     | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC 3.3% 09/01/49                | WISCONSIN PUBLIC SERVICE REGD 3.30000000                                                     | CUSIP: 976843BM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $10260.04      | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WO 1.5% 04/30/30/EUR/                | DEUTSCHE WOHNEN SE /EUR/ REGD REG S 1.50000000                                               | CUSIP: D2046UBY6<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $987000.66     | 0.01%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.8% 05/01/65                        | MARS INC REGD 144A P/P 5.80000000                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       255000 | PA      | $254537.19     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS IN 5.5% 09/07/30                | PHILIP MORRIS INTL INC REGD 5.50000000                                                       | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5224.30       | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC 2.8% 11/19/31                   | PRIMERICA INC REGD 2.80000000                                                                | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |        35000 | PA      | $30958.06      | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7829 3.5% 01/20/52                | GINNIE MAE II POOL P#MA7829 3.50000000                                                       | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3611597 | PA      | $3293448.19    | 0.02%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.8% 07/30/49/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.80000000                                         | CUSIP: D5S07LGJ4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $65091.38      | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.2% 05/25/35/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.20000000                                               | CUSIP: F26348DU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      8570000 | PA      | $10036823.39   | 0.07%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| GNR 2019-H06 PT V/R 01/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H06 CL PT V/R 3.50000000                   | CUSIP: 38381TC60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1545636 | PA      | $1496364.45    | 0.01%             | 2069-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 05/31/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2131500 | PA      | $2149484.53    | 0.01%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DNB BOLIG 2.625% 09/27/29/EUR/                | DNB BOLIGKREDITT AS /EUR/ REGD EMTN 2.62500000                                               | CUSIP: R1815VJV8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $118511.19     | 0.00%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANCO BPM 3.375% 01/24/30/EUR/                | BANCO BPM SPA /EUR/ REGD REG S EMTN 3.37500000                                               | CUSIP: T1708NNT4<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121159.01     | 0.00%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BWAY 2021-1450 A V/R 09/15/23                 | BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 5.67624000                | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4600000 | PA      | $4435176.48    | 0.03%             | 2036-09-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4700 4% 08/01/52                     | FANNIE MAE POOL UMBS P#MA4700 4.00000000                                                     | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       430331 | PA      | $400915.43     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 06/29/80/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.87500000                                      | CUSIP: D2542NAN6<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116251.59     | 0.00%             | 2080-06-29      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 5.3% 02/15/34                | ROGERS COMMUNICATIONS IN REGD 5.30000000                                                     | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1550000 | PA      | $1552166.71    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/29                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2991900 | PA      | $3085046.25    | 0.02%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLB 2.04% 05/04/35                           | FEDERAL HOME LOAN BANKS 2.04000000                                                           | CUSIP: 3130AJK32<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       369565 | PA      | $293623.36     | 0.00%             | 2035-05-04      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| OEKB OEST 3.125% 11/15/28/EUR/                | OEKB OEST. KONTROLLBANK /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: A6S67PP87<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $241976.84     | 0.00%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-5A C 7.3% 06/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 SER 2023-5A CL C REGD 144A P/P 7.30000000           | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $2336936.40    | 0.02%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| LAND THUE 0.125% 01/13/51/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 0.12500000                                                  | CUSIP: D8T44EAU9<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $48899.13      | 0.00%             | 2051-01-13      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.275% 01/14/30/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS82 0.27500000                                     | CUSIP: X7S28MLR7<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       586000 | PA      | $629464.22     | 0.00%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 06/15/43/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR97 7.12500000                                          | CUSIP: Y6S86ZWN5<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  40858000000 | PA      | $2542859.98    | 0.02%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/28                   | MORGAN STANLEY REGD V/R MTN 2.47500000                                                       | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1940.99       | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 4.25% 04/15/28                | WELLTOWER OP LLC REGD 4.25000000                                                             | CUSIP: 95040QAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $4005.48       | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4210 2.5% 12/01/50                   | FANNIE MAE POOL UMBS P#MA4210 2.50000000                                                     | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       807381 | PA      | $674845.96     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 3.1% 12/02/51                | CANADIAN PACIFIC RAILWAY REGD 3.10000000                                                     | CUSIP: 13645RBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       210000 | PA      | $138183.26     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 02/08/27/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 493 0.62500000                                              | CUSIP: D09856ZA2<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       220000 | PA      | $253299.91     | 0.00%             | 2027-02-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000003534 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1768550.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P01.10RSO/N 05/08/29 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-257658.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BZ2218 4.49% 11/01/29                  | FANNIE MAE POOL UMBS P#BZ2218 4.49000000                                                     | CUSIP: 3140NWPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7000000 | PA      | $7080662.68    | 0.05%             | 2029-11-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ALCON FIN 2.375% 05/31/28/EUR/                | ALCON FINANCE BV /EUR/ REGD REG S 2.37500000                                                 | CUSIP: N02176AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233677.71     | 0.00%             | 2028-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.82% 08/12/32/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD REG S 2.82000000                                            | CUSIP: Y5325PCV4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10000000 | PA      | $1503747.12    | 0.01%             | 2032-08-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.125% 10/22/73/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000                                              | CUSIP: G4527HXA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7687000 | PA      | $3436643.15    | 0.02%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8212 5.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#RA8212 5.50000000                                                    | CUSIP: 3133KQDR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       260161 | PA      | $263346.21     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.25% 01/17/34/EUR/                | REPUBLIC OF ESTONIA /EUR/ REGD REG S EMTN 3.25000000                                         | CUSIP: X2235CBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | EE        |      1340000 | PA      | $1584037.79    | 0.01%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIEDERSACH 0.25% 07/16/35/EUR/                | NIEDERSACHSEN INVEST /EUR/ REGD REG S 0.25000000                                             | CUSIP: D5S1LPAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       400000 | PA      | $362709.25     | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN  V/R /PERP//EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD V/R /PERP/ REG S SER CB 1.60000000                         | CUSIP: D1T0VZAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1603328.92    | 0.01%             | 2173-10-18      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 5.95% 05/14/55                | UNITED PARCEL SERVICE REGD 5.95000000                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19526.08      | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/14/31/EUR/                | BARCLAYS PLC /EUR/ REGD V/R REG S EMTN 3.54300000                                            | CUSIP: G0809LJY6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1898318.04    | 0.01%             | 2031-08-14      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 0.75% 05/25/36/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 0.75000000                                                 | CUSIP: F8446VNS5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $264208.29     | 0.00%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 1% 01/01/30/DKK/                | REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000                                       | CUSIP: K8094KWB5<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      1000000 | PA      | $148779.16     | 0.00%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS0407 1.41% 01/01/31                  | FANNIE MAE POOL UMBS P#BS0407 1.41000000                                                     | CUSIP: 3140LANZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5000000 | PA      | $4282561.90    | 0.03%             | 2031-01-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS  6.25% 05/28/29                | ENACT HOLDINGS INC REGD 6.25000000                                                           | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       114000 | PA      | $118274.18     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 11/19/30/EUR/                | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 1.75000000                                        | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1656640.58    | 0.01%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2141 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#FS2141 3.50000000                                                     | CUSIP: 3140XHLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       865259 | PA      | $785587.74     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.9% 04/28/35                     | WALMART INC REGD 4.90000000                                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121556.82     | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/07/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797MG9<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      3415000 | PA      | $3400058.52    | 0.02%             | 2025-08-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDIN 1% 06/13/26/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.00000000                                           | CUSIP: N85094JA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232777.29     | 0.00%             | 2026-06-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42                | WARNERMEDIA HOLDINGS INC REGD SER * 5.05000000                                               | CUSIP: 55903VBW2<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -190000 | PA      | $-127300.00    | -0.00%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 D 5.14% 02/17/32                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL D REGD 5.14000000                | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2950000 | PA      | $2975330.47    | 0.02%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 4.5% 11/11/32/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 154 4.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     35960000 | PA      | $1762277.75    | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 5.5% 11/17/26/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 5.50000000                                                 | CUSIP: Q91943HA3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1880000 | PA      | $1273439.36    | 0.01%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK 3% 10/22/29/EUR/                   | AKTIA BANK /EUR/ REGD REG S EMTN 3.00000000                                                  | CUSIP: X0R45TVR6<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $120255.85     | 0.00%             | 2029-10-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELE 1.5% 05/17/29/EUR/                | GENERAL ELECTRIC CO /EUR/ REGD 1.50000000                                                    | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      2272000 | PA      | $2571632.17    | 0.02%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL LCH MSC                       | CASH COLLATERAL LCH MSC      /CCMSCHUS2 4.23000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |       939000 | PA      | $939000.00     | 0.01%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.55% 10/15/28/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.55000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     30700000 | PA      | $4434127.88    | 0.03%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                      | UNITED STATES TREASURY BOND 4.00000000                                                       | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1665900 | PA      | $1521565.39    | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5400 4% 04/01/44                     | FANNIE MAE POOL UMBS P#BM5400 4.00000000                                                     | CUSIP: 3140JAAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1375391 | PA      | $1308421.20    | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEB 4.5% 09/08/33                | PROVINCE OF QUEBEC REGD 4.50000000                                                           | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |       610000 | PA      | $610748.78     | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 5.05% 05/15/52                | PIEDMONT NATURAL GAS CO REGD 5.05000000                                                      | CUSIP: 720186AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       570000 | PA      | $503393.38     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABB FINAN 3.375% 01/16/31/EUR/                | ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: N0022VNR7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2657000 | PA      | $3198637.69    | 0.02%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICA 3% 03/06/45/EUR/                | UNITED MEXICAN STATES /EUR/ REGD MTN SER GMTN 3.00000000                                     | CUSIP: P9767G3P4<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       825000 | PA      | $682695.64     | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ8430 2.5% 12/01/50                   | FANNIE MAE POOL UMBS P#BQ8430 2.50000000                                                     | CUSIP: 3140KULL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5923348 | PA      | $4925251.45    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1510000 | PA      | $1542849.61    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2931 3% 03/01/32                     | FANNIE MAE POOL UMBS P#MA2931 3.00000000                                                     | CUSIP: 31418CHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       235033 | PA      | $228252.48     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H02 FJ V/R 12/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FJ V/R 5.30185000                   | CUSIP: 38383KMM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3840556 | PA      | $3850774.97    | 0.03%             | 2073-12-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN 5.4% 11/14/34                | FREEPORT-MCMORAN INC REGD 5.40000000                                                         | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4061.58       | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA 4.75% 10/15/29                | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 4.75000000                                              | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |      1660000 | PA      | $1672992.21    | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SB0479 2.5% 10/01/35                   | FREDDIE MAC POOL UMBS P#SB0479 2.50000000                                                    | CUSIP: 3132CWQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6475238 | PA      | $6067466.98    | 0.04%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.35% 11/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.35000000                                 | CUSIP: T6052B3B2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6070000 | PA      | $7753844.09    | 0.05%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REGION WALL 3.9% 06/22/54/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.90000000                                             | CUSIP: B70023XP4<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       500000 | PA      | $549970.66     | 0.00%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.9% 02/14/27/EUR/                | REPUBLIC OF INDONESIA /EUR/ REGD 0.90000000                                                  | CUSIP: Y20721BW8<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      1600000 | PA      | $1833700.60    | 0.01%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AMERICA M 4.375% 08/07/41/GBP/                | AMERICA MOVIL SAB DE CV /GBP/ REGD 4.37500000                                                | CUSIP: P0280AET4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1500000 | PA      | $1721323.63    | 0.01%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES  2.9% 10/01/30                | QUANTA SERVICES INC REGD 2.90000000                                                          | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |        45000 | PA      | $41473.81      | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LT 4.95% 06/01/29                | ENSTAR GROUP LTD REGD 4.95000000                                                             | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |        30000 | PA      | $30212.42      | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNS 405 1 ZCP 10/25/40                        | FANNIE MAE INTEREST STRIP SER 405 CL 1 ZCP 0.00000000                                        | CUSIP: 3136FGS73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       241683 | PA      | $190532.63     | 0.00%             | 2040-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/28                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CGT2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1834453.94    | 0.01%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/15/32                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4860400 | PA      | $4269367.78    | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE 1.75% 03/12/29/EUR/                | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: L1051PAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2779785.26    | 0.02%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.7% 03/20/37/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 160 0.70000000                                          | CUSIP: J2S39KSE7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    258000000 | PA      | $1608144.16    | 0.01%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 346 0.10000000                                          | CUSIP: J2S39KRZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2185600000 | PA      | $15026237.14   | 0.10%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 3.25% 03/15/31/EUR/                | EQUINIX EU 2 FINANCING C /EUR/ REGD 3.25000000                                               | CUSIP: 29390XAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4639000 | PA      | $5412334.82    | 0.04%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.97% 10/14/32/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2210 2.97000000                                        | CUSIP: Y0R4AWNF7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    153400000 | PA      | $23168493.64   | 0.16%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCR 5.35% 03/15/34                | NEWMONT / NEWCREST FIN REGD SER WI 5.35000000                                                | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $564388.48     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/15/28                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3679100 | PA      | $3683411.46    | 0.03%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.5% 06/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 172 0.50000000                                           | CUSIP: J2S39L4K7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    505000000 | PA      | $3451940.90    | 0.02%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LA POSTE S 1.45% 11/30/28/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 1.45000000                                                 | CUSIP: F7S68YAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $339345.01     | 0.00%             | 2028-11-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTO 3.622% 07/27/28/EUR/                | FORD MOTOR CREDIT CO LLC /EUR/ REGD EMTN 3.62200000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2741464.23    | 0.02%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BA1093 4.5% 06/20/47                | GINNIE MAE II POOL P#BA1093 4.50000000                                                       | CUSIP: 3617ADGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       687766 | PA      | $665230.48     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 10/06/28/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 250 0.01000000                                  | CUSIP: D1R1ZQCH8<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       640000 | PA      | $699941.68     | 0.00%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 6% 06/15/54                        | UNUM GROUP REGD 6.00000000                                                                   | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |       470000 | PA      | $463986.14     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN 0.375% 03/10/27/EUR/                | MDGH GMTN RSC LTD /EUR/ REGD REG S MTN SER GMTN 0.37500000                                   | CUSIP: M6846HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      1000000 | PA      | $1134504.83    | 0.01%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP 1.2% 02/11/40/EUR/                   | IBM CORP /EUR/ REGD 1.20000000                                                               | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       169000 | PA      | $139515.65     | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 2.487% 07/30/30/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 2.48700000                                         | CUSIP: E3124CGV9<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       100000 | PA      | $117416.64     | 0.00%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA6528 4% 04/01/49                     | FREDDIE MAC POOL UMBS P#ZA6528 4.00000000                                                    | CUSIP: 31329QHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1871643 | PA      | $1768092.46    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS COR 1.7% 06/03/28                | HORMEL FOODS CORP REGD 1.70000000                                                            | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3738.83       | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.625% 11/17/29                | PHILIP MORRIS INTL INC REGD 5.62500000                                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |         2000 | PA      | $2099.96       | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4041 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX4041 6.00000000                                                    | CUSIP: 31425YP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       962863 | PA      | $991465.90     | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-60 BI 3.5% 09/25/50                  | FANNIE MAE REMICS SER 2020-60 CL BI 3.50000000                                               | CUSIP: 3136BBVB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9932948 | PA      | $1753879.48    | 0.01%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC  5.2% 09/15/34                | TUCSON ELECTRIC POWER CO REGD 5.20000000                                                     | CUSIP: 898813AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1225532.94    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.5% 02/15/45                | ERAC USA FINANCE LLC REGD P/P 4.50000000                                                     | CUSIP: 26884TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $344091.77     | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QX1617 6% 12/01/54                     | FREDDIE MAC POOL UMBS P#QX1617 6.00000000                                                    | CUSIP: 31425VYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       193463 | PA      | $197727.49     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AYVENS SA 3.875% 01/24/28/EUR/                | AYVENS SA /EUR/ REGD REG S 3.87500000                                                        | CUSIP: F0195NAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1334196.76    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.5% 04/30/32/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000                                         | CUSIP: E90210AC4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       300000 | PA      | $360302.15     | 0.00%             | 2032-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCKESSON  3.125% 02/17/29/GBP/                | MCKESSON CORP /GBP/ REGD 3.12500000                                                          | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $2522177.03    | 0.02%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FED  2.5% 05/25/28/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.50000000                                      | CUSIP: F073334A6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1750682.47    | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 10/24/35/GBP/                | MORGAN STANLEY /GBP/ REGD V/R SER 0 5.21300000                                               | CUSIP: U6176TNX2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2973070.85    | 0.02%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP 6% 02/20/34                  | BAT CAPITAL CORP REGD 6.00000000                                                             | CUSIP: 05526DBZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $15810.92      | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMUNIDAD 0.714% 10/31/31/EUR/                | COMUNIDAD AUTO CANARIA /EUR/ REGD REG S 0.71400000                                           | CUSIP: E31242BT1<br>LEI: 959800RQJLU7MG8QHW51 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $307431.01     | 0.00%             | 2031-10-31      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 2.625% 12/14/29/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.62500000                                           | CUSIP: X5T0S2UR6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       400000 | PA      | $474500.87     | 0.00%             | 2029-12-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1249.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHMS K118 A2 1.493% 09/25/30                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K118 CL A2 1.49300000       | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $438294.95     | 0.00%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.20PESTR 05/11/52 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-608877.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 11/30/32/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000                                                   | CUSIP: D2R04NDS4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119438.17     | 0.00%             | 2032-11-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 3% JUL 25                       | FNMA 15YR TBA 3% JUL 25        TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030470<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -4500000 | PA      | $-4290438.56   | -0.03%            | 2040-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 09/15/34                        | HCA INC REGD 5.45000000                                                                      | CUSIP: 404121AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20178.78      | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESSEX WATE 1.5% 09/17/29/GBP/                | WESSEX WATER SERVS FIN /GBP/ REGD REG S 1.50000000                                           | CUSIP: G95641AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       700000 | PA      | $829492.53     | 0.01%             | 2029-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 2% 06/15/31                       | NVIDIA CORP REGD 2.00000000                                                                  | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13303.73      | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.25% 01/23/30/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 0.25000000                                 | CUSIP: X7S904CL3<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |      1000000 | PA      | $1053045.71    | 0.01%             | 2030-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1.625% 10/19/27/EUR/                  | A2A SPA /EUR/ REGD REG S EMTN 1.62500000                                                     | CUSIP: T0579BAL9<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $231560.52     | 0.00%             | 2027-10-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.5% 02/15/31                    | COMCAST CORP REGD 1.50000000                                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        90000 | PA      | $76813.59      | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 07/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 3.45000000                                  | CUSIP: T6052B8R2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4600000 | PA      | $5566269.29    | 0.04%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1691000 | PA      | $1284961.83    | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PERMANENT TS V/R 06/30/29/EUR/                | PERMANENT TSB GROUP /EUR/ REGD V/R REG S 6.62500000                                          | CUSIP: G7015DAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       300000 | PA      | $388645.75     | 0.00%             | 2029-06-30      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DANSKE KII 0.01% 11/24/26/EUR/                | DANSKE KIINNITYSLUOTTOPA /EUR/ REGD REG S 0.01000000                                         | CUSIP: X182BCAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $114511.39     | 0.00%             | 2026-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERV 5.2% 06/15/29                | HEALTH CARE SERVICE CORP REGD 144A P/P 5.20000000                                            | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       405000 | PA      | $413206.41     | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#CR1826 7% 01/20/53                  | GINNIE MAE II POOL P#CR1826 7.00000000                                                       | CUSIP: 3618AGA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       859900 | PA      | $901035.74     | 0.01%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0922 5.8% 05/01/33                   | FANNIE MAE POOL UMBS P#BZ0922 5.80000000                                                     | CUSIP: 3140NVAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       995000 | PA      | $1069261.83    | 0.01%             | 2033-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHR 5229 KI 4.5% 08/25/49                     | FREDDIE MAC REMICS SER 5229 CL KI 4.50000000                                                 | CUSIP: 3137H7SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       718678 | PA      | $117135.60     | 0.00%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN 3% 03/05/32/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: D4S75UYF2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $473991.99     | 0.00%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4390 3% 11/01/49                     | FREDDIE MAC POOL UMBS P#QA4390 3.00000000                                                    | CUSIP: 31339U2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1314903 | PA      | $1165597.22    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 2.2% 03/11/27/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 2.20000000                                   | CUSIP: D2S1KZAA8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3270000 | PA      | $3874044.84    | 0.03%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  3.375% 03/13/29/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.37500000                                         | CUSIP: F1R83CFH4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121395.52     | 0.00%             | 2029-03-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 3.75% 04/04/42/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN 3.75000000                                                    | CUSIP: L3334EAT4<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5015000 | PA      | $5985305.88    | 0.04%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELISA OYJ 2.875% 05/14/30/EUR/                | ELISA OYJ /EUR/ REGD REG S EMTN 2.87500000                                                   | CUSIP: X194A4FV2<br>LEI: 743700TU2S3DXWGU7H32 | Long             | DBT              | CORP              | FI        |      1875000 | PA      | $2192054.56    | 0.02%             | 2030-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 3.375% 05/25/34/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: F7053NWZ3<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1540768.00    | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  3.375% 08/15/29                | PHILIP MORRIS INTL INC REGD 3.37500000                                                       | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        57000 | PA      | $54970.76      | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 12/07/38/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                              | CUSIP: G4527HLK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     19433000 | PA      | $26617355.95   | 0.18%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4% JULY 25                      | FNCL 30YR TBA 4% JULY 25       TO BE ANNOUNCED 4.00000000                                    | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -16900000 | PA      | $-15710308.11  | -0.11%            | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.9% 09/20/42/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 37 1.90000000                                           | CUSIP: J2615QEM3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    355250000 | PA      | $2359419.50    | 0.02%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.9% 06/15/33                  | PECO ENERGY CO REGD 4.90000000                                                               | CUSIP: 693304BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1665464.51    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 02/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F26348BB1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1180000 | PA      | $1340982.76    | 0.01%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL HEALT 2.65% 01/15/32                | UNIVERSAL HEALTH SVCS REGD SER WI 2.65000000                                                 | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |        78000 | PA      | $66222.15      | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.15PMUTK 07/08/37 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-128471.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/28                    | CITIGROUP INC REGD V/R 4.64300000                                                            | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80206.83      | 0.00%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FHR 5038 MI 4% 11/25/50                       | FREDDIE MAC REMICS SER 5038 CL MI 4.00000000                                                 | CUSIP: 3137FXNN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       919751 | PA      | $193581.09     | 0.00%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  4.25% 11/30/46                | SIMON PROPERTY GROUP LP REGD 4.25000000                                                      | CUSIP: 828807CZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $2439.68       | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMI 5.95% 04/15/35                | BOOZ ALLEN HAMILTON INC REGD 5.95000000                                                      | CUSIP: 09951LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $76099.58      | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M8 A2 V/R 06/25/28                   | FANNIE MAE-ACES SER 2018-M8 CL A2 V/R 3.41300000                                             | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       897775 | PA      | $879425.52     | 0.01%             | 2028-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| FIRST ABU 0.125% 02/16/26/EUR/                | FIRST ABU DHABI BANK PJS /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: M4289D8E4<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |      1000000 | PA      | $1157924.83    | 0.01%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-4A  6.64% 07/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.64000000       | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       325000 | PA      | $332333.43     | 0.00%             | 2028-11-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| CANTON OF  0.03% 06/28/30/CHF/                | CANTON OF GENEVA /CHF/ REGD REG S 0.03000000                                                 | CUSIP: H1288PCL9<br>LEI: 506700UV219R323PYU70 | Long             | DBT              | USGA              | CH        |      1250000 | PA      | $1543575.52    | 0.01%             | 2030-06-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6065 5% 04/01/53                     | FANNIE MAE POOL UMBS P#CB6065 5.00000000                                                     | CUSIP: 3140QRW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       839909 | PA      | $827183.36     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K 0.1% 05/12/31/EUR/                | BAWAG P.S.K. /EUR/ REGD REG S 0.10000000                                                     | CUSIP: A1R572AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $100665.56     | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC IN 3.85% 06/11/51                | OLD REPUBLIC INTL CORP REGD 3.85000000                                                       | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |        15000 | PA      | $10648.62      | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.4% 03/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 86 2.40000000                                           | CUSIP: J2S39L7Y4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    327050000 | PA      | $2083985.63    | 0.01%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 2.75% 11/02/51                | RIO TINTO FIN USA LTD REGD 2.75000000                                                        | CUSIP: 767201AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |        26000 | PA      | $15805.62      | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/15/28                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2510665.36    | 0.02%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 0% 11/08/30/EUR/                  | LAND HESSEN /EUR/ REGD REG S SER 2010 0.00000000                                             | CUSIP: D3R1TJCX2<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $514530.83     | 0.00%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.3% 06/20/39/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 169 0.30000000                                          | CUSIP: J2S39K5A0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2784700000 | PA      | $15511980.83   | 0.11%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/43/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F26348BH8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      8400000 | PA      | $8289639.75    | 0.06%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELE 3% 03/01/51                | PUBLIC SERVICE ELECTRIC REGD MTN 3.00000000                                                  | CUSIP: 74456QCG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13057.92      | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 2.75% 09/06/30/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1R06PAH4<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2482974.08    | 0.02%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SALTAIRE  4.809% 03/14/53/GBP/                | SALTAIRE FINANCE PLC /GBP/ REGD REG S EMTN 4.80900000                                        | CUSIP: G777A1AD4<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123497.32     | 0.00%             | 2053-03-14      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 4.7% 05/15/32                   | AEP TEXAS INC REGD 4.70000000                                                                | CUSIP: 00108WAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       885000 | PA      | $872037.15     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.65% 03/25/41                    | ORACLE CORP REGD 3.65000000                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        91000 | PA      | $71858.61      | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 10/04/30/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000                                     | CUSIP: B3S09CAF3<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |     10000000 | PA      | $10361248.03   | 0.07%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 02/19/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 0.01000000                                               | CUSIP: D5S19DCL7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $216621.76     | 0.00%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNR 2022-52 IH 3% 03/25/51                    | FANNIE MAE REMICS SER 2022-52 CL IH 3.00000000                                               | CUSIP: 3136BNZH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9258150 | PA      | $1617609.90    | 0.01%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5034 MI 2% 11/25/50                       | FREDDIE MAC REMICS SER 5034 CL MI 2.00000000                                                 | CUSIP: 3137F6K55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1780497 | PA      | $240367.14     | 0.00%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/13/27                     | BARCLAYS PLC REGD V/R 6.49600000                                                             | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1120000 | PA      | $1144818.62    | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.1% 09/20/17/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.10000000                                                    | CUSIP: A0654UGB1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1656000 | PA      | $1194404.53    | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2019-GSA 3.047% 11/10/52                 | GS MORTGAGE SECURITIES TRUST 2019-GSA1 SER 2019-GSA1 CL A4 REGD 3.04790000                   | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $235754.73     | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.7% 02/25/31/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.70000000                                               | CUSIP: F26348EM4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      3050000 | PA      | $3596280.08    | 0.02%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 05/24/55/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 38Y 0.50000000                                              | CUSIP: H21069Y70<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      1172000 | PA      | $1413020.33    | 0.01%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE B 0% 01/19/30/EUR/                | ABB FINANCE BV /EUR/ REGD REG S EMTN 0.00000000                                              | CUSIP: N0022VFS4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       635000 | PA      | $662277.64     | 0.00%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMIC 5.625% 02/20/34                | EASTMAN CHEMICAL CO REGD 5.62500000                                                          | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15292.58      | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 0.4% 05/28/31/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 0.40000000                                     | CUSIP: F49540AC5<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1325486.80    | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 08/15/27                   | UNITED STATES TREASURY NOTE 2.25000000                                                       | CUSIP: 9128282R0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1862700 | PA      | $1806600.71    | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R06.25PBU6M 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | HU        |            1 | NC      | $626.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QX1580 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1580 5.50000000                                                    | CUSIP: 31425VXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       135391 | PA      | $135698.92     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOV 3% 08/01/72/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.00000000                                             | CUSIP: Y280CEJB4<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1290000 | PA      | $1171923.73    | 0.01%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  0.625% 01/21/30/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.62500000                                          | CUSIP: M2R92QAF1<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       235000 | PA      | $255010.87     | 0.00%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/29                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CLC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3182000 | PA      | $3211334.06    | 0.02%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.05 07/08/29 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $6815.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC 2.05% 05/19/32/EUR/                  | AT&T INC /EUR/ REGD 2.05000000                                                               | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $217463.82     | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LOGICOR F 1.625% 01/17/30/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: L6075ZAP1<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $216410.45     | 0.00%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6921 6% 08/01/53                     | FANNIE MAE POOL UMBS P#CB6921 6.00000000                                                     | CUSIP: 3140QSVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       421824 | PA      | $435185.29     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 04/16/27/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 185 0.00000000                                         | CUSIP: D14458AV1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      2083000 | PA      | $2375010.07    | 0.02%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KING 0.5% 01/31/29/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000                                              | CUSIP: G4527HVR9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      9330000 | PA      | $11424819.33   | 0.08%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9097 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9097 2.00000000                                                     | CUSIP: 3140XDDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       762889 | PA      | $611626.34     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.291% 08/14/43/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0223 4.29100000                                      | CUSIP: Y2R35QEW7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     12200000 | PA      | $3081800.26    | 0.02%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                       | HCA INC REGD 5.12500000                                                                      | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        28000 | PA      | $26336.51      | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20250702 000001733 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1619.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LA POSTE  3.125% 03/14/33/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 3.12500000                                                 | CUSIP: F5548BDL8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $232666.32     | 0.00%             | 2033-03-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 1.35% 03/18/31/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.35000000                                          | CUSIP: G4R49GAN3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      3315000 | PA      | $3683004.11    | 0.03%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANC V/R 09/15/48                | PRUDENTIAL FINANCIAL INC REGD V/R 5.70000000                                                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151938.32     | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.625% 04/06/40                   | EQUINOR ASA REGD 3.62500000                                                                  | CUSIP: 29446MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1800000 | PA      | $1505288.23    | 0.01%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1547 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1547 2.50000000                                                     | CUSIP: 3140XGWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       596795 | PA      | $499783.22     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40                | VERIZON COMMUNICATIONS REGD 2.65000000                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       950000 | PA      | $669476.92     | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EMIRATES  0.875% 05/17/33/EUR/                | EMIRATES TELECOM GROUP /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: M4040UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      1600000 | PA      | $1568503.54    | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IBRD 0.2% 01/21/61/EUR/                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.20000000                         | CUSIP: U4586HGR8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1000000 | PA      | $382956.10     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 4% 02/23/43/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 246 4.00000000                                 | CUSIP: X5S008DE2<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1490000 | PA      | $1729599.72    | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 4.3% 12/01/56                | CON EDISON CO OF NY INC REGD SER C 4.30000000                                                | CUSIP: 209111FK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       740000 | PA      | $583823.98     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2170 4% 11/01/49                     | FANNIE MAE POOL UMBS P#FM2170 4.00000000                                                     | CUSIP: 3140X5MU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       224525 | PA      | $212426.93     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.5% 04/15/38                         | MPLX LP REGD 4.50000000                                                                      | CUSIP: 55336VAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $26519.34      | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNS 429 161 2% 03/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 161 2.00000000                                          | CUSIP: 31423YSD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2605599 | PA      | $273182.95     | 0.00%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FFCB 2.2% 12/09/31                            | FEDERAL FARM CREDIT BANKS FUNDING CORP 2.20000000                                            | CUSIP: 3133ENGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1030000 | PA      | $916071.85     | 0.01%             | 2031-12-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 08/03/35                     | ORACLE CORP REGD 5.50000000                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40894.93      | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6818 2% 08/20/50                  | GINNIE MAE II POOL P#MA6818 2.00000000                                                       | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4216404 | PA      | $3438881.35    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENE V/R 11/14/48/GBP/                | LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 5.12500000                                        | CUSIP: G54404AR2<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $823286.89     | 0.01%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BA 3.125% 06/06/31/EUR/                | DANSKE BANK A/S /EUR/ REGD REG S 3.12500000                                                  | CUSIP: K2R317TZ5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $120167.39     | 0.00%             | 2031-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 1.25% 05/04/29/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 62 1.25000000                                  | CUSIP: D0476BAA4<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       980000 | PA      | $1105743.70    | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 5.99400000                          | CUSIP: N93695UU1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       900000 | PA      | $1070258.98    | 0.01%             | 2173-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LONDON &  3.125% 02/28/53/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 3.12500000                                         | CUSIP: G5689MAA9<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $410616.73     | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.4% 04/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.40000000                                  | CUSIP: T6052BW87<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8170000 | PA      | $9938522.41    | 0.07%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.7% 09/20/44/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000                                           | CUSIP: J2615QTH8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    764000000 | PA      | $4790325.89    | 0.03%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LAND NIED 3.125% 10/30/36/EUR/                | LAND NIEDEROESTERREICH /EUR/ REGD 3.12500000                                                 | CUSIP: A48149CF2<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | USGA              | AT        |       100000 | PA      | $115898.53     | 0.00%             | 2036-10-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.65% 06/20/31/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.65000000                                               | CUSIP: Y6065ANG0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |      3480000 | PA      | $120295.03     | 0.00%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 0% 10/22/27/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 91 0.00000000                                                 | CUSIP: B1121KEF8<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      8976000 | PA      | $10098856.00   | 0.07%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/29/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER SDO 1.00000000                                   | CUSIP: K74181T48<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       700000 | PA      | $106001.03     | 0.00%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.2% 03/01/33                | CON EDISON CO OF NY INC REGD 5.20000000                                                      | CUSIP: 209111GE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10303.05      | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785745 V/R 10/20/71                 | GINNIE MAE II POOL P#785745 V/R 6.65000000                                                   | CUSIP: 3622ABHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5369396 | PA      | $5501894.63    | 0.04%             | 2071-10-20      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR I 0.625% 07/15/25                | JPN BANK FOR INT'L COOP REGD 0.62500000                                                      | CUSIP: 471048CJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |       250000 | PA      | $249617.02     | 0.00%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 1.7% 06/10/27/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S 1.70000000                                          | CUSIP: D2R8H4LW7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      4710000 | PA      | $5532121.37    | 0.04%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENB 3% 05/28/35/EUR/                | LAND BRANDENBURG /EUR/ REGD 3.00000000                                                       | CUSIP: D1R1PYDN8<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $354387.41     | 0.00%             | 2035-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 11/15/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 4.00000000                                  | CUSIP: T6052B5V6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     12140000 | PA      | $15199173.23   | 0.10%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 10/12/35/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 0.00000000                           | CUSIP: D5S07LGZ8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1454000 | PA      | $1254076.29    | 0.01%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 02/17/31/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S19DCZ6<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $831925.81     | 0.01%             | 2031-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 0.125% 04/29/30/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 241 0.12500000                                  | CUSIP: D1R1ZQBY2<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $105160.33     | 0.00%             | 2030-04-29      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RLB OBEROE 1.25% 04/26/27/EUR/                | RLB OBEROESTERREICH /EUR/ REGD REG S EMTN 1.25000000                                         | CUSIP: A6644VR50<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $115553.35     | 0.00%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 1.125% 06/11/30/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.12500000                                             | CUSIP: G31206AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $107685.47     | 0.00%             | 2030-06-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO8942 3% 01/01/50                     | FANNIE MAE POOL UMBS P#BO8942 3.00000000                                                     | CUSIP: 3140K45C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1350861 | PA      | $1204804.99    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 4.15% 04/15/32                | INVITATION HOMES OP REGD 4.15000000                                                          | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1025000 | PA      | $970645.24     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABN AMRO B 1.25% 01/10/33/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S EMTN 1.25000000                                            | CUSIP: N025987J8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $104839.95     | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES  4.95% 06/15/30                | AMERICAN HOMES 4 RENT REGD 4.95000000                                                        | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       830000 | PA      | $838223.63     | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVE 3.4% 04/30/34/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 3.40000000                                                | CUSIP: E00921AA9<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       100000 | PA      | $120395.68     | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.75% 07/11/68/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 1.75000000                                         | CUSIP: D5S07LFU0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       104000 | PA      | $71098.05      | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/09/31                      | BNP PARIBAS REGD V/R 144A P/P 5.08500000                                                     | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      2695000 | PA      | $2721194.00    | 0.02%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 09/22/26                  | DANSKE BANK A/S REGD V/R 144A P/P MTN 6.25900000                                             | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      1480000 | PA      | $1484529.17    | 0.01%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL HEALTH IN 3% 02/01/31                | NATIONAL HEALTH INVESTOR REGD 3.00000000                                                     | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |        50000 | PA      | $44336.45      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.25% 02/10/27/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 100 0.25000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     60340000 | PA      | $2729690.00    | 0.02%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  3% 05/25/54/EUR/                | FRANCE (GOVT OF) /EUR/ REGD 144A SER OAT 3.00000000                                          | CUSIP: F26348BJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     10790000 | PA      | $10516291.46   | 0.07%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA8267 4% 09/20/52                  | GINNIE MAE II POOL P#MA8267 4.00000000                                                       | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1573979 | PA      | $1470944.24    | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS 8.6% 06/15/27                | BANGKO PILIPINAS BOND REGD SER A 8.60000000                                                  | CUSIP: 059891AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |       300000 | PA      | $321309.00     | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 05/14/36/EUR/                | SOCIETE GENERALE /EUR/ REGD V/R REG S EMTN 4.12500000                                        | CUSIP: F85872S87<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4763412.74    | 0.03%             | 2036-05-14      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.7% 12/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 1 0.70000000                                            | CUSIP: J2S39LW75<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2982750000 | PA      | $19740530.48   | 0.14%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REGION WAL 1.25% 05/03/34/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 1.25000000                                             | CUSIP: B70023FD1<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $197894.42     | 0.00%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA  3.25% 03/20/31/EUR/                | VSEOBECNA UVEROVA BANKA /EUR/ REGD REG S 3.25000000                                          | CUSIP: X9T03KDL7<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       100000 | PA      | $119871.72     | 0.00%             | 2031-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGK 1.625% 03/15/28/EUR/                | SR-BOLIGKREDITT AS /EUR/ REGD REG S EMTN 1.62500000                                          | CUSIP: R8333LBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $115813.69     | 0.00%             | 2028-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/30                  | UNITED STATES TREASURY NOTE 4.87500000                                                       | CUSIP: 91282CJG7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1603100 | PA      | $1682440.93    | 0.01%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYPO NOE L 3.25% 02/27/31/EUR/                | HYPO NOE LB NOE WIEN AG /EUR/ REGD REG S EMTN 3.25000000                                     | CUSIP: A57347BT1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       200000 | PA      | $235910.40     | 0.00%             | 2031-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEROPORTS 2.125% 10/02/26/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 2.12500000                                            | CUSIP: F01177AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117462.35     | 0.00%             | 2026-10-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 3.95% 04/23/27                 | MORGAN STANLEY REGD MTN 3.95000000                                                           | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        17000 | PA      | $16892.02      | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9217 6% 09/01/54                     | FANNIE MAE POOL UMBS P#CB9217 6.00000000                                                     | CUSIP: 3140QVG32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1380827 | PA      | $1408276.24    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26                | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                       | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $64376.42      | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUXL 30Y BND SEP25                   | FUTURE CONTRACT ON           EURO-BUXL 30Y BND SEP25 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           22 | NC      | $3077135.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1854484.18    | 0.01%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  5.5% 02/01/30                | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000                                         | CUSIP: 45262BAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2061352.28    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5650 3.5% 12/20/48                | GINNIE MAE II POOL P#MA5650 3.50000000                                                       | CUSIP: 36179UH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4527 | PA      | $4174.69       | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC 5.45% 02/01/29                      | JABIL INC REGD 5.45000000                                                                    | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41008.90      | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 2.4% 03/20/48/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 1 2.40000000                                            | CUSIP: J2615Q7B5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $683011.01     | 0.00%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  0.625% 09/22/27/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.62500000                                         | CUSIP: F1R83CDQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113773.69     | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GRAND DUC 2.875% 03/01/34/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 2.87500000                                           | CUSIP: L61785AU2<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       910000 | PA      | $1076239.37    | 0.01%             | 2034-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 11/30/26                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CDK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2465600 | PA      | $2377474.06    | 0.02%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENEXIS HO 3.625% 04/09/37/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 3.62500000                                           | CUSIP: N30940GF6<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $238153.80     | 0.00%             | 2037-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 09/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 0.95000000                                        | CUSIP: T6052BXG8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3660000 | PA      | $4213038.16    | 0.03%             | 2027-09-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA8491 5.5% 12/20/52                | GINNIE MAE II POOL P#MA8491 5.50000000                                                       | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       934228 | PA      | $943106.36     | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 04/01/30/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                       | CUSIP: K7S724NW3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       800000 | PA      | $118309.94     | 0.00%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER 0.01% 11/02/40/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: D5557ENZ0<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $34884.81      | 0.00%             | 2040-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/28                 | SOCIETE GENERALE REGD V/R 144A P/P 5.51900000                                                | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2230000 | PA      | $2257516.13    | 0.02%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB7277 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#CB7277 6.50000000                                                     | CUSIP: 3140QTCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       369598 | PA      | $385611.27     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC V/R 07/16/28/GBP/                | INVESTEC PLC /GBP/ REGD V/R REG S EMTN 1.87500000                                            | CUSIP: G4R21JJQ3<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1933411.26    | 0.01%             | 2028-07-16      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/42                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810QW1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       563200 | PA      | $450186.00     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4918 5% 02/01/53                     | FANNIE MAE POOL UMBS P#MA4918 5.00000000                                                     | CUSIP: 31418EPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1242143 | PA      | $1221595.90    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 0.75% 09/25/28/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 55 0.75000000                                  | CUSIP: D04765AA7<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $448560.91     | 0.00%             | 2028-09-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF 0.25% 01/19/32/EUR/                | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: F2R96AGE7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      3000000 | PA      | $3019798.46    | 0.02%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 4.2% 04/01/30                | O'REILLY AUTOMOTIVE INC REGD 4.20000000                                                      | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7918.39       | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK5360 3% 04/01/28                     | FREDDIE MAC POOL UMBS P#ZK5360 3.00000000                                                    | CUSIP: 3131X85V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        14774 | PA      | $14526.53      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H15 FB V/R 03/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H15 CL FB V/R 5.30185000                   | CUSIP: 38384AV59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1996952 | PA      | $2003595.14    | 0.01%             | 2073-03-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST  1% 11/12/26/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 2611 1.00000000                              | CUSIP: W5S94F3B1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      4000000 | PA      | $417482.86     | 0.00%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1636 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1636 5.50000000                                                    | CUSIP: 31425VZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       322883 | PA      | $326696.80     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GO 4% 05/24/29/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.00000000                                         | CUSIP: Q85895L67<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $665791.09     | 0.00%             | 2029-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 3.1% 03/15/32                | PUBLIC SERVICE ELECTRIC REGD MTN 3.10000000                                                  | CUSIP: 74456QCJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $27432.24      | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SKANDINAVI 3.25% 05/04/28/EUR/                | SKANDINAVISKA ENSKILDA /EUR/ REGD REG S EMTN 3.25000000                                      | CUSIP: W8T54F8Z4<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $120759.31     | 0.00%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 4.625% 02/06/27/EUR/                 | AMCO SPA /EUR/ REGD REG S EMTN 4.62500000                                                    | CUSIP: T60387AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $243737.18     | 0.00%             | 2027-02-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRU 2% 07/15/30/EUR/                | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: Q04579AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1111621.82    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.6% 03/20/44/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 188 1.60000000                                          | CUSIP: J2S39LZ49<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2420550000 | PA      | $15023361.54   | 0.10%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HELLENIC  3.375% 06/15/34/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.37500000                                                      | CUSIP: X32332Y63<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1480000 | PA      | $1771476.30    | 0.01%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AGRICUL DE 2.35% 09/07/26/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2313 2.35000000                                        | CUSIP: Y0R4AWQA5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     19100000 | PA      | $2690339.82    | 0.02%             | 2026-09-07      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5444 3.5% 07/01/49                   | FANNIE MAE POOL UMBS P#CA5444 3.50000000                                                     | CUSIP: 3140QDBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       271785 | PA      | $245300.27     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.724% 06/15/33/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0617 4.72400000                                      | CUSIP: Y2R35QAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |       505000 | PA      | $129857.14     | 0.00%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| KOREA DEVE 1.83% 08/10/27/SEK/                | KOREA DEVELOPMENT BANK /SEK/ REGD REG S EMTN 1.83000000                                      | CUSIP: Y4S21XLT2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      2000000 | PA      | $205528.99     | 0.00%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CADENT FI 2.625% 09/22/38/GBP/                | CADENT FINANCE PLC /GBP/ REGD REG S EMTN 2.62500000                                          | CUSIP: G1746KAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1725000 | PA      | $1656644.13    | 0.01%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FHR 4598 IK 3.5% 03/15/46                     | FREDDIE MAC REMICS SER 4598 CL IK 3.50000000                                                 | CUSIP: 3137BQV61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       502650 | PA      | $82249.80      | 0.00%             | 2046-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2031 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#FS2031 3.50000000                                                     | CUSIP: 3140XHHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14835460 | PA      | $13415737.31   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CO-OPERATIVE V/R 09/19/28/GBP/                | CO-OPERATIVE BANK HOLDN /GBP/ REGD V/R REG S 5.57900000                                      | CUSIP: G2R28FAB0<br>LEI: 213800MY2BSP459O8A22 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $3057221.43    | 0.02%             | 2028-09-19      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 3.5% 05/20/51                | ARTHUR J GALLAGHER & CO REGD 3.50000000                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3481.69       | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL 5.5% 09/18/33                      | AID-ISRAEL REGD SER 30Y 5.50000000                                                           | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       525000 | PA      | $561696.94     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 0.875% 05/09/29/EUR/                | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.87500000                                     | CUSIP: U3823ERW7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       370000 | PA      | $405390.48     | 0.00%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  1.625% 01/21/31/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 229 1.62500000                                 | CUSIP: X53723AR7<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1200000 | PA      | $1334840.13    | 0.01%             | 2031-01-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0.5% 06/27/32/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 14Y 0.50000000                                              | CUSIP: H210694S7<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      2090000 | PA      | $2681147.72    | 0.02%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANT 0% 01/21/33/CHF/                | ZUERCHER KANTONALBANK /CHF/ REGD SER 149 0.00000000                                          | CUSIP: H9838BPX8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       500000 | PA      | $591176.51     | 0.00%             | 2033-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.25% 07/16/35/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: F9627PST0<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1700000 | PA      | $1492858.89    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ2179 5.5% 08/01/54                   | FREDDIE MAC POOL UMBS P#QJ2179 5.50000000                                                    | CUSIP: 3133CSM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       450979 | PA      | $456501.71     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 6.4% 11/15/63                | BRISTOL-MYERS SQUIBB CO REGD 6.40000000                                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       820000 | PA      | $889515.19     | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (P 0.01% 11/25/30/EUR/                | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.01000000                                       | CUSIP: C4R07ZAJ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      3600000 | PA      | $3676053.48    | 0.03%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LKQ CORP 5.75% 06/15/28                       | LKQ CORP REGD SER WI 5.75000000                                                              | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56660.96      | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 03/01/67/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.80000000                                       | CUSIP: T6247A7P5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2745000 | PA      | $2339773.18    | 0.02%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN  6.75% 07/15/27                | INTER-AMERICAN DEVEL BK REGD MTN 6.75000000                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       700000 | PA      | $733853.06     | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA 4.625% 09/23/34/EUR/                 | BULGARIA /EUR/ REGD REG S SER 12Y 4.62500000                                                 | CUSIP: X0R483AX0<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      1000000 | PA      | $1300269.40    | 0.01%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION C 5.267% 02/12/34                | ALIMENTATION COUCHE-TARD REGD 144A P/P 5.26700000                                            | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       560000 | PA      | $560378.60     | 0.00%             | 2034-02-12      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.5% 04/15/35                | HOST HOTELS & RESORTS LP REGD 5.50000000                                                     | CUSIP: 44107TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $74232.64      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H15 FK V/R 04/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FK V/R 5.69602000                   | CUSIP: 38380QJC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4475373 | PA      | $4543949.45    | 0.03%             | 2070-04-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 2.9% 03/08/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2303 2.90000000                                        | CUSIP: Y0R4AWNU4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    172400000 | PA      | $24884979.42   | 0.17%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHMS K-161 A2 V/R 10/25/33                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-161 CL A2 V/R 4.90000000       | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1540254.45    | 0.01%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BANCO DESIO D 4% 03/13/28/EUR/                | BANCO DESIO DELLA BRIANZ /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: T1719FZM0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $2081352.58    | 0.01%             | 2028-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.625% 09/10/27/EUR/                | LAND HESSEN /EUR/ REGD 2.62500000                                                            | CUSIP: D3R1TJDP8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       760000 | PA      | $904879.03     | 0.01%             | 2027-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 3.875% 02/15/30/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 3.87500000                                          | CUSIP: X0R4CRAK0<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1020000 | PA      | $1284381.86    | 0.01%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENBW INTL 4.049% 11/22/29/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.04900000                                        | CUSIP: N2960PMH3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $247218.95     | 0.00%             | 2029-11-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 4.15% 01/26/28/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 8Y 4.15000000                                         | CUSIP: X5S007FG7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1930000 | PA      | $415629.98     | 0.00%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 3% 11/06/31/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 251 3.00000000                                 | CUSIP: X5S008DL6<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       660000 | PA      | $783585.21     | 0.01%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN 5.2% 07/07/35                   | TAKEDA US FIN REGD 5.20000000                                                                | CUSIP: 87406BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2050556.41    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0725 4% 08/01/37                     | FREDDIE MAC POOL UMBS P#SB0725 4.00000000                                                    | CUSIP: 3132CWYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       110263 | PA      | $107853.61     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 1.75% 05/24/32/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 1.75000000                                         | CUSIP: Q85895RZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       670000 | PA      | $373934.48     | 0.00%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/34                | BANK OF AMERICA CORP REGD V/R 5.28800000                                                     | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1016000 | PA      | $1036492.85    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/18/27                          | BPCE SA REGD V/R 144A P/P MTN 5.97500000                                                     | CUSIP: 05583JAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       675000 | PA      | $679543.74     | 0.00%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPME 6.22% 08/15/27                | ASIAN DEVELOPMENT BANK REGD 6.22000000                                                       | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       100000 | PA      | $104131.49     | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 3.75% 03/06/34/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 250 3.75000000                                 | CUSIP: X5S008DK8<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1360000 | PA      | $1653489.54    | 0.01%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF 2% 02/28/56/EUR/                         | EFSF /EUR/ REGD REG S EMTN 2.00000000                                                        | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      2000000 | PA      | $1645885.22    | 0.01%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/28                | BANK OF AMERICA CORP REGD V/R MTN 2.55100000                                                 | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4859.16       | 0.00%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| UK TSY    3.25% 01/22/44 /GBP/                | UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000                                                     | CUSIP: G4527HCQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     19150000 | PA      | $20391404.42   | 0.14%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.6% 08/15/33/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.60000000                                 | CUSIP: D2R8H4KG3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8640000 | PA      | $10275782.01   | 0.07%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/34                   | MORGAN STANLEY REGD V/R MTN 5.42400000                                                       | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       990000 | PA      | $1013850.06    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC  1.75% 07/02/49/EUR/                | MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.75000000                                               | CUSIP: 58507LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       600000 | PA      | $450174.32     | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.125% 02/01/32                    | ECOLAB INC REGD 2.12500000                                                                   | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |        75000 | PA      | $64726.75      | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ZAPADOSLOV 1.75% 03/02/28/EUR/                | ZAPADOSLOVENSKA ENRG AS /EUR/ REGD REG S 1.75000000                                          | CUSIP: X9T97WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       100000 | PA      | $113476.63     | 0.00%             | 2028-03-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOG 5.8% 01/15/35                | MICRON TECHNOLOGY INC REGD 5.80000000                                                        | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |        86000 | PA      | $89001.12      | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.5% 03/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.50000000                                       | CUSIP: T6247AP42<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6136000 | PA      | $7547186.38    | 0.05%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA6598 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6598 2.50000000                                                     | CUSIP: 3140QEKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14638 | PA      | $12344.64      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.625% 07/31/29                  | UNITED STATES TREASURY NOTE 2.62500000                                                       | CUSIP: 91282CFC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2120800 | PA      | $2031163.07    | 0.01%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CROATIA 3.375% 03/12/34/EUR/                  | CROATIA /EUR/ REGD REG S 3.37500000                                                          | CUSIP: X7330ZFT4<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |      1960000 | PA      | $2367514.25    | 0.02%             | 2034-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 11/25/30/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348CE4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     12960000 | PA      | $13278615.56   | 0.09%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R00.44PSO/N 03/31/26 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-59815.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSTITUT CR 2.7% 10/31/30/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN 2.70000000                                    | CUSIP: E6R46K7B4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $472684.61     | 0.00%             | 2030-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 08/31/30                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CHW4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1538600 | PA      | $1560597.18    | 0.01%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.85PNI6M 07/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NO        |            1 | NC      | $2797.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND G 2.35% 06/17/26/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.35000000                                               | CUSIP: Y6065BRB5<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     70000000 | PA      | $2173810.53    | 0.01%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 4.25% 04/01/40                | GENERAL DYNAMICS CORP REGD 4.25000000                                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1796.73       | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/54/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                              | CUSIP: G4527HFY2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     20380750 | PA      | $12975099.80   | 0.09%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4660 3% 07/01/42                     | FANNIE MAE POOL UMBS P#MA4660 3.00000000                                                     | CUSIP: 31418EFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1108744 | PA      | $1008576.38    | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08797 4% 01/01/48                    | FREDDIE MAC GOLD POOL P#G08797 4.00000000                                                    | CUSIP: 3128MJ3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        30484 | PA      | $29018.03      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON C 3.125% 12/11/33/EUR/                | JOHNSON CONTROLS/TYCO FI /EUR/ REGD 3.12500000                                               | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1143166.30    | 0.01%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAGESS 3.5% 11/25/29/EUR/                     | SAGESS /EUR/ REGD REG S EMTN 3.50000000                                                      | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |       100000 | PA      | $121529.57     | 0.00%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.75% 04/28/41/EUR/                | REPUBLIC OF PHILIPPINES /EUR/ REGD 1.75000000                                                | CUSIP: Y6972FA34<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      1000000 | PA      | $837869.93     | 0.01%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BASELLAND 0.375% 05/13/30/CHF/                | BASELLANDSCHAFT KANTONBK /CHF/ REGD REG S 0.37500000                                         | CUSIP: H05115BQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       100000 | PA      | $124762.74     | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5% 03/22/30                        | KENVUE INC REGD 5.00000000                                                                   | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |        36000 | PA      | $37084.86      | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.74% 07/12/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1906 3.74000000                                        | CUSIP: Y0R4AWKM5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     55100000 | PA      | $8312613.46    | 0.06%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0028 6.5% 11/20/54                | GINNIE MAE II POOL P#MB0028 6.50000000                                                       | CUSIP: 3618N5A66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       303995 | PA      | $312475.93     | 0.00%             | 2054-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 3.75% 05/15/28                | GENERAL DYNAMICS CORP REGD 3.75000000                                                        | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |         9000 | PA      | $8948.67       | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                | BANK OF AMERICA CORP REGD V/R 2.68700000                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $1929214.72    | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FNR 2013-109 BO ZCP 07/25/43                  | FANNIE MAE REMICS SER 2013-109 CL BO ZCP 0.00000000                                          | CUSIP: 3136AGRJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       411323 | PA      | $232051.28     | 0.00%             | 2043-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 07/01/34/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.85000000                                 | CUSIP: T6052B7B8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9820000 | PA      | $12068687.24   | 0.08%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 07/27/29                | FIFTH THIRD BANCORP REGD V/R 6.33900000                                                      | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1490271.74    | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERV 2.2% 06/01/30                | HEALTH CARE SERVICE CORP REGD 144A P/P 2.20000000                                            | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1251490.35    | 0.01%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R02.00PSS1D 05/08/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $203770.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC 5.6% 04/01/34                         | HCA INC REGD 5.60000000                                                                      | CUSIP: 404119CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $13304.21      | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.125% 06/10/27/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2706 2.12500000                                           | CUSIP: Y7277FVY3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   9300000000 | PA      | $6850644.13    | 0.05%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WESTERN AUS 1.5% 10/22/30/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD 1.50000000                                                | CUSIP: Q96417GN6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       780000 | PA      | $455424.64     | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND THUER 0.01% 03/24/31/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 0.01000000                                                  | CUSIP: D8T44EAV7<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $304937.74     | 0.00%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.125% 03/15/27                       | HCA INC REGD 3.12500000                                                                      | CUSIP: 404119CH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2560000 | PA      | $2506493.54    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.125% 04/15/34/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 1.12500000                                             | CUSIP: X8T03RBJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1981000 | PA      | $2014335.53    | 0.01%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB8157 6% 03/01/54                     | FANNIE MAE POOL UMBS P#CB8157 6.00000000                                                     | CUSIP: 3140QUB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2112304 | PA      | $2172711.54    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN I 0.01% 04/30/29/EUR/                | CANADIAN IMPERIAL BANK /EUR/ REGD REG S 0.01000000                                           | CUSIP: C24285BC8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $4287171.38    | 0.03%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHI 0.75% 04/22/33/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.75000000                                     | CUSIP: N76386AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $194056.66     | 0.00%             | 2033-04-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8348923.05   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE D 2% 12/09/49/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 2.00000000                                    | CUSIP: F4065QLG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $796368.12     | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ SER * 4.62500000                                | CUSIP: N93695SL4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        25000 | PA      | $29674.54      | 0.00%             | 2174-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25905.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 5.25% 03/01/34                | DUKE ENERGY INDIANA LLC REGD 5.25000000                                                      | CUSIP: 26443TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10225.22      | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H03 HA 3% 01/20/67                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H03 CL HA 3.00000000                       | CUSIP: 38376RR40<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2324094 | PA      | $2289178.62    | 0.02%             | 2067-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGION OF 3.088% 03/31/43/EUR/                | REGION OF LAZIO /EUR/ REGD REG S 3.08800000                                                  | CUSIP: T7855ZAD4<br>LEI: 81560007498E8B065B77 | Long             | DBT              | USGA              | IT        |       157063 | PA      | $172617.21     | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  3.5% 10/02/36/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F7686GAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116080.26     | 0.00%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.05% 08/25/26/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1613 3.05000000                                        | CUSIP: Y1456TEF9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     95100000 | PA      | $13497794.70   | 0.09%             | 2026-08-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LA POSTE  0.625% 01/18/36/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 0.62500000                                                 | CUSIP: F5548BCZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $172837.77     | 0.00%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.15% 04/11/42/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 20Y 1.15000000                                          | CUSIP: X6694NBZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      3905000 | PA      | $3221674.23    | 0.02%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| KFW 4.7% 06/02/37/CAD/                        | KFW /CAD/ REGD 4.70000000                                                                    | CUSIP: 500769BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       140000 | PA      | $107430.56     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/30                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CJQ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1705400 | PA      | $1696739.77    | 0.01%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 06/25/44/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F26348AA4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       224852 | PA      | $149165.50     | 0.00%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GNR 2021-44 TF V/R 03/20/51                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-44 CL TF V/R 4.00000000                    | CUSIP: 38382PML3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2224963 | PA      | $1999023.22    | 0.01%             | 2051-03-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERN 6% 10/25/33/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1033 6.00000000                                        | CUSIP: X8T024CH6<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      6530000 | PA      | $1887708.18    | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/38                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834DU9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6250000 | PA      | $3343150.13    | 0.02%             | 2038-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MAR V/R /PERP//EUR/                | BP CAPITAL MARKETS PLC /EUR/ REGD V/R /PERP/ REG S 3.62500000                                | CUSIP: G1279MM37<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1520367.55    | 0.01%             | 2174-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/29/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000                                             | CUSIP: X27717KJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1680000 | PA      | $1837292.40    | 0.01%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NORSK HYDRO A 2% 04/11/29/EUR/                | NORSK HYDRO ASA /EUR/ REGD REG S 2.00000000                                                  | CUSIP: R61115DV1<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |       800000 | PA      | $914635.75     | 0.01%             | 2029-04-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 03/18/33/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 530 0.00000000                                   | CUSIP: H6218ULR9<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       370000 | PA      | $440109.04     | 0.00%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.6% 11/15/60                | T-MOBILE USA INC REGD 3.60000000                                                             | CUSIP: 87264ABY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       324000 | PA      | $216344.96     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ERSTE GRO 2.875% 01/09/31/EUR/                | ERSTE GROUP BANK AG /EUR/ REGD REG S 2.87500000                                              | CUSIP: A2297SZF5<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119077.17     | 0.00%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0698 3% 01/20/43                  | GINNIE MAE II POOL P#MA0698 3.00000000                                                       | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       370749 | PA      | $337517.95     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCE 0.6% 10/25/41/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 0.60000000                                     | CUSIP: F23069ND9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $75668.42      | 0.00%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.3% 08/02/32/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.30000000                                           | CUSIP: Y14099GK8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      7000000 | PA      | $1132067.20    | 0.01%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.125% 07/01/49                | CHARTER COMM OPT LLC/CAP REGD 5.12500000                                                     | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       560000 | PA      | $466116.46     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 06/30/30                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CHJ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1475200 | PA      | $1471166.24    | 0.01%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERLIN PR 2.375% 07/13/27/EUR/                | MERLIN PROPERTIES SOCIMI /EUR/ REGD REG S EMTN 2.37500000                                    | CUSIP: E7390ZAH3<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $352395.16     | 0.00%             | 2027-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC 6.2% 05/15/29                | RADIAN GROUP INC REGD 6.20000000                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41558.47      | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1350000 | PA      | $1344304.69    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 365 0.10000000                                          | CUSIP: J2S39LSE5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1440250000 | PA      | $9384803.22    | 0.06%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KFW 0% 01/10/31/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MKS3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3310000 | PA      | $3404424.46    | 0.02%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTAREA 1.75% 01/16/30/EUR/                   | ALTAREA /EUR/ REGD REG S 1.75000000                                                          | CUSIP: F0261XLF0<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $422483.15     | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDING V/R 09/14/31/GBP/                | HSBC HOLDINGS PLC /GBP/ REGD V/R 6.80000000                                                  | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $4744114.86    | 0.03%             | 2031-09-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  4.5% 08/22/35/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 4.50000000                                               | CUSIP: Q7943Q6L8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       650000 | PA      | $412559.33     | 0.00%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN EXP  2.42% 06/20/28/JPY/                | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 37 2.42000000                                        | CUSIP: J2739VHM0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $723913.27     | 0.00%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT A V/R 10/15/25                 | CSMC 2020-FACT SER 2020-FACT CL A V/R REGD 144A P/P 6.27648000                               | CUSIP: 126395AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2086089.60    | 0.01%             | 2037-10-15      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD1488 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD1488 4.00000000                                                    | CUSIP: 3132DNUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       453196 | PA      | $422264.86     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANCHC 2024-28A A V/R 04/20/37                 | ANCHORAGE CAPITAL CLO 28 LTD SER 2024-28A CL A V/R REGD 144A P/P 5.96947000                  | CUSIP: 03330RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003408.80    | 0.01%             | 2037-04-20      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUS V/R 09/15/31/GBP/                | NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN 1.69900000                              | CUSIP: Q6530X5Y7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      1425000 | PA      | $1873747.90    | 0.01%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/35                | WELLS FARGO & COMPANY REGD V/R 5.49900000                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |         4000 | PA      | $4102.72       | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD1140 2.5% 11/01/51                   | FREDDIE MAC POOL UMBS P#QD1140 2.50000000                                                    | CUSIP: 3133AXHR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       688619 | PA      | $578096.87     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 12/20/33 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $592427.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                   | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                    | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7534512 | PA      | $6267332.90    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2654 5.35% 12/01/29                  | FANNIE MAE POOL UMBS P#BZ2654 5.35000000                                                     | CUSIP: 3140NW5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1195775 | PA      | $1245285.17    | 0.01%             | 2029-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REGION WA 1.375% 04/06/32/EUR/                | REGION WALLONNE /EUR/ REGD 1.37500000                                                        | CUSIP: B70023RY2<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       400000 | PA      | $421644.84     | 0.00%             | 2032-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4429600 | PA      | $3905834.40    | 0.03%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 2.1% 07/01/30                   | AEP TEXAS INC REGD SER I 2.10000000                                                          | CUSIP: 00108WAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2309347.92    | 0.02%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RELX FINA 0.875% 03/10/32/EUR/                | RELX FINANCE BV /EUR/ REGD REG S 0.87500000                                                  | CUSIP: N7S84NJT6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $9198858.77    | 0.06%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 04/30/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.00000000                                       | CUSIP: T6052BS58<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       800000 | PA      | $997974.30     | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/28/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 152 2.75000000                                    | CUSIP: Q08184MZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6428000 | PA      | $4156679.61    | 0.03%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.375% 05/25/33/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.37500000                                         | CUSIP: F0108UUU0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       900000 | PA      | $1073888.23    | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.01% 11/03/31/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: F2276HBW8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $98437.33      | 0.00%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5180 3% 08/01/42                     | FREDDIE MAC POOL UMBS P#RB5180 3.00000000                                                    | CUSIP: 3133KYXH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3488 | PA      | $3170.43       | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEN15 2017-1A AR V/R 04/20/30                 | CRESTLINE DENALI CLO XV LTD SER 2017-1A CL AR V/R REGD 144A P/P 5.56108000                   | CUSIP: 22616CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        98864 | PA      | $98860.20      | 0.00%             | 2030-04-20      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND TR 5% 07/21/37/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.00000000                                               | CUSIP: Q7943QKS7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2180000 | PA      | $1406702.88    | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CR3299 3% 10/20/47                  | GINNIE MAE II POOL P#CR3299 3.00000000                                                       | CUSIP: 3618AHUY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       374572 | PA      | $330242.50     | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30                   | CITIBANK NA REGD SER . 4.91400000                                                            | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $254745.71     | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  2.6% 06/01/51                | NORTHERN STATES PWR-MINN REGD 2.60000000                                                     | CUSIP: 665772CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        16000 | PA      | $9681.34       | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP 1.75% 05/10/32/EUR/                | BERLIN HYP AG /EUR/ REGD REG S EMTN 1.75000000                                               | CUSIP: D0R6FVNX3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $55224.17      | 0.00%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1535 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#CA1535 3.50000000                                                     | CUSIP: 3140Q8V51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1169057 | PA      | $1072087.84    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.2% 10/31/40/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.20000000                                               | CUSIP: E8922AJT8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8641000 | PA      | $7296861.57    | 0.05%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| AGENCE FR 3.625% 01/20/35/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.62500000                                         | CUSIP: F0R23YAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $840919.41     | 0.01%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.94PKWDC 08/19/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-288171.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY METRO 2.25% 06/01/30                   | EVERGY METRO REGD SER 2020 2.25000000                                                        | CUSIP: 30037DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $18048.49      | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERG V/R 02/15/55                | CENTERPOINT ENERGY INC REGD V/R SER A 7.00000000                                             | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56968.07      | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/52                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834B56<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2355000 | PA      | $630058.16     | 0.00%             | 2052-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 07/15/34/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128BW3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4050000 | PA      | $4687038.47    | 0.03%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB5453 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#CB5453 5.50000000                                                     | CUSIP: 3140QRBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       382502 | PA      | $388266.59     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7970 4.5% 04/01/50                   | FANNIE MAE POOL UMBS P#FM7970 4.50000000                                                     | CUSIP: 3140XB2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6071375 | PA      | $5885557.24    | 0.04%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.5% 11/13/28/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD REG S EMTN 4.50000000                                      | CUSIP: Y13985AC3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      2500000 | PA      | $380246.57     | 0.00%             | 2028-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 2.35% 06/15/32                | ENTERGY LOUISIANA LLC REGD 2.35000000                                                        | CUSIP: 29364WBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $25886.74      | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4414 2.5% 09/01/51                   | FANNIE MAE POOL UMBS P#MA4414 2.50000000                                                     | CUSIP: 31418D3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       447857 | PA      | $373382.43     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.00 12/21/27 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $251300.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 08/15/28                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 9128284V9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2706600 | PA      | $2639675.09    | 0.02%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.3% 12/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 187 1.30000000                                          | CUSIP: J2S39LU77<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2016000000 | PA      | $11933185.65   | 0.08%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 0.5% 03/01/33/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.50000000                                        | CUSIP: N2960PEN9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        97000 | PA      | $93091.94      | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 1.2% 03/28/39/EUR/                   | NRW.BANK /EUR/ REGD 1.20000000                                                               | CUSIP: D5S267QC6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $89667.34      | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.95% 03/01/48                | FLORIDA POWER & LIGHT CO REGD 3.95000000                                                     | CUSIP: 341081FQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $399159.78     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA S 3.5% 04/14/55/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS95 3.50000000                                     | CUSIP: X7921MAA4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       360000 | PA      | $401580.98     | 0.00%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 4.95% 09/22/27                | ITC HOLDINGS CORP REGD 144A P/P 4.95000000                                                   | CUSIP: 465685AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1182414.89    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NOVA SCOTI 3.15% 12/01/51/CAD/                | NOVA SCOTIA PROVINCE /CAD/ REGD 3.15000000                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | USGA              | CA        |       100000 | PA      | $57633.12      | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20250722 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46932.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEDER WATER 2.5% 05/22/30/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.50000000                                       | CUSIP: N6S77EJQ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $705969.92     | 0.00%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 2.75% 05/19/32/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 2.75000000                                                    | CUSIP: D6T54YEE8<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $236363.04     | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.45% 09/01/43/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 4.45000000                                       | CUSIP: T6052BZ92<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2970000 | PA      | $3703587.19    | 0.03%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 2.75% 07/24/29/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD REG S SER 29 2.75000000                                   | CUSIP: Q96417EW8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2670000 | PA      | $1698497.62    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL U 5.8% 01/15/33                | NATIONAL RURAL UTIL COOP REGD 5.80000000                                                     | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31885.29      | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5595 4% 11/20/48                  | GINNIE MAE II POOL P#MA5595 4.00000000                                                       | CUSIP: 36179UGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24853 | PA      | $23425.07      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 4.5% 08/15/28                | FIDELITY NATL FINANCIAL REGD SER WI 4.50000000                                               | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9980.81       | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                       | CUSIP: 912810RZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2070100 | PA      | $1474137.63    | 0.01%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7865 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#CB7865 6.50000000                                                     | CUSIP: 3140QTW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       191125 | PA      | $198626.66     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.7% 04/06/50                     | EQUINOR ASA REGD 3.70000000                                                                  | CUSIP: 29446MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |        15000 | PA      | $11336.04      | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/29/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000                                   | CUSIP: K74493TJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       650000 | PA      | $97576.40      | 0.00%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 2.25% 11/15/33/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER TWIN 2.25000000                                            | CUSIP: K30904CJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     23390000 | PA      | $3657254.27    | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6584 3.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#SD6584 3.50000000                                                    | CUSIP: 3132DUJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1135184 | PA      | $1022899.48    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7589 2.5% 09/20/51                | GINNIE MAE II POOL P#MA7589 2.50000000                                                       | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10050490 | PA      | $8554271.18    | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEA 1% 03/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 74 1.00000000                                           | CUSIP: J2S39LTX2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    614000000 | PA      | $2868047.91    | 0.02%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 B 1% 01/30/29/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: R8T51PES0<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $112164.40     | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOI 1.25% 02/23/33/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 1.25000000                                           | CUSIP: X5S9GCDF4<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       600000 | PA      | $629733.48     | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8507 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#SD8507 6.00000000                                                    | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2834350 | PA      | $2882326.84    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.7% 04/20/71/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.70000000                                                    | CUSIP: A0654UUC3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1971000 | PA      | $842150.60     | 0.01%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| BRIT COL M 2.55% 10/09/29/CAD/                | BRIT COL MUNI FIN AUTH /CAD/ REGD 2.55000000                                                 | CUSIP: 62620DAH4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $216091.43     | 0.00%             | 2029-10-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESO 4.9% 06/01/44                | CONTINENTAL RESOURCES REGD SER WI 4.90000000                                                 | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3930.56       | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/29                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CFL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1533600 | PA      | $1540429.30    | 0.01%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEROPORTS  2.75% 06/05/28/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD 2.75000000                                                  | CUSIP: F01177AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118545.47     | 0.00%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIFC 2017-4A A1R V/R 10/24/30                 | CIFC FUNDING 2017-IV LTD SER 2017-4A CL A1R V/R REGD 144A P/P 5.48679000                     | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       985655 | PA      | $984682.14     | 0.01%             | 2030-10-24      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 08/15/26                    | UNITED STATES TREASURY NOTE 1.50000000                                                       | CUSIP: 9128282A7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2292700 | PA      | $2231173.24    | 0.02%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3450 4% 08/01/27                     | FANNIE MAE POOL UMBS P#AL3450 4.00000000                                                     | CUSIP: 3138EKZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5270 | PA      | $5233.34       | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 05/15/38                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810PX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       327000 | PA      | $331010.86     | 0.00%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2013-30 CA 1.5% 04/25/43                  | FANNIE MAE REMICS SER 2013-30 CL CA 1.50000000                                               | CUSIP: 3136ADMQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1090565 | PA      | $913540.87     | 0.01%             | 2043-04-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 0.75% 07/15/28/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000                                                 | CUSIP: N2R466GQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5020000 | PA      | $5693191.89    | 0.04%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/26/41                    | CITIGROUP INC REGD V/R 5.31600000                                                            | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9752.18       | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 3.75% 03/03/47                | JOHNSON & JOHNSON REGD 3.75000000                                                            | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1291174.98    | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7575 V/R 08/01/29                    | FANNIE MAE POOL UMBS P#BM7575 V/R 4.80400000                                                 | CUSIP: 3140JCMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7585142 | PA      | $7757996.91    | 0.05%             | 2029-08-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.9% 04/15/58                         | MPLX LP REGD 4.90000000                                                                      | CUSIP: 55336VAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $24096.91      | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 2.6% 10/18/34/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 2.60000000                                          | CUSIP: G4R49GBB8<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1880000 | PA      | $2159403.77    | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE 3% 08/20/32/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: F0109PHU5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $235142.38     | 0.00%             | 2032-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/20/51                | BANK OF AMERICA CORP REGD V/R MTN 4.08300000                                                 | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        10000 | PA      | $7947.42       | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU1381 2% 12/01/36                     | FANNIE MAE POOL UMBS P#BU1381 2.00000000                                                     | CUSIP: 3140M2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       216353 | PA      | $198500.19     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.25% 07/15/27/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD SER 97 6 6.25000000                                           | CUSIP: A5273HAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       782515 | PA      | $1000267.65    | 0.01%             | 2027-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R00.96PKWDC 08/14/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-118771.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCE 3% 03/20/30/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: F0109PEP9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $716782.10     | 0.00%             | 2030-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERI 0.5% 03/02/29/EUR/                | LAND THUERINGEN /EUR/ REGD EMTN 0.50000000                                                   | CUSIP: D8T44EAX3<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $661162.86     | 0.00%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BASELLANDS 0.05% 01/28/31/CHF/                | BASELLANDSCHAFT KANTONBK /CHF/ REGD 0.05000000                                               | CUSIP: H05115BT8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1222912.60    | 0.01%             | 2031-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.875% 07/21/26/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 2.87500000                                          | CUSIP: X0R4CRAZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      4270000 | PA      | $5081553.24    | 0.03%             | 2026-07-21      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS I 5.55% 09/15/54                | ENTERGY TEXAS INC REGD 5.55000000                                                            | CUSIP: 29365TAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $28671.81      | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLIANDER 2.625% 09/09/27/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 2.62500000                                                | CUSIP: N0373ADF5<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $709731.81     | 0.00%             | 2027-09-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAISSE DE 3.125% 05/25/35/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: F12898UW4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $462910.78     | 0.00%             | 2035-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AG INSURANCE V/R 06/30/47/EUR/                | AG INSURANCE SA/NV /EUR/ REGD V/R 3.50000000                                                 | CUSIP: B0R399AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      3100000 | PA      | $3683578.58    | 0.03%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GO 3.5% 04/14/33/NZD/                | NZ LOCAL GOVT FUND AGENC /NZD/ REGD 3.50000000                                               | CUSIP: Q6762SAF2<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2100000 | PA      | $1175785.84    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 11/15/39                  | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810QD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       571500 | PA      | $560583.46     | 0.00%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2037 1.5% 05/01/37                   | FANNIE MAE POOL UMBS P#FS2037 1.50000000                                                     | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       152673 | PA      | $135574.89     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.96% 04/17/30/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2004 2.96000000                                        | CUSIP: Y0R4AWKW3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    108200000 | PA      | $15985123.26   | 0.11%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 2.5% 07/25/26/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0726 2.50000000                                        | CUSIP: X8T024QG3<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      4870000 | PA      | $1324476.21    | 0.01%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 01/23/84/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 5.25000000                                      | CUSIP: D2542NAP1<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $621564.47     | 0.00%             | 2084-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.6% 06/01/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.60000000                                       | CUSIP: T6247A5M4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5740000 | PA      | $6743508.33    | 0.05%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8182 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD8182 2.00000000                                                    | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2411130 | PA      | $1914640.34    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AA BOND CO 6.85% 07/31/31/GBP/                | AA BOND CO LTD /GBP/ REGD REG S EMTN 6.85000000                                              | CUSIP: G00005AU5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       100000 | PA      | $142253.89     | 0.00%             | 2031-07-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/35                | GOLDMAN SACHS GROUP INC REGD V/R 5.01600000                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5115481.86    | 0.04%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5496 5% 10/01/54                     | FANNIE MAE POOL UMBS P#MA5496 5.00000000                                                     | CUSIP: 31418FDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1270064 | PA      | $1245315.78    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 09/23/30/EUR/                     | NRW.BANK /EUR/ REGD EMTN 0.00000000                                                          | CUSIP: D5S267YW3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $514678.15     | 0.00%             | 2030-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 1.1% 03/13/34/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 1.10000000                           | CUSIP: D5S07LGC9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       240000 | PA      | $244433.60     | 0.00%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FRESENIUS M 1.5% 05/29/30/EUR/                | FRESENIUS MEDICAL CARE A /EUR/ REGD REG S EMTN 1.50000000                                    | CUSIP: D2734ZXQ5<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |       159000 | PA      | $174447.55     | 0.00%             | 2030-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE  5% 10/12/30/EUR/                | BUPA FINANCE PLC /EUR/ REGD REG S 5.00000000                                                 | CUSIP: G1698AAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $2159484.11    | 0.01%             | 2030-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN H 3.75% 10/25/27/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD 3.75000000                                                 | CUSIP: 026657AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3988942.97    | 0.03%             | 2027-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDING V/R 05/29/30/GBP/                | HSBC HOLDINGS PLC /GBP/ REGD V/R 3.00000000                                                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       225000 | PA      | $288700.17     | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1340955.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HK GOVT BO 1.59% 03/04/36/HKD/                | HK GOVT BOND PROGRAMME /HKD/ REGD 1.59000000                                                 | CUSIP: Y3R2B8JT2<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |      3100000 | PA      | $344274.74     | 0.00%             | 2036-03-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT 1.25% 02/17/26                | ITALY GOV'T INT BOND REGD SER 5Y 1.25000000                                                  | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2000000 | PA      | $1962544.00    | 0.01%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1 A 4.66% 08/16/26                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 4.66000000   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1187377 | PA      | $1189074.52    | 0.01%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20250702 000001733 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-48735.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICI 5.625% 02/21/33/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 5.62500000                                    | CUSIP: F29400LM2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $271548.26     | 0.00%             | 2033-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 05/25/32/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348AP1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     18660000 | PA      | $18085549.82   | 0.12%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 11/15/29                   | UNITED STATES TREASURY NOTE 1.75000000                                                       | CUSIP: 912828YS3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1455600 | PA      | $1340175.46    | 0.01%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 1.75% 05/19/32/GBP/                | RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000                                            | CUSIP: G7420BFM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       500000 | PA      | $571627.72     | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UST BDS 4.375%  DUE 2/15/38                   | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810PW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       288900 | PA      | $288719.44     | 0.00%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 3.25% 04/02/30/EUR/                  | AMCO SPA /EUR/ REGD REG S EMTN 3.25000000                                                    | CUSIP: T60387AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $238331.89     | 0.00%             | 2030-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 3.375% 09/01/33/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000                                                   | CUSIP: V81778CZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      3840000 | PA      | $3279749.17    | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 1.875% 10/23/37/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.87500000                                     | CUSIP: F4041GKP5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $287921.50     | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA MSC                      | CASH COLLATERAL ISDA MSC 4.23000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |      4148000 | PA      | $4148000.00    | 0.03%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  0.95% 04/30/27/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.95000000                                         | CUSIP: E0R088AF7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       400000 | PA      | $460705.80     | 0.00%             | 2027-04-30      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H27 FD V/R 11/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 5.40185000                   | CUSIP: 38383KHV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4840292 | PA      | $4907539.15    | 0.03%             | 2073-11-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC 3.196% 11/15/61                   | MAYO CLINIC REGD SER 2021 3.19600000                                                         | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |       440000 | PA      | $272776.05     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 01/09/35/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S1MNAA6<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       650000 | PA      | $753591.00     | 0.01%             | 2035-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GRAND DUC 1.375% 05/25/29/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 1.37500000                                           | CUSIP: L61785AQ1<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       380000 | PA      | $431220.58     | 0.00%             | 2029-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC  4.55% 06/01/52                | NSTAR ELECTRIC CO REGD 4.55000000                                                            | CUSIP: 67021CAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       470000 | PA      | $391236.03     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNG BANK  3.375% 04/02/40/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 3.37500000                                                 | CUSIP: N1428AMF8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       300000 | PA      | $352285.97     | 0.00%             | 2040-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/42                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834LK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1055000 | PA      | $458568.39     | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY2537 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY2537 5.00000000                                                     | CUSIP: 3140NJZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32369 | PA      | $32028.25      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.95% 02/27/63                 | ELI LILLY & CO REGD 4.95000000                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91022.18      | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB5864 2.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#QB5864 2.50000000                                                    | CUSIP: 3133ACQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6989308 | PA      | $5811590.92    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.25% 04/30/34/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.25000000                                               | CUSIP: E8922APE4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1500000 | PA      | $1793179.13    | 0.01%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP 1.95% 01/15/31                   | COMCAST CORP REGD 1.95000000                                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2875000 | PA      | $2519167.20    | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7768 3% 12/20/51                  | GINNIE MAE II POOL P#MA7768 3.00000000                                                       | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1650668 | PA      | $1459740.35    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP V/R /PERP/                | CHARLES SCHWAB CORP REGD V/R /PERP/ SER I 4.00000000                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       215000 | PA      | $211768.55     | 0.00%             | 2174-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.1% 05/25/34/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 0.10000000                                                      | CUSIP: F961A7BD1<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $90129.08      | 0.00%             | 2034-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1198 6% 02/01/55                     | FANNIE MAE POOL UMBS P#FA1198 6.00000000                                                     | CUSIP: 3140W1KL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1064078 | PA      | $1086583.92    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.125% 03/20/34/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.12500000                                        | CUSIP: F0109PGB8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $816558.87     | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.25% 04/06/27/EUR/                | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: C2R89MYU7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       300000 | PA      | $342284.11     | 0.00%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0092 5.5% 12/20/54                | GINNIE MAE II POOL P#MB0092 5.50000000                                                       | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1662828 | PA      | $1665526.67    | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6758 3.5% 07/20/50                | GINNIE MAE II POOL P#MA6758 3.50000000                                                       | CUSIP: 36179VQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       133215 | PA      | $119039.59     | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/08/37                | BANK OF AMERICA CORP REGD V/R 3.84600000                                                     | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       132000 | PA      | $120806.35     | 0.00%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.45% 03/01/54                | PUBLIC SERVICE ELECTRIC REGD MTN 5.45000000                                                  | CUSIP: 74456QCR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $34287.75      | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN S 3.125% 07/25/29/GBP/                | GOLDMAN SACHS GROUP INC /GBP/ REGD EMTN 3.12500000                                           | CUSIP: U3823B2X8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1948984.49    | 0.01%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 0.25% 06/29/29/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.25000000                                    | CUSIP: F0108UJZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1503661.87    | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO FIN 2.75% 06/08/38/GBP/                | DIAGEO FINANCE PLC /GBP/ REGD REG S 2.75000000                                               | CUSIP: G2756XVM1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       625000 | PA      | $648328.31     | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.5% 03/20/49/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000                                           | CUSIP: J2S39K3W4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1345950000 | PA      | $5958332.46    | 0.04%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 5.25% 05/15/36                | ALEXANDRIA REAL ESTATE E REGD 5.25000000                                                     | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       295000 | PA      | $289601.92     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAGESS 0.625% 10/20/28/EUR/                   | SAGESS /EUR/ REGD REG S 0.62500000                                                           | CUSIP: F83130BF4<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $332735.30     | 0.00%             | 2028-10-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 5.4% 01/15/54                | DUKE ENERGY CAROLINAS REGD 5.40000000                                                        | CUSIP: 26442CBL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        85000 | PA      | $81852.68      | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5106 5% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5106 5.00000000                                                     | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1033557 | PA      | $1015553.95    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 08/02/27/EUR/                | CREDIT AGRICOLE PUBLIC S /EUR/ REGD EMTN 0.87500000                                          | CUSIP: F2612FAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114573.86     | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.375% 07/15/30                         | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.37500000                                               | CUSIP: 3134GV5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        17000 | PA      | $14920.77      | 0.00%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC 3.25% 05/25/35/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 3.25000000                                                      | CUSIP: F961A7BU3<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $701433.88     | 0.00%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.85% 01/15/26                      | ONEOK INC REGD 5.85000000                                                                    | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19096.27      | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KFW 0% 09/30/26/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MHX6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2300475.06    | 0.02%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H02 FH V/R 01/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FH V/R 5.23185000                   | CUSIP: 38383KMK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5154580 | PA      | $5178183.05    | 0.04%             | 2074-01-20      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 1.408% 06/26/39/EUR/                | EXXON MOBIL CORPORATION /EUR/ REGD 1.40800000                                                | CUSIP: U30276AD8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1029254.04    | 0.01%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SAND 5.625% 06/15/28                | LAS VEGAS SANDS CORP REGD 5.62500000                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      1680000 | PA      | $1713424.57    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 0.1% 05/19/28/EUR/                | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 0.10000000                                    | CUSIP: C69798AL7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       100000 | PA      | $110509.14     | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.985% 07/13/33/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.98500000                                                   | CUSIP: N7163RAV5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      3637000 | PA      | $3711727.32    | 0.03%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/15/27                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8268600 | PA      | $8377125.38    | 0.06%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  4.45% 06/01/32                | AMERICAN WATER CAPITAL C REGD 4.45000000                                                     | CUSIP: 03040WBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39438.25      | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMU 1% 01/23/51/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.00000000                                           | CUSIP: B2758CBQ3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $61487.10      | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4422 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#FM4422 2.50000000                                                     | CUSIP: 3140X74G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1401526 | PA      | $1179856.38    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERIC V/R /PERP//EUR/                | BRITISH AMERICAN TOBACCO /EUR/ REGD V/R /PERP/ REG S SER 5.25 3.00000000                     | CUSIP: G1510JSE3<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2340751.53    | 0.02%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H16 FN V/R 09/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H16 CL FN V/R 5.69602000                   | CUSIP: 38380QLA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1653327 | PA      | $1679889.86    | 0.01%             | 2070-09-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.25% 05/15/30                   | UNITED STATES TREASURY BOND 6.25000000                                                       | CUSIP: 912810FM5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       275500 | PA      | $305234.63     | 0.00%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.75% 04/21/37/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 144 3.75000000                                    | CUSIP: Q08198AH8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4500000 | PA      | $2818063.23    | 0.02%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.6% 05/26/45                 | MCDONALD'S CORP REGD MTN 4.60000000                                                          | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17386.23      | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.05% 12/18/29/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.05000000                                     | CUSIP: D4900LFP2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      2140000 | PA      | $2273601.87    | 0.02%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/33                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CHT1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     84511800 | PA      | $83234219.07   | 0.57%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 2.45% 02/03/32                | FLORIDA POWER & LIGHT CO REGD 2.45000000                                                     | CUSIP: 341081GG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $17640.43      | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.15% 09/30/51                | SOUTHERN CO GAS CAPITAL REGD SER 21A 3.15000000                                              | CUSIP: 8426EPAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3199.48       | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RADIOTELE 4.375% 07/10/29/EUR/                | RADIOTELEVISIONE ITALIAN /EUR/ REGD REG S 4.37500000                                         | CUSIP: T7S19WAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $122267.67     | 0.00%             | 2029-07-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.6% 09/20/50/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 68 0.60000000                                           | CUSIP: J2S39LHJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    827900000 | PA      | $3594168.56    | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| XUNTA DE  3.296% 04/30/31/EUR/                | XUNTA DE GALICIA /EUR/ REGD REG S 3.29600000                                                 | CUSIP: E98110BP8<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $362832.39     | 0.00%             | 2031-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 02/15/33                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     70662100 | PA      | $68119920.72   | 0.47%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES  2.7% 07/15/31                | SUN COMMUNITIES OPER LP REGD 2.70000000                                                      | CUSIP: 866677AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       498000 | PA      | $441047.86     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.875% 04/10/35/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000                                          | CUSIP: D67763AQ1<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $350924.10     | 0.00%             | 2035-04-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.125% 06/20/26/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.12500000                                        | CUSIP: F0109PBV9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $462392.96     | 0.00%             | 2026-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BCC 2022-2A A1R V/R 04/22/35                  | BAIN CAPITAL CREDIT CLO 2022-2 LTD SER 2022-2A CL A1R V/R REGD 144A P/P 0.00000000           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3000000.00    | 0.02%             | 2035-04-22      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNA 2016-M5 A 2.469% 04/25/26                 | FANNIE MAE-ACES SER 2016-M5 CL A2 2.46900000                                                 | CUSIP: 3136AR5S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       399856 | PA      | $393413.60     | 0.00%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH 2.5% 05/11/32/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.50000000                                     | CUSIP: D4902PZB0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116777.48     | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 1.75% 11/15/25/DKK/                | KINGDOM OF DENMARK /DKK/ REGD 1.75000000                                                     | CUSIP: K30904AJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |      3200000 | PA      | $505300.88     | 0.00%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.6% 06/04/41/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.60000000                                    | CUSIP: D5S07LHK0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $231394.62     | 0.00%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXE 1.5% 05/31/37/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0537 1.50000000                                             | CUSIP: M7024PAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       305000 | PA      | $67704.33      | 0.00%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0007 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#RJ0007 6.50000000                                                    | CUSIP: 3142GQAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       347386 | PA      | $362617.67     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 3.75% 02/23/35/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 245 3.75000000                                 | CUSIP: X5S008DF9<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      2260000 | PA      | $2730851.34    | 0.02%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV 3.3% 11/05/31/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2110 3.30000000                                        | CUSIP: Y0R4AWMH4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    142200000 | PA      | $21705275.63   | 0.15%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH 5.35% 11/15/34                | CARDINAL HEALTH INC REGD 5.35000000                                                          | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       165000 | PA      | $168259.67     | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32                     | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       755000 | PA      | $685171.47     | 0.00%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS1025 3% 02/01/52                     | FANNIE MAE POOL UMBS P#FS1025 3.00000000                                                     | CUSIP: 3140XGD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       386034 | PA      | $337021.53     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 3% 01/15/30                 | HEALTHPEAK OP LLC REGD 3.00000000                                                            | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1312443.72    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1296 4% 08/01/51                     | FANNIE MAE POOL UMBS P#FA1296 4.00000000                                                     | CUSIP: 3140W1NN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3305069 | PA      | $3184432.43    | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 6% 01/23/14/GBP/                | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 6.00000000                                          | CUSIP: F3R92TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       600000 | PA      | $710900.27     | 0.00%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 5.35% 10/15/54                | WASTE MANAGEMENT INC REGD 5.35000000                                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |        60000 | PA      | $57785.12      | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA  1.55% 03/15/28/EUR/                | CHUBB INA HOLDINGS LLC /EUR/ REGD 1.55000000                                                 | CUSIP: 171239AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2292088.69    | 0.02%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 08/31/28                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 91282CCV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2567600 | PA      | $2370416.33    | 0.02%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.8% 11/28/53                | INTESA SANPAOLO SPA REGD 144A P/P 7.80000000                                                 | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2130000 | PA      | $2493427.67    | 0.02%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| FHR 4479 AI 3.5% 09/15/25                     | FREDDIE MAC REMICS SER 4479 CL AI 3.50000000                                                 | CUSIP: 3137BJV59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       108825 | PA      | $208.67        | 0.00%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.30750 L 05/02/35 DUB      | ORO FWD USD 10Y C 4.30750 L 05/02/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      5000000 | NC      | $296128.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATIN 5.2% 04/01/32                | BRIXMOR OPERATING PART REGD 5.20000000                                                       | CUSIP: 11120VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       320000 | PA      | $322486.44     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 03/19/35 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $424631.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM8901 3% 07/01/51                     | FANNIE MAE POOL UMBS P#FM8901 3.00000000                                                     | CUSIP: 3140XC3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       350324 | PA      | $306126.84     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FIN 5.5% 06/15/34                | EQUINIX EU 2 FINANCING C REGD 5.50000000                                                     | CUSIP: 29390XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $35809.29      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 5.1% 03/11/30                    | TAPESTRY INC REGD 5.10000000                                                                 | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55676.68      | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5296 5.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5296 5.50000000                                                     | CUSIP: 31418E3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7364942 | PA      | $7366658.96    | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $67775.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VILLE DE  3.875% 12/29/25/EUR/                | VILLE DE PARIS /EUR/ REGD 3.87500000                                                         | CUSIP: F97647BU8<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $711897.49     | 0.00%             | 2025-12-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8643 3% 02/20/53                  | GINNIE MAE II POOL P#MA8643 3.00000000                                                       | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2783562 | PA      | $2466063.74    | 0.02%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY  2.08% 03/12/30/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD EMTN 2.08000000                                          | CUSIP: E3124CCP6<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $460414.24     | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC 6.1% 03/15/33                     | TRIMBLE INC REGD 6.10000000                                                                  | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |       161000 | PA      | $171034.80     | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANCO DE S 1.75% 05/30/29/EUR/                | BANCO DE SABADELL SA /EUR/ REGD REG S 1.75000000                                             | CUSIP: E1581B2X2<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $114443.02     | 0.00%             | 2029-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPO 3.5% 09/20/28/SEK/                | NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5538 3.50000000                                   | CUSIP: W6S579AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $219456.90     | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA                          | CASH COLLATERAL ISDA 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |       745000 | PA      | $745000.00     | 0.01%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 7.0% AUG 25                     | FNMA 30YR TBA 7.0% AUG 25      TO BE ANNOUNCED 7.00000000                                    | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3000000 | PA      | $3145694.31    | 0.02%             | 2055-08-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX I 3.625% 06/15/30/EUR/                | NETFLIX INC /EUR/ REGD REG S 3.62500000                                                      | CUSIP: U74079AR2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      2601000 | PA      | $3170806.83    | 0.02%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1120 2% 12/01/35                     | FANNIE MAE POOL UMBS P#BR1120 2.00000000                                                     | CUSIP: 3140KYG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       218187 | PA      | $200501.75     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39698.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.05% 07/12/29                   | BROADCOM INC REGD 5.05000000                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1644177.81    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/29/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4EF2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      8302000 | PA      | $8996797.90    | 0.06%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.65PSG1D 09/10/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |            1 | NC      | $15970.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.033% 01/17/35                | BANCO SANTANDER SA REGD 6.03300000                                                           | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1263380.84    | 0.01%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.625% 06/19/27/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.62500000                                                 | CUSIP: N1R593GS0<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1250000 | PA      | $1431665.68    | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.875% 09/10/41/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4109 1.87500000                                           | CUSIP: Y7277FQ29<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   2115790000 | PA      | $1372135.70    | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALB 0.875% 05/24/27/EUR/                | KOMMUNALBANKEN AS /EUR/ REGD REG S EMTN 0.87500000                                           | CUSIP: R6333NFP5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |       500000 | PA      | $574513.89     | 0.00%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 0.3% 09/02/36/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.30000000                                     | CUSIP: F45204CN6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $166354.57     | 0.00%             | 2036-09-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                     | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                     | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       777104 | PA      | $730374.11     | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.1% 04/30/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.10000000                                               | CUSIP: E8922AKL3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9780000 | PA      | $9967753.13    | 0.07%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDR 2.15% 03/21/19/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.15000000                                    | CUSIP: D5S07LGE5<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       376000 | PA      | $261105.59     | 0.00%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.02% 03/06/33/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2305 3.02000000                                        | CUSIP: Y1456TPD2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     97300000 | PA      | $14812893.47   | 0.10%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| SAP SE 0.375% 05/18/29/EUR/                   | SAP SE /EUR/ REGD REG S 0.37500000                                                           | CUSIP: D66992EU4<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $7604929.81    | 0.05%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 2.75% 01/12/32/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 2501 2.75000000                                             | CUSIP: D3R3KZAA3<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $946663.38     | 0.01%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75% 09/12/47                      | APPLE INC REGD 3.75000000                                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $790174.58     | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18666 3% 11/01/32                    | FREDDIE MAC GOLD POOL P#G18666 3.00000000                                                    | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       857151 | PA      | $832788.29     | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8946 4.5% 06/20/53                | GINNIE MAE II POOL P#MA8946 4.50000000                                                       | CUSIP: 36179X5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1165457 | PA      | $1120387.90    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LA 3% 10/10/31/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.00000000                                       | CUSIP: D0R14GL94<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118730.41     | 0.00%             | 2031-10-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 1.9% 02/15/31                 | BAE SYSTEMS PLC REGD 144A P/P 1.90000000                                                     | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      1350000 | PA      | $1172515.07    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| NETHERLAND 0.75% 07/15/27/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000                                                 | CUSIP: N2R466GA6<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      8923000 | PA      | $10273155.37   | 0.07%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOV 2% 04/26/28/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 480 2.00000000                                           | CUSIP: R34155BG6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     16060000 | PA      | $1529554.31    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1853600 | PA      | $1216135.38    | 0.01%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 3.6% 05/25/42/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.60000000                                               | CUSIP: F26349AA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      3890000 | PA      | $4507958.09    | 0.03%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA  3.447% 07/15/36/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0121 3.44700000                                      | CUSIP: Y2R35QCX7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5000000 | PA      | $1168507.30    | 0.01%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 1.45% 05/15/26                    | EQUINIX INC REGD 1.45000000                                                                  | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19450.46      | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST  4.5% 05/23/31/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.50000000                                         | CUSIP: Q85895N65<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2400000 | PA      | $1614104.89    | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STADSHYPOT 0.01% 11/24/28/EUR/                | STADSHYPOTEK AB /EUR/ REGD REG S EMTN 0.01000000                                             | CUSIP: W86201XP5<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $108769.78     | 0.00%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.75% 09/01/44/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.75000000                                       | CUSIP: T6247AWL6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7475000 | PA      | $9715580.69    | 0.07%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER &  5.8% 03/15/65                | FLORIDA POWER & LIGHT CO REGD 5.80000000                                                     | CUSIP: 341081GZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       276000 | PA      | $280332.37     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ESB FINANC 1.75% 02/07/29/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.75000000                                             | CUSIP: G31206AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $228099.80     | 0.00%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 06/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 153 0.00500000                                           | CUSIP: J2S39LVT8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3481550000 | PA      | $23837635.29   | 0.16%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                           | RON/USD FWD 20250702 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-819459.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FS8572 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#FS8572 6.50000000                                                     | CUSIP: 3140XQQ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1749526 | PA      | $1816529.44    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.95% 09/01/38/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.95000000                                       | CUSIP: T6052BPT9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4560000 | PA      | $4968394.82    | 0.03%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 05/21/41/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 156 2.75000000                                    | CUSIP: Q2R04NBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4380000 | PA      | $2305926.87    | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CTE CO TR 2.125% 07/29/32/EUR/                | CTE CO TRANSP ELEC /EUR/ REGD REG S 2.12500000                                               | CUSIP: F2R72PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $216239.34     | 0.00%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SNCF RESE 1.125% 05/25/30/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 1.12500000                                                 | CUSIP: F8446VAG5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $544689.96     | 0.00%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.05% 01/23/30/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S SER 117 0.05000000                                     | CUSIP: D6S59FCJ6<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       900000 | PA      | $950821.80     | 0.01%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 5.25% 03/01/28                | CENTERPOINT ENERGY RES REGD 5.25000000                                                       | CUSIP: 15189YAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20481.69      | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KFW 1.125% 03/31/37/EUR/                      | KFW /EUR/ REGD REG S EMTN 1.12500000                                                         | CUSIP: D4S46MQH1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3040000 | PA      | $2913467.57    | 0.02%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.375% 09/28/46/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: N6S77BH73<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       569000 | PA      | $349480.25     | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BELFIUS BA 3.75% 01/22/29/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 3.75000000                                          | CUSIP: B11080GW0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $121097.38     | 0.00%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9964 5% 10/20/54                  | GINNIE MAE II POOL P#MA9964 5.00000000                                                       | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       564962 | PA      | $555303.19     | 0.00%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.44000 L 06/18/35 DUB      | ORO FWD USD 10Y P 4.44000 L 06/18/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3900000 | NC      | $236568.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 03/07/35/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HN64<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      7570000 | PA      | $10395545.68   | 0.07%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 2.2% 09/15/25                       | ONEOK INC REGD 2.20000000                                                                    | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9939.81       | 0.00%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CITY OF TO 2.95% 04/28/35/CAD/                | CITY OF TORONTO CANADA /CAD/ REGD 2.95000000                                                 | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | USGA              | CA        |       200000 | PA      | $134785.39     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SWEDBANK  1.375% 05/31/27/EUR/                | SWEDBANK HYPOTEK AB /EUR/ REGD REG S 1.37500000                                              | CUSIP: W9425MXS8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $116096.28     | 0.00%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 5.65% 06/11/34                | BROWN & BROWN INC REGD 5.65000000                                                            | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82143.46      | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISA INC 4.3% 12/14/45                        | VISA INC REGD 4.30000000                                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |        65000 | PA      | $56586.59      | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.875% 03/10/51/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5103 1.87500000                                           | CUSIP: Y7277FM49<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  19720800000 | PA      | $12238230.20   | 0.08%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN13 A V/R 07/15/28                 | BANK 2018-BNK13 SER 2018-BN13 CL A5 V/R REGD 4.21700000                                      | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $494189.70     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| SAECHSISCH 2.75% 03/20/31/EUR/                | SAECHSISCHE AUFBAU-FOERD /EUR/ REGD REG S 2.75000000                                         | CUSIP: D6T583BB1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       200000 | PA      | $238252.16     | 0.00%             | 2031-03-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1164 3.5% 12/01/45                   | FANNIE MAE POOL UMBS P#BM1164 3.50000000                                                     | CUSIP: 3140J5JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1663399 | PA      | $1543814.20    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 05/15/44                  | UNITED STATES TREASURY BOND 3.37500000                                                       | CUSIP: 912810RG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       933600 | PA      | $768797.72     | 0.01%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 3% 01/27/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 3.00000000                                         | CUSIP: D5S07LHZ7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $480935.77     | 0.00%             | 2028-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 4.85% 11/26/57/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 53 4.85000000                                            | CUSIP: X1761RAZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |      2340000 | PA      | $110077.81     | 0.00%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P03.75RSOFR 06/20/31 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $278987.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNR 2024-H07 FC V/R 02/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.95185000                   | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2172615 | PA      | $2168878.87    | 0.01%             | 2074-02-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2275 5.07% 03/01/32                  | FANNIE MAE POOL UMBS P#BZ2275 5.07000000                                                     | CUSIP: 3140NWQ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1385654 | PA      | $1428160.04    | 0.01%             | 2032-03-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                    | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       863240 | PA      | $809111.08     | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9151 6% 09/01/54                     | FANNIE MAE POOL UMBS P#CB9151 6.00000000                                                     | CUSIP: 3140QVEZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1934909 | PA      | $1996202.23    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7227 2.5% 10/01/50                   | FANNIE MAE POOL UMBS P#CA7227 2.50000000                                                     | CUSIP: 3140QFA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       322911 | PA      | $273177.91     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7706 3% 11/20/51                  | GINNIE MAE II POOL P#MA7706 3.00000000                                                       | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3026647 | PA      | $2676571.86    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6364 4% 04/01/33                     | FANNIE MAE POOL UMBS P#FM6364 4.00000000                                                     | CUSIP: 3140XACA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2335 | PA      | $2306.51       | 0.00%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 10/29/27/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000                                                   | CUSIP: D2R04NDV7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59956.44      | 0.00%             | 2027-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD 3.1% 09/01/31                | ENSTAR GROUP LTD REGD 3.10000000                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       131000 | PA      | $116420.47     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7567 4.25% 01/01/33                  | FANNIE MAE POOL UMBS P#BS7567 4.25000000                                                     | CUSIP: 3140LJMR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2974609 | PA      | $2935193.38    | 0.02%             | 2033-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4350 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SD4350 6.50000000                                                    | CUSIP: 3132E0ZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        73979 | PA      | $76658.05      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.2% 07/18/52                     | PEPSICO INC REGD 4.20000000                                                                  | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        45000 | PA      | $36905.76      | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERAL 5.25% 02/19/27                | SOCIETE GENERALE REGD 144A P/P MTN 5.25000000                                                | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2019370.84    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERAL 7.2% 12/12/28                | CANTOR FITZGERALD LP REGD 144A P/P 7.20000000                                                | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |       840000 | PA      | $892065.57     | 0.01%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE 3.375% 11/25/32/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.37500000                                              | CUSIP: F7053NFH2<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $240149.60     | 0.00%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.90PSO/N 05/08/54 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-102284.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS  3.375% 06/12/32/EUR/                | PUBLICIS GROUPE SA /EUR/ REGD REG S EMTN 3.37500000                                          | CUSIP: F7607ZCU0<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1644703.71    | 0.01%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PMTLT 2021-INV1  V/R 08/25/43                 | PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000                    | CUSIP: 69359YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3665055 | PA      | $2994615.59    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| L-BANK BW  0.01% 01/20/31/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD REG S SER 5614 0.01000000                                   | CUSIP: D5056KBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $716015.95     | 0.00%             | 2031-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.172% 07/14/28                | NOMURA HOLDINGS INC REGD 2.17200000                                                          | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1500000 | PA      | $1400020.92    | 0.01%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ACEA SPA 1.75% 05/23/28/EUR/                  | ACEA SPA /EUR/ REGD REG S EMTN 1.75000000                                                    | CUSIP: T0040KAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       130000 | PA      | $149812.01     | 0.00%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.95% 03/01/50                      | ONEOK INC REGD 3.95000000                                                                    | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        15000 | PA      | $10646.95      | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUEBEC CITY 2.1% 07/06/31/CAD/                | QUEBEC CITY /CAD/ REGD 2.10000000                                                            | CUSIP: 747874UF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       300000 | PA      | $203185.53     | 0.00%             | 2031-07-06      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EFSF 0.05% 10/17/29/EUR/                      | EFSF /EUR/ REGD REG S 0.05000000                                                             | CUSIP: L2669HBX4<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      9000000 | PA      | $9606668.59    | 0.07%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANC V/R 03/01/53                | PRUDENTIAL FINANCIAL INC REGD V/R 6.75000000                                                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41937.68      | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KA 0.1% 03/31/31/CHF/                | ZUERCHER KANTONALBANK /CHF/ REGD REG S SER 150 0.10000000                                    | CUSIP: H9838CMJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       240000 | PA      | $292519.30     | 0.00%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.95% 09/15/41                | BURLINGTN NORTH SANTA FE REGD 4.95000000                                                     | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $659247.52     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42                | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                     | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       354000 | PA      | $252770.35     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.25% 06/22/34/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 34/A 2.25000000                                       | CUSIP: X51627KL4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    100520000 | PA      | $205661.51     | 0.00%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATER 1.5% 06/15/39/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 1.50000000                                            | CUSIP: N6S7796T2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       310000 | PA      | $287995.74     | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.87% 05/14/27/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 2.87000000                                                 | CUSIP: Y0R4AWKZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     44200000 | PA      | $6309988.98    | 0.04%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 0.25% 02/15/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.25000000                                 | CUSIP: D2R8H4CA5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3990000 | PA      | $4583873.52    | 0.03%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8007 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8007 2.50000000                                                     | CUSIP: 3140XB3R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       652311 | PA      | $546588.85     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7972 3% 09/01/50                     | FANNIE MAE POOL UMBS P#CA7972 3.00000000                                                     | CUSIP: 3140QF2E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       266783 | PA      | $233222.91     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 1.75% 03/15/27                | XCEL ENERGY INC REGD 1.75000000                                                              | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9569.87       | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA HOU 3.714% 04/11/27/EUR/                | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 3.71400000                                         | CUSIP: Y4841MYG8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       100000 | PA      | $120582.38     | 0.00%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 4.125% 04/14/27/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 4.12500000                                          | CUSIP: X0R4CRBL7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1480000 | PA      | $1811562.96    | 0.01%             | 2027-04-14      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/28/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2803 3.25000000                                           | CUSIP: Y7277FX62<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |    110000000 | PA      | $83096.27      | 0.00%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN 4.25% 03/29/29/EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD REG S EMTN 4.25000000                                      | CUSIP: N93695TZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1831453.39    | 0.01%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL 5.875% 10/30/37/GBP/                | E.ON INTL FINANCE BV /GBP/ REGD EMTN 5.87500000                                              | CUSIP: N3033QAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1385534.40    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEIN 0.01% 02/25/28/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.01000000                                             | CUSIP: D6S59FCT4<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $556104.06     | 0.00%             | 2028-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 2.65% 01/15/32                   | ASSURANT INC REGD 2.65000000                                                                 | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |        26000 | PA      | $22157.09      | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.25% 04/09/29/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD SER 908 0.25000000                                             | CUSIP: D5S19DCU7<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $762202.52     | 0.01%             | 2029-04-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.125% 01/29/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000                                              | CUSIP: G4527HYL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10220000 | PA      | $14090381.53   | 0.10%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2396300.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND CLIN 4.858% 01/01/14                | CLEVELAND CLINIC FOUND REGD 4.85800000                                                       | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $838327.31     | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  3.625% 01/16/29/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 227 3.62500000                                 | CUSIP: X53723AN6<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       470000 | PA      | $577282.18     | 0.00%             | 2029-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KFW 0.01% 05/05/27/EUR/                       | KFW /EUR/ REGD REG S EMTN 0.01000000                                                         | CUSIP: D4S475MQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       520000 | PA      | $591187.79     | 0.00%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0856 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD0856 2.00000000                                                    | CUSIP: 3132DM5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       431810 | PA      | $343278.84     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGION WAL 3.75% 04/22/39/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.75000000                                             | CUSIP: B70023VB7<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       400000 | PA      | $467292.76     | 0.00%             | 2039-04-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHMS K108 A2 1.517% 03/25/30                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K108 CL A2 1.51700000       | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       304000 | PA      | $271207.06     | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 0.01% 10/05/28/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.01000000                                        | CUSIP: C8S08MTP8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $108958.42     | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.4% 02/15/34                        | AT&T INC REGD 5.40000000                                                                     | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1314923.19    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN C 5% 03/15/35                | MARSH & MCLENNAN COS INC REGD 5.00000000                                                     | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1210022.45    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0537 3.5% 03/01/48                   | FREDDIE MAC POOL UMBS P#ZT0537 3.50000000                                                    | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       243255 | PA      | $224260.31     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5084 5% 11/01/52                     | FANNIE MAE POOL UMBS P#CB5084 5.00000000                                                     | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       467800 | PA      | $462782.57     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB BOLIG 2.375% 06/10/30/EUR/                | DNB BOLIGKREDITT AS /EUR/ REGD EMTN 2.37500000                                               | CUSIP: R1815VJX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       100000 | PA      | $116717.88     | 0.00%             | 2030-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA I 4.28% 03/23/54/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0124 4.28000000                                      | CUSIP: Y2R35QGA3<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5000000 | PA      | $1238688.99    | 0.01%             | 2054-03-23      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GNR 2025-79 NA 3.5% 11/20/49                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-79 CL NA 3.50000000                        | CUSIP: 38385GWL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3341387 | PA      | $3211349.15    | 0.02%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                  | UNITED STATES TREASURY BOND 2.37500000                                                       | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3178500 | PA      | $2018968.29    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF 2.25% 11/15/33/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER G 2.25000000                                               | CUSIP: K30904CN2<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |      3650000 | PA      | $571573.58     | 0.00%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 05/27/31                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.22200000                                          | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       580000 | PA      | $590622.13     | 0.00%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| AGRICUL DE 2.22% 04/09/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2405 2.22000000                                        | CUSIP: Y0R4AWQQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     60600000 | PA      | $8636153.91    | 0.06%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.30750 L 05/02/35 DUB      | ORO FWD USD 10Y P 4.30750 L 05/02/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      5000000 | NC      | $319230.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/21/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797PP6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       706000 | PA      | $701679.78     | 0.00%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 1.375% 07/14/27/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD 1.37500000                                                | CUSIP: D170N8CA0<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       250000 | PA      | $290283.95     | 0.00%             | 2027-07-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS &  2.05% 05/15/30                | AIR PRODUCTS & CHEMICALS REGD 2.05000000                                                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |        85000 | PA      | $76852.83      | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.375% 05/16/36/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.37500000                                 | CUSIP: X7S904CC3<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       610000 | PA      | $584913.05     | 0.00%             | 2036-05-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  2.75% 02/25/29/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: F70544AA3<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $594051.95     | 0.00%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4280 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4280 3.00000000                                                     | CUSIP: 31417AXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       107880 | PA      | $106588.06     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.1% 01/15/29                | PACIFIC GAS & ELECTRIC REGD 6.10000000                                                       | CUSIP: 694308KL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        29000 | PA      | $30038.89      | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP 1% 04/23/30/EUR/                | TELSTRA GROUP LTD /EUR/ REGD REG S 1.00000000                                                | CUSIP: Q8T40AMG5<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      1025000 | PA      | $1108332.81    | 0.01%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 06/18/35 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $638268.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVE 7.5% 07/25/28/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0728 7.50000000                                        | CUSIP: X8T024BU8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     14080000 | PA      | $4217184.60    | 0.03%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELFIUS B 0.125% 02/08/28/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 0.12500000                                          | CUSIP: B1107TZV9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       600000 | PA      | $666056.43     | 0.00%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 5.65% 01/15/34                | BERRY GLOBAL INC REGD 5.65000000                                                             | CUSIP: 08576PAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $113497.00     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE 3.5% 04/23/35/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.50000000                                    | CUSIP: N61157EE4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234518.19     | 0.00%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 12/31/26                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CME8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2948700 | PA      | $2965632.00    | 0.02%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 5.25% 05/15/53                | PPL ELECTRIC UTILITIES REGD 5.25000000                                                       | CUSIP: 69351UBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $71625.29      | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 2.2% 12/15/31                | ARIZONA PUBLIC SERVICE REGD 2.20000000                                                       | CUSIP: 040555DD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8587.69       | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX2567 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX2567 6.00000000                                                    | CUSIP: 31425WZ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       577421 | PA      | $589127.06     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 4.24% 08/24/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1715 4.24000000                                        | CUSIP: Y1456TFL5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     26400000 | PA      | $3890437.19    | 0.03%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL  8.75% 03/15/32                | SPRINT CAPITAL CORP REGD 8.75000000                                                          | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $109188.57     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 2.65% 01/31/28/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 2.65000000                           | CUSIP: E6R46KA53<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       100000 | PA      | $119255.66     | 0.00%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  1.5% 04/02/31/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 585 1.50000000                                   | CUSIP: H6218URC6<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $132459.51     | 0.00%             | 2031-04-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HO 3.3% 03/21/29/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD EMTN 3.30000000                                            | CUSIP: 026657BC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2700000 | PA      | $3212039.91    | 0.02%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ODFA 2022-PSO 4.623% 06/01/42                 | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY SER 2022-PSO CL A2 REGD 4.62300000                    | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | ABS-CBDO         | CORP              | US        |        10000 | PA      | $9594.17       | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KFW 0.875% 07/04/39/EUR/                      | KFW /EUR/ REGD REG S EMTN 0.87500000                                                         | CUSIP: D4S46MHU2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2380000 | PA      | $2095175.25    | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 01/31/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2949000 | PA      | $2962362.66    | 0.02%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB5911 2.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#QB5911 2.50000000                                                    | CUSIP: 3133ACR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3695400 | PA      | $3072756.73    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 3.5% 09/10/72/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 7209 3.50000000                                           | CUSIP: Y7277FV23<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1437770000 | PA      | $1321692.40    | 0.01%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.875% 05/24/30/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: D1T0VZDP3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $342433.59     | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEI 0.375% 03/10/51/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000                                             | CUSIP: D6S59FCU1<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $107482.54     | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY COR 1.5% 01/15/31                | ATMOS ENERGY CORP REGD 1.50000000                                                            | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1365673.68    | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVIS 0.5% 12/16/26/SEK/                | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 581 0.50000000                               | CUSIP: W8T54F8U5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $206886.18     | 0.00%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 07/15/54/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 102 6.87500000                                           | CUSIP: Y6S86ZB81<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  19512000000 | PA      | $1177065.76    | 0.01%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.75% 01/04/47/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.75000000                                     | CUSIP: B3S09CAK2<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $3420251.98    | 0.02%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB8697 5.5% 07/01/54                   | FANNIE MAE POOL UMBS P#DB8697 5.50000000                                                     | CUSIP: 3140AJUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       373678 | PA      | $378039.85     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.25% 11/09/32                    | ORACLE CORP REGD 6.25000000                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        70000 | PA      | $75773.45      | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINDE FINA 0.55% 05/19/32/EUR/                | LINDE FINANCE BV /EUR/ REGD REG S EMTN 0.55000000                                            | CUSIP: N52667GN1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       800000 | PA      | $794056.08     | 0.01%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| OMERS FIN 3.125% 01/25/29/EUR/                | OMERS FINANCE TRUST /EUR/ REGD REG S 3.12500000                                              | CUSIP: C6S00QUF1<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $600659.08     | 0.00%             | 2029-01-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AENA SME S 4.25% 10/13/30/EUR/                | AENA SME SA /EUR/ REGD REG S EMTN 4.25000000                                                 | CUSIP: E526LKAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       200000 | PA      | $248829.68     | 0.00%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/42                | BANK OF AMERICA CORP REGD V/R 3.31100000                                                     | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        10000 | PA      | $7680.01       | 0.00%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| GENERALI 1.713% 06/30/32/EUR/                 | GENERALI /EUR/ REGD REG S EMTN 1.71300000                                                    | CUSIP: T05040AQ2<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $104748.74     | 0.00%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.9% 04/01/27/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 471 0.90000000                                           | CUSIP: J2S39L7P3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2500000000 | PA      | $17415193.92   | 0.12%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 07/22/52/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HQQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     19427000 | PA      | $20913014.03   | 0.14%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBRD 0.5% 06/21/35/EUR/                       | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN SER GDIF 0.50000000            | CUSIP: U4586FS65<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |        50000 | PA      | $46195.90      | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.125% 06/04/35/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 518 0.12500000                                              | CUSIP: D09856A35<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $533814.68     | 0.00%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 01/26/52/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.62500000                                                      | CUSIP: D09856C82<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       420000 | PA      | $239815.04     | 0.00%             | 2052-01-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41                | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                    | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2110000 | PA      | $1594468.45    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGK 0.01% 05/12/28/EUR/                | DNB BOLIGKREDITT AS /EUR/ REGD REG S 0.01000000                                              | CUSIP: R1815VHS7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $5523348.56    | 0.04%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.7% 06/01/34                 | CVS HEALTH CORP REGD 5.70000000                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        95000 | PA      | $97858.60      | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 05/20/27/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S MTN SER 27 3.00000000                              | CUSIP: Q6715PJL4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1970000 | PA      | $1287842.58    | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 09/14/32/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AM0<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       400000 | PA      | $387352.48     | 0.00%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 2% 05/23/29/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 29/A 2.00000000                                       | CUSIP: X51627FV8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    200000000 | PA      | $502504.61     | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA 1.5% 03/05/32/EUR/                    | SFIL SA /EUR/ REGD REG S EMTN 1.50000000                                                     | CUSIP: F8347NAF5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $534861.25     | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 2.5% 04/15/30/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 6Y 2.50000000                                              | CUSIP: X27717NM9<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1810000 | PA      | $2142498.33    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MCKESSON CORP 5.1% 07/15/33                   | MCKESSON CORP REGD 5.10000000                                                                | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |        80000 | PA      | $81871.96      | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINAN 3.125% 06/10/31                | BLUE OWL FINANCE LLC REGD 3.12500000                                                         | CUSIP: 09581JAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $17754.62      | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.125% 08/19/31/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 706 0.12500000                                  | CUSIP: H617314A2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       160000 | PA      | $195724.90     | 0.00%             | 2031-08-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17834 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17834 3.00000000                                                    | CUSIP: 3128PXV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        11051 | PA      | $10930.11      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.7% 04/15/48                         | MPLX LP REGD 4.70000000                                                                      | CUSIP: 55336VAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1272000 | PA      | $1032593.64    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08697 3% 03/01/46                    | FREDDIE MAC GOLD POOL P#G08697 3.00000000                                                    | CUSIP: 3128MJX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        14802 | PA      | $13169.92      | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 0.25% 10/06/42/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 689 0.25000000                                  | CUSIP: H61731Z75<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $43219.19      | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.9% 06/22/38/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 76 1.90000000                                                 | CUSIP: B1124GDP3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3510000 | PA      | $3486326.00    | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RJ0528 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#RJ0528 6.50000000                                                    | CUSIP: 3142GQSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       195984 | PA      | $203739.26     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A C 5.7% 07/16/29                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 5.70000000                  | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1046000 | PA      | $1058101.70    | 0.01%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.4% 05/13/64                | COCA-COLA CO/THE REGD 5.40000000                                                             | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       550000 | PA      | $535692.47     | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 4.2% 01/31/37/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.20000000                                               | CUSIP: E89228YY5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      9553000 | PA      | $12178264.24   | 0.08%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| FOX CORP 6.5% 10/13/33                        | FOX CORP REGD 6.50000000                                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       390000 | PA      | $421971.31     | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 2.75% 01/16/32/EUR/                | LAND BERLIN /EUR/ REGD 2.75000000                                                            | CUSIP: D4S495AA7<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $591407.62     | 0.00%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.25% 11/25/29/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 0.25000000                                                      | CUSIP: F9627PRW4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      2000000 | PA      | $2134763.41    | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 02/21/31/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000                                       | CUSIP: D4884QHK0<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $404227.20     | 0.00%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6221 4.5% 10/20/49                | GINNIE MAE II POOL P#MA6221 4.50000000                                                       | CUSIP: 36179U4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       546008 | PA      | $530249.08     | 0.00%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 3.25% 03/15/50                | AMEREN ILLINOIS CO REGD 3.25000000                                                           | CUSIP: 02361DAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $812905.61     | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.05PMUTK 07/08/28 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-195950.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 6.036% 11/15/33                | COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       280000 | PA      | $293885.79     | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52                | WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000                                              | CUSIP: 55903VBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $697500.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE 0.25% 01/23/30/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 0.25000000                                          | CUSIP: B2763WA67<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       300000 | PA      | $316012.06     | 0.00%             | 2030-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SINGAPORE  2.75% 03/01/35/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000                                                   | CUSIP: Y280CEG92<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2290000 | PA      | $1878844.59    | 0.01%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND THUE 2.875% 04/02/32/EUR/                | LAND THUERINGEN /EUR/ REGD REG S SER . 2.87500000                                            | CUSIP: D8T44EBB0<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $714771.84     | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 02/02/35                | HUNTINGTON BANCSHARES REGD V/R 5.70900000                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      2110000 | PA      | $2156568.57    | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TCW 2024-1A A1 V/R 01/16/37                   | TCW CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.86054000                            | CUSIP: 87252MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $700853.79     | 0.00%             | 2037-01-16      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RB5001 3.5% 07/01/39                   | FREDDIE MAC POOL UMBS P#RB5001 3.50000000                                                    | CUSIP: 3133KYRW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       119319 | PA      | $114594.69     | 0.00%             | 2039-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENE V/R 11/01/50/GBP/                | LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 4.50000000                                        | CUSIP: G54404AT8<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1083691.63    | 0.01%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.1% 11/15/29/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 7Y 2.10000000                                  | CUSIP: D14466LL4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10170000 | PA      | $11973473.92   | 0.08%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4583 2.5% 04/01/37                   | FANNIE MAE POOL UMBS P#MA4583 2.50000000                                                     | CUSIP: 31418ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       327229 | PA      | $305636.74     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.2% 09/01/52                | CONSUMERS ENERGY CO REGD 4.20000000                                                          | CUSIP: 210518DQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $16377.87      | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO B 1.45% 04/12/38/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S 1.45000000                                                 | CUSIP: N0258LAA5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $94149.54      | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20250804 000003534 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $275.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOV 4.75% 07/25/29/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0729 4.75000000                                        | CUSIP: X8T02EDA8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     12430000 | PA      | $3445097.30    | 0.02%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UST BDS 5.25% 11/15/28                        | U S TREASURY BONDS 5.25000000                                                                | CUSIP: 912810FF0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       330700 | PA      | $346421.17     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 3.25% 03/13/30/EUR/                | INVESTITIONSBANK DES LAN /EUR/ REGD REG S 3.25000000                                         | CUSIP: D3762NAF4<br>LEI: 5299009T1JIGA56W7T95 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $243301.33     | 0.00%             | 2030-03-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.7% 05/15/37/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.70000000                                          | CUSIP: G7S95MCH6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      2440000 | PA      | $2477524.15    | 0.02%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6792.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CA9145 2% 02/01/36                     | FANNIE MAE POOL UMBS P#CA9145 2.00000000                                                     | CUSIP: 3140QHET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2010001 | PA      | $1840818.29    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.2% 04/18/27                | DIAMONDBACK ENERGY INC REGD 5.20000000                                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30401.04      | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.25% 07/15/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.25000000                                        | CUSIP: T6031QBZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2430000 | PA      | $2899080.31    | 0.02%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BUNDESOBLIG 2.1% 04/12/29/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER G 2.10000000                                           | CUSIP: D2R8H4KZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3000000 | PA      | $3541624.41    | 0.02%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN H 2.85% 06/27/28/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD 2.85000000                                                 | CUSIP: 026657BF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2359103.99    | 0.02%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 03/11/31                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN 0.00000000                       | CUSIP: 45905ASE9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       155000 | PA      | $120716.76     | 0.00%             | 2031-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.614% 09/01/27                | SMITHSONIAN INSTITUTION REGD 1.61400000                                                      | CUSIP: 832432AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $32995.40      | 0.00%             | 2027-09-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CRH FIN U 4.125% 12/02/29/GBP/                | CRH FIN UK PLC /GBP/ REGD REG S EMTN 4.12500000                                              | CUSIP: G2656UAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $2018614.91    | 0.01%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 1.5% 03/29/38/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: N6520YTE8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       190000 | PA      | $182528.65     | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9246 3% 12/01/35                     | FANNIE MAE POOL UMBS P#FM9246 3.00000000                                                     | CUSIP: 3140XDHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       310379 | PA      | $299030.91     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.625% 10/22/71/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000                                              | CUSIP: G4527HDJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      8460000 | PA      | $4668272.69    | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.37% 01/20/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000                                         | CUSIP: Y6S39BL32<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    283000000 | PA      | $40091422.59   | 0.28%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY 3.1% 06/08/26                | KOREA EXPRESSWAY CORP REGD REG S EMTN 3.10000000                                             | CUSIP: Y4872ABN6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       800000 | PA      | $779375.86     | 0.01%             | 2026-06-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6085 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6085 2.00000000                                                    | CUSIP: 3133KMXN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       613696 | PA      | $493288.75     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORO USD 7Y C 3.36750 L 09/04/25 BOA           | ORO USD 7Y C 3.36750 L 09/04/25 BOA 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     44300000 | NC      | $277867.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 01/31/29                   | UNITED STATES TREASURY NOTE 1.75000000                                                       | CUSIP: 91282CDW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2265200 | PA      | $2116015.33    | 0.01%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 10/27/27/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 27/A 3.00000000                                       | CUSIP: X93622EB4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    194780000 | PA      | $534363.81     | 0.00%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  3.5% 08/21/30/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 3.50000000                                               | CUSIP: Q7943QTQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2140000 | PA      | $1380722.81    | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA7020 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA7020 2.50000000                                                    | CUSIP: 3133KNYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       186685 | PA      | $156241.53     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP  4.625% 08/01/27                | EXPEDIA GROUP INC REGD 4.62500000                                                            | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $702793.93     | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EURO STABI 1.75% 10/20/45/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: L3333SAY3<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | USGA              | N/A       |      1050000 | PA      | $934606.20     | 0.01%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 6.5% 07/04/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 97 6.50000000                                  | CUSIP: D20658BD7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     16810000 | PA      | $21604647.14   | 0.15%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH 5.45% 02/15/34                | CARDINAL HEALTH INC REGD 5.45000000                                                          | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |        23000 | PA      | $23675.77      | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEDIFICA S 0.75% 09/09/31/EUR/                | AEDIFICA SA /EUR/ REGD REG S 0.75000000                                                      | CUSIP: B0R2KHLX1<br>LEI: 529900DTKNXL0AXQFN28 | Long             | DBT              | CORP              | BE        |      1200000 | PA      | $1192275.74    | 0.01%             | 2031-09-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 2.75% 01/15/47/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.75000000                                                 | CUSIP: N81728AG7<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      6697000 | PA      | $7416401.14    | 0.05%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE  2.875% 03/21/36/EUR/                | DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 2.87500000                                           | CUSIP: D1895QES9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $57647.72      | 0.00%             | 2036-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.5% 05/25/36/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 0.50000000                                                      | CUSIP: F961A7BJ8<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       500000 | PA      | $434870.33     | 0.00%             | 2036-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0235 2% 04/01/51                     | FANNIE MAE POOL UMBS P#CB0235 2.00000000                                                     | CUSIP: 3140QKHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1008611 | PA      | $806042.99     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3634 3.5% 04/01/39                   | FANNIE MAE POOL UMBS P#MA3634 3.50000000                                                     | CUSIP: 31418DBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        10078 | PA      | $9685.00       | 0.00%             | 2039-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $450399.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.2% 08/01/33                    | AUTOZONE INC REGD 5.20000000                                                                 | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25338.28      | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FIN 4% 07/22/36/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S 4.00000000                                             | CUSIP: N2960PNA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $361525.50     | 0.00%             | 2036-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 4.75% 09/15/36/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 4.75000000                                             | CUSIP: Q9194YRJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1500000 | PA      | $960569.88     | 0.01%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.85PSO/N 05/08/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $2347.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLI 1.65% 12/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.65000000                                       | CUSIP: T6052BWV6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6944000 | PA      | $7746897.55    | 0.05%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTA 0.1% 02/27/32/EUR/                | BANCO SANTANDER SA /EUR/ REGD 0.10000000                                                     | CUSIP: E2R99C8Y6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $196831.91     | 0.00%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18663 3% 10/01/32                    | FREDDIE MAC GOLD POOL P#G18663 3.00000000                                                    | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       484165 | PA      | $470805.55     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3664 4% 03/01/49                     | FANNIE MAE POOL UMBS P#FM3664 4.00000000                                                     | CUSIP: 3140X7CA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       975291 | PA      | $922534.29     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN U 0.75% 04/04/31/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN 0.75000000                                              | CUSIP: L3334EBE6<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      3925000 | PA      | $4168884.96    | 0.03%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR F 1.625% 07/15/27/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: L6075ZAE6<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2872527.18    | 0.02%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR 4% 04/07/64/GBP/                | TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 4.00000000                                        | CUSIP: G9031AFC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $301132.50     | 0.00%             | 2064-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5356 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5356 5.00000000                                                    | CUSIP: 3133C55R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29666 | PA      | $29331.62      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 09/20/36/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 24 2.50000000                                           | CUSIP: J2615Q6B6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     46950000 | PA      | $355643.69     | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000004388 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13226.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND RHEIN 2.75% 02/23/28/EUR/                | LAND RHEINLAND-PFALZ /EUR/ REGD REG S 2.75000000                                             | CUSIP: D6S59FDN6<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $358324.85     | 0.00%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CASSA DEP 3.375% 02/11/32/EUR/                | CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: T2599HPL2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       500000 | PA      | $593786.92     | 0.00%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.125% 08/03/65                   | ORACLE CORP REGD 6.12500000                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20061.47      | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 3.45% 06/22/43/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 99 3.45000000                                                 | CUSIP: B1121KJM8<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       379000 | PA      | $433098.86     | 0.00%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.7% 06/15/32                | HOST HOTELS & RESORTS LP REGD 5.70000000                                                     | CUSIP: 44107TBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $106497.76     | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29                | CDW LLC/CDW FINANCE REGD 3.25000000                                                          | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        68000 | PA      | $64409.84      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0052 2% 07/01/32                     | FANNIE MAE POOL UMBS P#CA0052 2.00000000                                                     | CUSIP: 3140Q7BW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6528 | PA      | $6182.06       | 0.00%             | 2032-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF6499 5% 01/01/53                     | FREDDIE MAC POOL UMBS P#QF6499 5.00000000                                                    | CUSIP: 3133BUGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3091177 | PA      | $3051132.99    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 3.287% 08/01/69                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 3.28700000                                       | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |        40000 | PA      | $25513.71      | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3560 3% 02/01/28                     | FANNIE MAE POOL UMBS P#AL3560 3.00000000                                                     | CUSIP: 3138EK5W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38035 | PA      | $37511.36      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.5% 07/30/29/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000                                         | CUSIP: E0R088AJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $242317.27     | 0.00%             | 2029-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.6% 12/01/26/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 467 0.60000000                                           | CUSIP: J2S39L5P5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4300000000 | PA      | $29838276.45   | 0.21%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL 5.3% 01/13/30                | LINCOLN FIN GLBL FUNDING REGD 144A P/P 5.30000000                                            | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |       890000 | PA      | $914807.63     | 0.01%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CENCORA INC 4.3% 12/15/47                     | CENCORA INC REGD 4.30000000                                                                  | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1621.41       | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 1.5% 12/08/32/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.50000000                                      | CUSIP: D1T0VZCR0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $213673.35     | 0.00%             | 2032-12-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ON 1.65% 06/12/29/EUR/                | CAPITAL ONE FINANCIAL CO /EUR/ REGD 1.65000000                                               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       250000 | PA      | $280269.98     | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNA 2% 07/09/39/EUR/                | SAUDI INTERNATIONAL BOND /EUR/ REGD REG S 2.00000000                                         | CUSIP: M6320UAU3<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      1200000 | PA      | $1087641.27    | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.25% 06/21/34/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 170 4.25000000                                    | CUSIP: Q2R04NFJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2150000 | PA      | $1435158.20    | 0.01%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/13/31                | BANK OF AMERICA CORP REGD V/R MTN 2.49600000                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3013651.64    | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRL 5.125% 06/15/27                | SOUTHWEST AIRLINES CO REGD 5.12500000                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1160137.18    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H16 FD V/R 10/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H16 CL FD V/R 5.24602000                   | CUSIP: 38380LG56<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2047621 | PA      | $2051259.16    | 0.01%             | 2069-10-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.15% 06/20/44/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.15000000                                                    | CUSIP: A524803H0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3928000 | PA      | $4454326.07    | 0.03%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA5556 4% 12/01/39                     | FANNIE MAE POOL UMBS P#MA5556 4.00000000                                                     | CUSIP: 31418FE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1892767 | PA      | $1851343.35    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 3% 09/15/33/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000                                             | CUSIP: X27717MY4<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2520000 | PA      | $3005016.93    | 0.02%             | 2033-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 02/20/31/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UTZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6234000 | PA      | $6387531.02    | 0.04%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TELEKOM FIN 1.5% 12/07/26/EUR/                | TELEKOM FINANZMANAGEMENT /EUR/ REGD REG S 1.50000000                                         | CUSIP: A8502HDY0<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       200000 | PA      | $232641.67     | 0.00%             | 2026-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3306 4% 03/01/48                     | FANNIE MAE POOL UMBS P#MA3306 4.00000000                                                     | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        62680 | PA      | $59438.65      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.7% 02/10/53                      | INTEL CORP REGD 5.70000000                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       140000 | PA      | $130476.79     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 3.2% 06/01/32                | WASTE CONNECTIONS INC REGD 3.20000000                                                        | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |        10000 | PA      | $9132.41       | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4322 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD4322 6.50000000                                                    | CUSIP: 3132E0YT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       127793 | PA      | $133501.82     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/ 3% 05/15/32                | JBS USA HOLD/FOOD/LUX CO REGD 3.00000000                                                     | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       575000 | PA      | $503187.16     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYPO VORA 1.625% 05/11/28/EUR/                | HYPO VORARLBERG BANK AG /EUR/ REGD REG S 1.62500000                                          | CUSIP: A3R45LEL4<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $115053.56     | 0.00%             | 2028-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.3% 12/15/42                        | AT&T INC REGD SER WI 4.30000000                                                              | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        12000 | PA      | $10121.23      | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEMASEK FI 3.25% 02/15/27/EUR/                | TEMASEK FINANCIAL I LTD /EUR/ REGD REG S EMTN SER GMTN 3.25000000                            | CUSIP: Y8585EAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1500000 | PA      | $1789862.77    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG 3% 01/10/33/EUR/                | BERLIN HYP AG /EUR/ REGD REG S EMTN 3.00000000                                               | CUSIP: D0R6FVRG6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59541.13      | 0.00%             | 2033-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 2.75% 07/04/28/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 2.75000000                                             | CUSIP: X7306XAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       960000 | PA      | $1152463.67    | 0.01%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R03.61PKWDC 11/24/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $46500.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AG 3.375% 09/04/28/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: F2276HCL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121159.86     | 0.00%             | 2028-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRANCE GOVT 4.75% 4/25/35 /EUR                | FRANCE GOVT 4.75% 4/25/35 /EUR 4.75000000                                                    | CUSIP: F43750JU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     10467000 | PA      | $13886497.10   | 0.10%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.2% 06/15/33                     | SOUTHERN CO REGD 5.20000000                                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20349.47      | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0534 3% 05/01/51                     | FANNIE MAE POOL UMBS P#CB0534 3.00000000                                                     | CUSIP: 3140QKSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9393795 | PA      | $8171763.72    | 0.06%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/30/26                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CLY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2949100 | PA      | $2964075.88    | 0.02%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT 0.75% 07/07/28/EUR/                | CAISSE NAT REASSURANCE /EUR/ REGD REG S 0.75000000                                           | CUSIP: F13063AA4<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5409509.56    | 0.04%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 0.05% 04/30/31/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.05000000                                       | CUSIP: D076A26K1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $50702.08      | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.1% 03/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 117 2.10000000                                          | CUSIP: J2615Q3F0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1267800000 | PA      | $9255411.01    | 0.06%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA5505 5% 12/01/49                     | FREDDIE MAC POOL UMBS P#QA5505 5.00000000                                                    | CUSIP: 3133A0DJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       316678 | PA      | $316726.75     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6004 5.5% 04/01/53                   | FANNIE MAE POOL UMBS P#CB6004 5.50000000                                                     | CUSIP: 3140QRU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1671301 | PA      | $1691050.59    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELENOR A 3.375% 04/01/32/EUR/                | TELENOR ASA /EUR/ REGD REG S EMTN 3.37500000                                                 | CUSIP: R89923KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      8575000 | PA      | $10228147.03   | 0.07%             | 2032-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUD 2.375% 08/20/30                | GOVT OF BERMUDA REGD 144A P/P 2.37500000                                                     | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | BM        |       670000 | PA      | $594491.00     | 0.00%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 4.1% 02/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 4.10000000                                  | CUSIP: T6052B5X2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2195000 | PA      | $2738926.30    | 0.02%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C40 3.581% 09/15/27                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40 SER 2017-C40 CL A4 REGD 3.58100000            | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       550000 | PA      | $538642.12     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4831 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#CB4831 4.50000000                                                     | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       841474 | PA      | $806190.72     | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  3.625% 01/28/40/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.62500000                                       | CUSIP: X7S0E3AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       880000 | PA      | $1006506.57    | 0.01%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSC 0.01% 11/26/40/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.01000000                                     | CUSIP: D4904PJD2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $141641.49     | 0.00%             | 2040-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 05/10/45/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 684 0.00000000                                  | CUSIP: H61731Y50<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       125000 | PA      | $124430.34     | 0.00%             | 2045-05-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.75PBW6M 12/03/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-30884.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO 5.6% 04/01/53                 | OKLAHOMA G&E CO REGD 5.60000000                                                              | CUSIP: 678858BY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4874.43       | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RAIFFEISE 3.375% 07/10/29/EUR/                | RAIFFEISEN BAUSPARKASSE /EUR/ REGD 3.37500000                                                | CUSIP: A6601QAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $121146.40     | 0.00%             | 2029-07-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.75% 05/03/49/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 2.75000000                                          | CUSIP: M2R92QAD6<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       230000 | PA      | $224153.15     | 0.00%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND G 3% 04/20/29/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0429 3.00000000                                        | CUSIP: Q54627BV7<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      5750000 | PA      | $3418761.18    | 0.02%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 02/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4ES4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9433000 | PA      | $10089934.79   | 0.07%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK5282 4% 06/01/48                     | FANNIE MAE POOL UMBS P#BK5282 4.00000000                                                     | CUSIP: 3140HJ2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24037 | PA      | $22721.09      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS C 3.45% 04/15/50                | EVERGY KANSAS CENTRAL REGD 3.45000000                                                        | CUSIP: 30036FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3470.94       | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.19% 04/15/53/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000                                         | CUSIP: Y6S39BZ94<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    136000000 | PA      | $23980108.00   | 0.16%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1736.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY C 1.25% 11/19/27/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 1.25000000                                             | CUSIP: Q9194YJR6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2370000 | PA      | $1482573.36    | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8800 5% 04/20/53                  | GINNIE MAE II POOL P#MA8800 5.00000000                                                       | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1018388 | PA      | $1006153.65    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.09800 L 02/06/35 BOA      | ORO FWD USD 10Y C 4.09800 L 02/06/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1900000 | NC      | $100103.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29                  | UNITED STATES TREASURY NOTE 2.37500000                                                       | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2245600 | PA      | $2139372.59    | 0.01%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 1.875% 06/24/50/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 741 1.87500000                                  | CUSIP: H617316Q5<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        30000 | PA      | $43241.92      | 0.00%             | 2050-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN 3% 03/13/54/EUR/                  | LAND BERLIN /EUR/ REGD REG S 3.00000000                                                      | CUSIP: D09856E98<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       510000 | PA      | $528345.22     | 0.00%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC0128 3% 12/01/30                     | FANNIE MAE POOL UMBS P#BC0128 3.00000000                                                     | CUSIP: 3140EUEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17002 | PA      | $16592.30      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H12 DF V/R 08/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 5.80185000                   | CUSIP: 38382YAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1970047 | PA      | $2011153.79    | 0.01%             | 2071-08-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYS 3.5% 03/12/35/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.50000000                                           | CUSIP: B4S13TMX6<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $231739.93     | 0.00%             | 2035-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.10PMUTK 07/08/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-2214.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT  5.6% 10/11/54                | ARES MANAGEMENT CORP REGD 5.60000000                                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4727.92       | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNR 2016-63 AS V/R 09/25/46                   | FANNIE MAE REMICS SER 2016-63 CL AS V/R 1.58035000                                           | CUSIP: 3136ATXY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1207587 | PA      | $146141.17     | 0.00%             | 2046-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.05% 04/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.05000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     26500000 | PA      | $3772962.82    | 0.03%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HONG KONG 3.3% 06/07/33/CNH/                  | HONG KONG /CNH/ REGD REG S EMTN SER GMTN 3.30000000                                          | CUSIP: Y2836BBH6<br>LEI: N/A                  | Long             | DBT              | USGA              | HK        |     16000000 | PA      | $2437714.96    | 0.02%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SWEDISH EX 2.75% 02/23/28/EUR/                | SWEDISH EXPORT CREDIT /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: W9T06FGV1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |       585000 | PA      | $695563.82     | 0.00%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20250917 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1963.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB7508 6% 11/01/53                     | FANNIE MAE POOL UMBS P#CB7508 6.00000000                                                     | CUSIP: 3140QTKW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2001111 | PA      | $2053366.65    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6834 2% 04/01/51                     | FANNIE MAE POOL UMBS P#FM6834 2.00000000                                                     | CUSIP: 3140XASY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2035713 | PA      | $1635958.05    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 02/05/29/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.62500000                                                      | CUSIP: D09856ZS3<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $886640.67     | 0.01%             | 2029-02-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 07/15/35/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128CJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      2560000 | PA      | $2937795.94    | 0.02%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KI 4.25% 03/28/41/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 60 4.25000000                                                 | CUSIP: B533BSKB9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5870000 | PA      | $7466729.09    | 0.05%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA8382 2% 12/01/35                     | FANNIE MAE POOL UMBS P#CA8382 2.00000000                                                     | CUSIP: 3140QGJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       278782 | PA      | $256187.47     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS IN 4.9% 11/01/34                | PHILIP MORRIS INTL INC REGD 4.90000000                                                       | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2986.18       | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREIE HANSE 0.8% 04/11/34/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.80000000                                         | CUSIP: D3R33AAY5<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $789961.60     | 0.01%             | 2034-04-11      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.95% 06/15/29/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 1.95000000                                          | CUSIP: X6694NAY7<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2553000 | PA      | $2984456.79    | 0.02%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.125% 05/17/39/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 3.12500000                                          | CUSIP: F14221FA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $113044.33     | 0.00%             | 2039-05-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 2.75% 04/15/38/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 15Y 2.75000000                                             | CUSIP: X27717MU2<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1780000 | PA      | $1993792.11    | 0.01%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CNP ASSURANC V/R 10/12/53/EUR/                | CNP ASSURANCES SACA /EUR/ REGD V/R REG S EMTN 1.87500000                                     | CUSIP: F1876NBX9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $301228.20     | 0.00%             | 2053-10-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 7.5% 06/15/35/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR80 7.50000000                                          | CUSIP: Y6S86ZMF3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  47876000000 | PA      | $3112456.06    | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 3.5% 07/01/26                | EXTRA SPACE STORAGE LP REGD 3.50000000                                                       | CUSIP: 30225VAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $12867.97      | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESS 0.625% 08/02/28/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 1801 0.62500000                                             | CUSIP: D3R1TJBW5<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       230000 | PA      | $257841.91     | 0.00%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HEATHROW  4.625% 10/31/46/GBP/                | HEATHROW FUNDING LTD /GBP/ REGD REG S EMTN 4.62500000                                        | CUSIP: G4R1JXAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       325000 | PA      | $364645.04     | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS1058 2% 11/01/28                     | FANNIE MAE POOL UMBS P#AS1058 2.00000000                                                     | CUSIP: 3138WAE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        56956 | PA      | $55125.64      | 0.00%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO FIN 1.25% 03/28/33/GBP/                | DIAGEO FINANCE PLC /GBP/ REGD REG S EMTN 1.25000000                                          | CUSIP: G2756XVL3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3235390.85    | 0.02%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 5.375% 03/18/27/GBP/                | SOCIETE NATIONALE SNCF S /GBP/ REGD EMTN 5.37500000                                          | CUSIP: F8927NDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $558033.82     | 0.00%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROATIA 3% 03/20/27/EUR/                      | CROATIA /EUR/ REGD REG S SER .. 3.00000000                                                   | CUSIP: X7330ZFJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       300000 | PA      | $358711.81     | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO STABI 0.01% 03/04/30/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD 0.01000000                                               | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | USGA              | N/A       |      1900000 | PA      | $2002580.23    | 0.01%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS 5.5% 06/15/45                | VERISK ANALYTICS INC REGD 5.50000000                                                         | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |        28000 | PA      | $26866.21      | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.68% 09/13/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2209 2.68000000                                        | CUSIP: Y1456TNV4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    100000000 | PA      | $14535118.83   | 0.10%             | 2029-09-13      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 11/15/27/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 8Y 0.00000000                                  | CUSIP: D2R8H4FD6<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7311000 | PA      | $8243846.86    | 0.06%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP 5.576% 01/25/49                      | FOX CORP REGD SER WI 5.57600000                                                              | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7513.42       | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA IN 4.475% 02/26/28                | CHEVRON USA INC REGD 4.47500000                                                              | CUSIP: 166756BB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $80941.07      | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC V/R 02/15/62                | AMERICAN ELECTRIC POWER REGD V/R 3.87500000                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       195000 | PA      | $186837.67     | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 01/31/27                    | UNITED STATES TREASURY NOTE 1.50000000                                                       | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3258900 | PA      | $3143310.89    | 0.02%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 7.008% 05/01/64                 | BOEING CO/THE REGD SER WI 7.00800000                                                         | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1310000 | PA      | $1438686.75    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 4.3% 05/15/28                | ONCOR ELECTRIC DELIVERY REGD 4.30000000                                                      | CUSIP: 68233JCQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20093.01      | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.95% 08/01/54                | KINDER MORGAN INC REGD 5.95000000                                                            | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        45000 | PA      | $44243.68      | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE  3.8% 06/22/40/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.80000000                                    | CUSIP: B2763WM80<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $232628.11     | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TENNET HO 1.625% 11/17/26/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.62500000                                           | CUSIP: N85094UB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       450000 | PA      | $524594.37     | 0.00%             | 2026-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1437 6.5% 05/01/54                   | FREDDIE MAC POOL UMBS P#RJ1437 6.50000000                                                    | CUSIP: 3142GRS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       642145 | PA      | $669740.91     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE H 5.75% 06/05/33                | RENAISSANCERE HOLDINGS L REGD 5.75000000                                                     | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |        52000 | PA      | $53604.94      | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.987% 10/30/56                | VERIZON COMMUNICATIONS REGD SER WI 2.98700000                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       130000 | PA      | $78391.93      | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS3767 3.5% 07/01/43                   | FREDDIE MAC POOL UMBS P#ZS3767 3.50000000                                                    | CUSIP: 3132A4FG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1514 | PA      | $1421.94       | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA 3% 12/06/27/SEK/                | SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 601 3.00000000                               | CUSIP: W8T54F8T8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $431295.78     | 0.00%             | 2027-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K755 A2 5.203% 02/25/31                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K755 CL A2 5.20300000       | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $2089114.00    | 0.01%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 08/15/29                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 912828YB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2364000 | PA      | $2176449.84    | 0.01%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.625% 05/01/28/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.62500000                                                   | CUSIP: Y6132HNP4<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1960000 | PA      | $1576934.42    | 0.01%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 5.75% 10/25/32/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 5.75000000                                               | CUSIP: F4040STS5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1029000 | PA      | $1437447.94    | 0.01%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX 2021-21M A V/R 10/15/26                    | BX COMMERCIAL MORTGAGE TRUST 2021-21M SER 2021-21M CL A V/R REGD 144A P/P 5.15648000         | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       892553 | PA      | $892273.94     | 0.01%             | 2036-10-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP 5.375% 11/15/54                 | AMPHENOL CORP REGD 5.37500000                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       155000 | PA      | $151726.84     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.625% 03/14/42/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 3.62500000                                          | CUSIP: L32482HJ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      2025000 | PA      | $2436575.48    | 0.02%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROCTER & 1.875% 10/30/38/EUR/                | PROCTER & GAMBLE CO/THE /EUR/ REGD 1.87500000                                                | CUSIP: 742718FE4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       325000 | PA      | $324813.76     | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 3.875% 01/12/27/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 3.87500000                                    | CUSIP: F3R505JJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $359958.66     | 0.00%             | 2027-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE 5.5% 03/27/37/GBP/                | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.50000000                                          | CUSIP: F3R92TAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $652307.55     | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20250722 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31385.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA1447 3% 11/20/43                  | GINNIE MAE II POOL P#MA1447 3.00000000                                                       | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        78783 | PA      | $71460.34      | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/26/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 342 0.10000000                                          | CUSIP: J2S39KMP8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2000000000 | PA      | $13850213.53   | 0.10%             | 2026-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN  2.125% 09/13/28/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S EMTN 2.12500000                                         | CUSIP: A05599CQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $234805.95     | 0.00%             | 2028-09-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FNMA ZCP 11/15/30                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION ZCP 0.00000000                                         | CUSIP: 3136F7NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       445000 | PA      | $358155.40     | 0.00%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1795000 | PA      | $1762395.51    | 0.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SFIL SA 0.05% 06/04/29/EUR/                   | SFIL SA /EUR/ REGD REG S EMTN 0.05000000                                                     | CUSIP: F8347NAD0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1800000 | PA      | $1924655.27    | 0.01%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 0.25% 04/30/31/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 0.25000000                                                | CUSIP: E5R036AS7<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $307010.99     | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.85% 10/01/52                | CENTERPOINT ENER HOUSTON REGD SER AJ 4.85000000                                              | CUSIP: 15189XBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8945.00       | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 05/15/35/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 15Y 0.00000000                                 | CUSIP: D2R8H4FE4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6109000 | PA      | $5561747.80    | 0.04%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20250722 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-140937.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL FIXED  2% 03/31/27/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0327 2.00000000                                             | CUSIP: M57494CL4<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       800000 | PA      | $230836.51     | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/29                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CLN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2992000 | PA      | $2961145.00    | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATI 0.875% 02/08/28/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S 0.87500000                                         | CUSIP: N22615B44<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113918.86     | 0.00%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.65% 02/15/53                    | PEPSICO INC REGD 4.65000000                                                                  | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2651.61       | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHR 4023 S V/R 03/15/42                       | FREDDIE MAC REMICS SER 4023 CL S V/R 1.83167000                                              | CUSIP: 3137AMFH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       840201 | PA      | $89698.40      | 0.00%             | 2042-03-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.8% 03/20/42/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 180 0.80000000                                          | CUSIP: J2S39LUS1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1190000000 | PA      | $6685832.43    | 0.05%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE 6.875% 09/19/33                | SANTOS FINANCE LTD REGD 144A P/P 6.87500000                                                  | CUSIP: 803014AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       320000 | PA      | $349382.08     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVE 3.27% 03/25/73/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.27000000                                         | CUSIP: Y6S39BW97<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    141970000 | PA      | $27569726.80   | 0.19%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-C5 3.063% 10/15/29                 | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL A4 REGD 3.06300000                 | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $939587.40     | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JPN HOUSI 1.753% 03/19/26/JPY/                | JPN HOUSING FIN AGENCY /JPY/ REGD SER 71 1.75300000                                          | CUSIP: J2761LGR3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    200000000 | PA      | $1399378.79    | 0.01%             | 2026-03-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  SEP25                   | FUTURE CONTRACT ON           EURO-BUND FUTURE  SEP25 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -261 | NC      | $-40013959.59  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | ILS/USD FWD 20250917 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31499.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND THUER 1.25% 12/05/33/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 1.25000000                                                  | CUSIP: D8T44EAL9<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $207043.51     | 0.00%             | 2033-12-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20250722 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12578.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETWORK R 4.375% 12/09/30/GBP/                | NETWORK RAIL INFRA FIN /GBP/ REGD REG S EMTN 4.37500000                                      | CUSIP: G6459BAK7<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |       390000 | PA      | $540520.86     | 0.00%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/29/28                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CGP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1851612.46    | 0.01%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAMCA 2% 10/27/31                             | FEDERAL AGRICULTURAL MORTGAGE CORP MTN 2.00000000                                            | CUSIP: 31422XPG1<br>LEI: 549300MS654K78GYF580 | Long             | DBT              | USGA              | US        |      1000000 | PA      | $880325.24     | 0.01%             | 2031-10-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HL 2% 03/15/31                | HEALTHCARE RLTY HLDGS LP REGD 2.00000000                                                     | CUSIP: 42225UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $68482.84      | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/28                     | BARCLAYS PLC REGD V/R 4.83700000                                                             | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1320000 | PA      | $1330005.23    | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.625% 09/27/29/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 6.62500000                                                     | CUSIP: X7360WCL4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      2000000 | PA      | $2536673.35    | 0.02%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP01.21 08/15/28 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $550707.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDO 4% 10/22/31/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000                                              | CUSIP: G4527HF89<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11330000 | PA      | $15458479.05   | 0.11%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 0.375% 07/20/26/EUR/                | VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 0.37500000                                     | CUSIP: D9T70CHK3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1729885.21    | 0.01%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C32 3.72% 12/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C32 CL A4 REGD 3.72000000     | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $987301.60     | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT 3.25% 10/15/30                | INT DEVELOPMENT FIN CORP REGD 3.25000000                                                     | CUSIP: 6903534Z7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       611111 | PA      | $596507.78     | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | HUF/USD FWD 20250702 000001733 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-780723.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVE 2% 06/17/42/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.00000000                                               | CUSIP: Y6065BMN4<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     46000000 | PA      | $1416988.15    | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA 3.125% 01/31/30/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.12500000                                         | CUSIP: E90211AB4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       700000 | PA      | $834753.32     | 0.01%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SPAREBANK  0.01% 09/22/27/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S 0.01000000                                         | CUSIP: R8T51PFE0<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $112252.74     | 0.00%             | 2027-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2708 4.4% 01/01/32                   | FANNIE MAE POOL UMBS P#BZ2708 4.40000000                                                     | CUSIP: 3140NXAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       630000 | PA      | $629451.94     | 0.00%             | 2032-01-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.5% 01/15/55                | T-MOBILE USA INC REGD 5.50000000                                                             | CUSIP: 87264ADG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $99643.26      | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORO USD 7Y P 5.00000 L  08/29/25 BOA          | ORO USD 7Y P 5.00000 L  08/29/25 BOA 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    200400000 | NC      | $2144.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGESS 3.5% 11/25/29/EUR/                     | SAGESS /EUR/ REGD REG S EMTN 3.50000000                                                      | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |       200000 | PA      | $243059.14     | 0.00%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.25% 05/12/36/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.25000000                                    | CUSIP: D5S07LDU2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1400000 | PA      | $1365696.53    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMM 4.125% 05/15/29                | DISCOVERY COMMUNICATIONS REGD 4.12500000                                                     | CUSIP: 25470DBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $808230.80     | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4303 4% 08/01/52                     | FANNIE MAE POOL UMBS P#CB4303 4.00000000                                                     | CUSIP: 3140QPX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1387983 | PA      | $1293252.68    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE  1% 01/05/29/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.00000000                                            | CUSIP: F01177AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $554487.56     | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES 5.65% 06/15/54                | NORTHERN STATES PWR-WISC REGD 5.65000000                                                     | CUSIP: 665789BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1510574.63    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LAND HESS 3.125% 03/12/35/EUR/                | LAND HESSEN /EUR/ REGD REG S 3.12500000                                                      | CUSIP: D3R1TJEK8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $717504.15     | 0.00%             | 2035-03-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 1.5% 05/29/37/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: F8446VDA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $279517.64     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 1.25% 06/01/28/EUR/                | LAND BERLIN /EUR/ REGD 1.25000000                                                            | CUSIP: D09856D57<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $572602.42     | 0.00%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMB 4.814% 10/01/14                | DIST OF COLUMBIA WTR & SWR AUT REGD N/C B/E 4.81400000                                       | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |       890000 | PA      | $758675.16     | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 3.25% 12/20/31/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.25000000                                        | CUSIP: F0109PEH7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $480942.37     | 0.00%             | 2031-12-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9578 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FM9578 2.00000000                                                     | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1435832 | PA      | $1153849.09    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.8% 06/22/27/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 81 0.80000000                                                 | CUSIP: B1121KEB7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7800000 | PA      | $8981904.41    | 0.06%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY INDI 5.4% 04/01/53                | DUKE ENERGY INDIANA LLC REGD 5.40000000                                                      | CUSIP: 26443TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $23842.45      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  4.65% 03/15/33                | PUBLIC SERVICE ELECTRIC REGD MTN 4.65000000                                                  | CUSIP: 74456QCL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9940.28       | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0325 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#RJ0325 6.50000000                                                    | CUSIP: 3142GQLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       187721 | PA      | $194422.10     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9437 3.5% 05/01/53                   | FANNIE MAE POOL UMBS P#FS9437 3.50000000                                                     | CUSIP: 3140XRPX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       911271 | PA      | $821496.26     | 0.01%             | 2053-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.2% 12/01/51                | CON EDISON CO OF NY INC REGD 3.20000000                                                      | CUSIP: 209111GC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $33116.34      | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 0.01% 08/26/30/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 59 0.01000000                                  | CUSIP: D2R3ZXAD8<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1033935.75    | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.8% 07/30/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000                                               | CUSIP: E8922AMH0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8100000 | PA      | $8965094.60    | 0.06%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 3.25% 05/07/32/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F2893TBW5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $349697.45     | 0.00%             | 2032-05-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.54% 12/25/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.54000000                                         | CUSIP: Y6S39B5D8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    122000000 | PA      | $17887543.12   | 0.12%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BULGARIA 1.375% 09/23/50/EUR/                 | BULGARIA /EUR/ REGD SER 30Y 1.37500000                                                       | CUSIP: X0R483AT9<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |      1300000 | PA      | $910240.63     | 0.01%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0425 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#SL0425 6.00000000                                                    | CUSIP: 31427MPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       678317 | PA      | $699203.03     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAT 2019-1A AR2 V/R 11/16/34                 | FLATIRON CLO 19 LTD SER 2019-1A CL AR2 V/R REGD 144A P/P 5.50520000                          | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       915508 | PA      | $916954.12     | 0.01%             | 2034-11-16      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASUR 3% 12/10/42/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4212 3.00000000                                           | CUSIP: Y7277FKE9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |     70000000 | PA      | $52995.35      | 0.00%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52                      | UNITED STATES TREASURY BOND 4.00000000                                                       | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2435300 | PA      | $2133170.59    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F43750JN3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     18623000 | PA      | $21064639.19   | 0.14%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BRITISH COL 2.8% 06/18/48/CAD/                | BRITISH COLUMBIA PROV OF /CAD/ REGD 2.80000000                                               | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |       400000 | PA      | $223507.10     | 0.00%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.875% 06/25/29/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000                                          | CUSIP: D67763AF5<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $479397.62     | 0.00%             | 2029-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 6.798% 11/07/28                | FORD MOTOR CREDIT CO LLC REGD 6.79800000                                                     | CUSIP: 345397D59<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $207181.49     | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 06/20/51/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000                                           | CUSIP: J2S39LQP2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    385800000 | PA      | $1685753.51    | 0.01%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8529 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#RA8529 5.50000000                                                    | CUSIP: 3133KQPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       500305 | PA      | $505603.76     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY1265 5% 05/01/53                     | FANNIE MAE POOL UMBS P#BY1265 5.00000000                                                     | CUSIP: 3140NHMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       196758 | PA      | $193573.60     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1840100 | PA      | $1846928.50    | 0.01%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2153 4% 11/01/33                     | FANNIE MAE POOL UMBS P#FM2153 4.00000000                                                     | CUSIP: 3140X5MB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4566 | PA      | $4538.27       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P01.00RSO/N 05/08/26 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-51736.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.75PSOFR 12/18/29 MSNYUS33XXX FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $188205.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVEL 4.2% 01/19/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.20000000                                           | CUSIP: Y1397WAG6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     13000000 | PA      | $1884461.98    | 0.01%             | 2027-01-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9656 1.5% 11/01/36                   | FANNIE MAE POOL UMBS P#FM9656 1.50000000                                                     | CUSIP: 3140XDWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       147341 | PA      | $131334.05     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DE VOLKSB 4.625% 11/23/27/EUR/                | DE VOLKSBANK NV /EUR/ REGD REG S EMTN 4.62500000                                             | CUSIP: N2R87AEZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       600000 | PA      | $737281.98     | 0.01%             | 2027-11-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 1.75% 11/01/30                  | CALIFORNIA ST REGD N/C B/E 1.75000000                                                        | CUSIP: 13063DYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       100000 | PA      | $88369.28      | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEDERLAND 3.375% 07/11/34/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: N61157EB0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235131.10     | 0.00%             | 2034-07-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.8% 11/15/28                | AMERICAN TOWER CORP REGD 5.80000000                                                          | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |        26000 | PA      | $27117.13      | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES I 2.1% 10/01/31                | ANALOG DEVICES INC REGD 2.10000000                                                           | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |        45000 | PA      | $39267.19      | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIV 3.7% 08/01/47                | COLGATE-PALMOLIVE CO REGD MTN 3.70000000                                                     | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |        20000 | PA      | $15723.20      | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/19/30/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000                                             | CUSIP: F1233NHC7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $324480.54     | 0.00%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK V/R 04/19/33/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD V/R REG S EMTN 5.25000000                                      | CUSIP: B1107XWZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $123638.57     | 0.00%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.625% 10/31/36/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.62500000                                     | CUSIP: D490375Q9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       825000 | PA      | $745896.13     | 0.01%             | 2036-10-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNR 2019-78 DI 4.5% 11/25/49                  | FANNIE MAE REMICS SER 2019-78 CL DI 4.50000000                                               | CUSIP: 3136B7S51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       484015 | PA      | $89409.93      | 0.00%             | 2049-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.01% 07/02/30/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.01000000                                                      | CUSIP: D09856A50<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       490000 | PA      | $509317.19     | 0.00%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FHMS KJ50 A2 V/R 10/25/34                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KJ50 CL A2 V/R 4.22800000        | CUSIP: 3137HDV31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5900000 | PA      | $5801442.27    | 0.04%             | 2034-10-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S 2.25% 06/14/28/EUR/                | ORSTED A/S /EUR/ REGD EMTN 2.25000000                                                        | CUSIP: K7653QAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      1000000 | PA      | $1160587.00    | 0.01%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORO USD 7Y P 3.94300 L 07/07/25 BOA           | ORO USD 7Y P 3.94300 L 07/07/25 BOA 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -8200000 | NC      | $-31.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV 3% 02/23/28/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000                                                 | CUSIP: N14288N88<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $721780.37     | 0.00%             | 2028-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 06/30/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 912828ZV5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1558200 | PA      | $1462151.59    | 0.01%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.3% 12/01/49                | VIRGINIA ELEC & POWER CO REGD 3.30000000                                                     | CUSIP: 927804GC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6749.26       | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.5% 10/11/29/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 190 2.50000000                                         | CUSIP: D2R8H4LF4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6880000 | PA      | $8234491.38    | 0.06%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV 3% 05/21/34/EUR/                  | ING BANK NV /EUR/ REGD REG S 3.00000000                                                      | CUSIP: N4R82CU91<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117719.90     | 0.00%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 4.448% 03/16/28                | BAT INTL FINANCE PLC REGD 4.44800000                                                         | CUSIP: 05530QAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        20000 | PA      | $20028.77      | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 02/15/50                      | UNITED STATES TREASURY BOND 2.00000000                                                       | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4317900 | PA      | $2540645.62    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4574 3% 11/01/26                     | FANNIE MAE POOL UMBS P#AJ4574 3.00000000                                                     | CUSIP: 3138AWCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        41152 | PA      | $40692.13      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGI 5.35% 09/15/54                | UBER TECHNOLOGIES INC REGD 5.35000000                                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13980.26      | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROL 5.15% 03/01/30                | MARATHON PETROLEUM CORP REGD 5.15000000                                                      | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       150000 | PA      | $152821.10     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 5% AUG 25                      | G2SF 30 YR TBA 5% AUG 25       TO BE ANNOUNCED 5.00000000                                    | CUSIP: 21H050680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14500000 | PA      | $14234946.24   | 0.10%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 3.3% 04/30/35/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.30000000                                               | CUSIP: E6960NNP0<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $352086.66     | 0.00%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8477297.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH C 2.625% 02/25/30/EUR/                | SWEDISH COVERED BOND /EUR/ REGD REG S EMTN 2.62500000                                        | CUSIP: W9514TCZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       100000 | PA      | $118262.41     | 0.00%             | 2030-02-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REGION OF  3.65% 05/25/35/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 3.65000000                                     | CUSIP: F7486HAA2<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1205192.43    | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2527 3.5% 08/01/32                   | FANNIE MAE POOL UMBS P#AL2527 3.50000000                                                     | CUSIP: 3138EJYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39681 | PA      | $38514.80      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVER ZCP 01/25/27/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD ZCP SER 0127 0.00000000                                    | CUSIP: X8T02EFA6<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     25650000 | PA      | $6642971.19    | 0.05%             | 2027-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.35% 04/01/30/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 1.35000000                                 | CUSIP: T6052BUB2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3150000 | PA      | $3516859.55    | 0.02%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBA 1% 03/01/28/EUR/                | LFA FOERDERBANK BAYERN /EUR/ REGD EMTN SER 171 1.00000000                                    | CUSIP: D50208AX1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $228103.42     | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS C 4.05% 03/15/32                | SOUTHWEST GAS CORP REGD 4.05000000                                                           | CUSIP: 845011AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $14223.71      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 12/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.95000000                                       | CUSIP: T6052BF37<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      9585000 | PA      | $10022710.51   | 0.07%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AEROPORTS D 3.5% 03/20/33/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S EMTN 3.50000000                                       | CUSIP: F0R17AAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118461.01     | 0.00%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGISTRY  5.472% 12/19/31/AUD/                | REGISTRY FINANCE PTY LTD /AUD/ REGD REG S MTN 5.47200000                                     | CUSIP: Q8059RAB1<br>LEI: 894500KZUMW0SWEIK312 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $136126.47     | 0.00%             | 2031-12-19      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PL V/R 09/07/28/GBP/                | OSB GROUP PLC /GBP/ REGD V/R REG S EMTN 9.50000000                                           | CUSIP: G6S36LAC5<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |      3400000 | PA      | $5047545.50    | 0.03%             | 2028-09-07      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20250702 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-286174.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA  3.635% 08/30/30/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0225 3.63500000                                      | CUSIP: Y2R35QGU9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3080000 | PA      | $742989.19     | 0.01%             | 2030-08-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR PRODUC 3.25% 06/16/32/EUR/                | AIR PRODUCTS & CHEMICALS /EUR/ REGD 3.25000000                                               | CUSIP: 009158BQ8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $6784927.34    | 0.05%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HM TREASU 0.333% 07/22/26/GBP/                | HM TREASURY UK SUKUK /GBP/ REGD REG S 0.33300000                                             | CUSIP: G4527GAB9<br>LEI: N/A                  | Long             | DBT              | USGA              | GB        |       900000 | PA      | $1191413.20    | 0.01%             | 2026-07-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6430 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#CB6430 5.50000000                                                     | CUSIP: 3140QSEC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       894984 | PA      | $897128.75     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM  6.4% 05/15/37                | CNOOC PETROLEUM NORTH REGD 6.40000000                                                        | CUSIP: 65334HAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        10000 | PA      | $11636.10      | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK2418 4% 07/01/25                     | FREDDIE MAC POOL UMBS P#ZK2418 4.00000000                                                    | CUSIP: 3131X5VK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          154 | PA      | $153.79        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30                | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                       | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1062606.28    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORANO SA 2.75% 03/08/28/EUR/                  | ORANO SA /EUR/ REGD REG S EMTN 2.75000000                                                    | CUSIP: F6861GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234708.89     | 0.00%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4588 4.5% 07/20/47                | GINNIE MAE II POOL P#MA4588 4.50000000                                                       | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1228528 | PA      | $1211277.97    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR2 3.525% 09/10/25                 | COMM 2016-CR28 MORTGAGE TRUST SER 2016-CR28 CL ASB REGD 3.52500000                           | CUSIP: 12593YBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        28036 | PA      | $27968.65      | 0.00%             | 2049-02-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC V/R /PERP/                | DOMINION ENERGY INC REGD V/R /PERP/ SER C 4.35000000                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68722.82      | 0.00%             | 2174-04-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP6466 3% 07/01/50                     | FANNIE MAE POOL UMBS P#BP6466 3.00000000                                                     | CUSIP: 3140KEFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       445849 | PA      | $389949.09     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                | T-MOBILE USA INC REGD SER WI 3.87500000                                                      | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3575000 | PA      | $3471953.63    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEA 2% 09/20/40/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 33 2.00000000                                           | CUSIP: J2615Q6V2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    333000000 | PA      | $2298429.57    | 0.02%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AXA HOME L 0.01% 10/16/29/EUR/                | AXA HOME LOAN SFH /EUR/ REGD REG S 0.01000000                                                | CUSIP: F06062AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $105203.77     | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC 5.125% 03/15/55                | UNION ELECTRIC CO REGD 5.12500000                                                            | CUSIP: 906548CZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $27773.67      | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 06/09/32/EUR/                | ING GROEP NV /EUR/ REGD V/R REG S EMTN 0.87500000                                            | CUSIP: N4578ELA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1134257.46    | 0.01%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40                | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                       | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $25009.22      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 5.5% JUL 25                     | FNMA 15YR TBA 5.5% JUL 25      TO BE ANNOUNCED 5.50000000                                    | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3000000 | PA      | $3054349.86    | 0.02%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T61821 3.5% 12/01/44                  | FREDDIE MAC GOLD POOL P#T61821 3.50000000                                                    | CUSIP: 3128S3AW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       379957 | PA      | $347603.82     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 3.375% 05/25/45/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: F8453YAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $765851.01     | 0.01%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLB 1.3% 02/11/30                            | FEDERAL HOME LOAN BANKS 1.30000000                                                           | CUSIP: 3130AL2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10000 | PA      | $8873.82       | 0.00%             | 2030-02-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 11/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F43750JW3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       535000 | PA      | $598861.93     | 0.00%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNR 2019-H02 JA 3.5% 12/20/68                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H02 CL JA 3.50000000                       | CUSIP: 38380LQA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1669339 | PA      | $1594192.61    | 0.01%             | 2068-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.18% 03/11/32/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2210 3.18000000                                      | CUSIP: Y23862SY5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    163400000 | PA      | $24862609.24   | 0.17%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 6.25% 03/15/33                | DIAMONDBACK ENERGY INC REGD 6.25000000                                                       | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       300000 | PA      | $319512.93     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/29/27                | CAPITAL ONE FINANCIAL CO REGD V/R 7.14900000                                                 | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |         2000 | PA      | $2066.44       | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| FHMS K073 A2 3.35% 01/25/28                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K073 CL A2 3.35000000       | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $982957.80     | 0.01%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                  | BROADCOM INC REGD 144A P/P 3.13700000                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3235000 | PA      | $2729826.31    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| EQUIFAX INC 5.1% 12/15/27                     | EQUIFAX INC REGD 5.10000000                                                                  | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |        90000 | PA      | $91424.40      | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC  1.5% 08/01/30                | TUCSON ELECTRIC POWER CO REGD 1.50000000                                                     | CUSIP: 898813AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $25837.08      | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 4.25% 04/01/28                | CDW LLC/CDW FINANCE REGD 4.25000000                                                          | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $11897.50      | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9290 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA9290 2.50000000                                                     | CUSIP: 3140QHKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1741637 | PA      | $1456311.64    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3440 3.5% 08/01/38                   | FANNIE MAE POOL UMBS P#MA3440 3.50000000                                                     | CUSIP: 31418CZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        87396 | PA      | $84046.25      | 0.00%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND SACHSE 0.5% 03/24/51/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S 0.50000000                                              | CUSIP: D6T54YDH2<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       123000 | PA      | $68960.63      | 0.00%             | 2051-03-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.4% 09/01/29                       | ONEOK INC REGD 3.40000000                                                                    | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        87000 | PA      | $83015.02      | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IMSVA 2021-1 GA 3.4% 08/18/30                 | IMS ECUADORIAN MORTGAGE 2021-1 TRUST SER 2021-1 CL GA REGD 144A P/P 3.40000000               | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1348238 | PA      | $1315859.49    | 0.01%             | 2043-08-18      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG 3.875% 06/18/26                | NXP BV/NXP FDG/NXP USA REGD 3.87500000                                                       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       590000 | PA      | $586544.03     | 0.00%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.375% 10/02/29/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.37500000                                               | CUSIP: D3R33ABU2<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $235064.90     | 0.00%             | 2029-10-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHMS K063 A2 V/R 01/25/27                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K063 CL A2 V/R 3.43000000        | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $988032.50     | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE 1% 05/25/34/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.00000000                                     | CUSIP: F90348AC1<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       800000 | PA      | $773826.44     | 0.01%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6820 3% 08/20/50                  | GINNIE MAE II POOL P#MA6820 3.00000000                                                       | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2946582 | PA      | $2612934.38    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.625% 09/10/70/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 7009 1.62500000                                           | CUSIP: Y7277FK74<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |    250340000 | PA      | $135068.54     | 0.00%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 3.951% 10/15/50                | LIBERTY MUTUAL GROUP INC REGD 144A P/P 3.95100000                                            | CUSIP: 53079EBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       875000 | PA      | $640708.71     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 3.41% 06/07/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2110 3.41000000                                        | CUSIP: Y1456TLG9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     88000000 | PA      | $13450925.45   | 0.09%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL IN 5.6% 11/25/39                | CDP FINANCIAL INC REGD P/P 5.60000000                                                        | CUSIP: 125094AC6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       250000 | PA      | $257258.94     | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QG5258 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5258 5.00000000                                                    | CUSIP: 3133C5ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        38190 | PA      | $37780.20      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.419% 11/15/48                | DUPONT DE NEMOURS INC REGD 5.41900000                                                        | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       297000 | PA      | $299230.63     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 1.75% 05/15/30/EUR/                | 3M COMPANY /EUR/ REGD EMTN 1.75000000                                                        | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      2220000 | PA      | $2475316.43    | 0.02%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TENNET HO 3.875% 10/28/28/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 3.87500000                                           | CUSIP: N85094UK9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $243066.42     | 0.00%             | 2028-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8941 4% 04/01/52                     | FANNIE MAE POOL UMBS P#BU8941 4.00000000                                                     | CUSIP: 3140MA5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        53559 | PA      | $49906.35      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS 1% 03/18/33/EUR/                | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 1.00000000                                     | CUSIP: U3823ENF8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       609000 | PA      | $608128.50     | 0.00%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.00PSS1D 05/08/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $78419.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000001733 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3029013.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KOOKMIN B 0.048% 10/19/26/EUR/                | KOOKMIN BANK /EUR/ REGD REG S 0.04800000                                                     | CUSIP: Y4821XUA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |      1800000 | PA      | $2060579.35    | 0.01%             | 2026-10-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 1.375% 09/19/28/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: N8243RAW5<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226356.75     | 0.00%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MERCK & C 1.375% 11/02/36/EUR/                | MERCK & CO INC /EUR/ REGD 1.37500000                                                         | CUSIP: U5888NAB8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $949180.32     | 0.01%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0% 03/05/30/EUR/                       | UNEDIC /EUR/ REGD REG S EMTN 0.00000000                                                      | CUSIP: F9627PMY5<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $104679.82     | 0.00%             | 2030-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO &  5.606% 01/15/44                | WELLS FARGO & COMPANY REGD SER WI 5.60600000                                                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        24000 | PA      | $23281.38      | 0.00%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  6.25% 09/15/54                | GLP CAPITAL LP / FIN II REGD 6.25000000                                                      | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9761.46       | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 1.7% 05/25/50/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.70000000                                     | CUSIP: F45204BT4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $226348.39     | 0.00%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20250805 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4485.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA4099 2.5% 08/01/35                   | FANNIE MAE POOL UMBS P#MA4099 2.50000000                                                     | CUSIP: 31418DRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       182372 | PA      | $170890.08     | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.5% 04/15/37                | MARRIOTT INTERNATIONAL REGD 5.50000000                                                       | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       740000 | PA      | $740733.34     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH  2.625% 07/24/30/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S SER . 2.62500000                                   | CUSIP: F1R83CGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117458.76     | 0.00%             | 2030-07-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 8.5% 12/01/29                    | HYDRO-QUEBEC REGD SER HH 8.50000000                                                          | CUSIP: 448814DC4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       100000 | PA      | $116864.17     | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 07/15/39/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.62500000                                                      | CUSIP: D09856ZV6<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       450000 | PA      | $370500.90     | 0.00%             | 2039-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 4.25% 10/07/26/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 4.25000000                                                 | CUSIP: F77540QC3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $725407.51     | 0.00%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2399 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#RC2399 2.00000000                                                    | CUSIP: 3133L8UY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       246894 | PA      | $227540.16     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 06/07/32/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HJJ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11840000 | PA      | $16393183.56   | 0.11%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN  0.125% 06/02/31/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.12500000                                              | CUSIP: A05599CP7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       300000 | PA      | $304889.62     | 0.00%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0179 4.83% 12/01/31                  | FANNIE MAE POOL UMBS P#BZ0179 4.83000000                                                     | CUSIP: 3140NUFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       677000 | PA      | $690672.81     | 0.00%             | 2031-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.5% 06/22/55/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 101 3.50000000                                                | CUSIP: B1121KLN3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       450000 | PA      | $487010.82     | 0.00%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PROV ST JOSEPH H 2.7% 10/01/51                | PROV ST JOSEPH HLTH OBL REGD SER 21A 2.70000000                                              | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $27934.42      | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.83% 08/11/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 2.83000000                                                 | CUSIP: Y0R4AWMX9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10000000 | PA      | $1459797.26    | 0.01%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 2% 02/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.00000000                                 | CUSIP: T6052BPU6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7282000 | PA      | $8560084.22    | 0.06%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 1% 10/31/50/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000                                               | CUSIP: E8922AJL5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7850000 | PA      | $5019813.11    | 0.03%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 04/30/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CHA2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837400 | PA      | $1827208.16    | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42                | WARNERMEDIA HOLDINGS INC REGD SER WI 5.05000000                                              | CUSIP: 55903VBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $509831.00     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ3360 3% 11/01/27                     | FANNIE MAE POOL UMBS P#AQ3360 3.00000000                                                     | CUSIP: 3138MJWW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12276 | PA      | $12101.23      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.4% 03/17/29/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.40000000                                               | CUSIP: Y6065BSL2<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     37000000 | PA      | $1177897.26    | 0.01%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 3.8% 05/25/45/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S 3.80000000                                          | CUSIP: F49541AA7<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       300000 | PA      | $347196.52     | 0.00%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                       | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3164800 | PA      | $1781189.00    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND I 5.4% 08/14/28                | INGERSOLL RAND INC REGD 5.40000000                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       230000 | PA      | $237041.48     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOP 0% 10/24/29/EUR/                | ASIAN DEVELOPMENT BANK /EUR/ REGD MTN 0.00000000                                             | CUSIP: Y000A9UE0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $5322896.81    | 0.04%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 4.65% 05/11/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1806 4.65000000                                        | CUSIP: Y0R4AWJQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     38100000 | PA      | $5770492.22    | 0.04%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISS V/R 03/19/31/EUR/                | BANQUE CAISSE D'EPARGNE /EUR/ REGD V/R REG S EMTN 3.25000000                                 | CUSIP: L3226TYR0<br>LEI: N/A                  | Long             | DBT              | USGA              | LU        |       200000 | PA      | $237351.13     | 0.00%             | 2031-03-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7276 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#CB7276 6.50000000                                                     | CUSIP: 3140QTCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       299578 | PA      | $312696.21     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 08/13/30/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 898 0.01000000                                       | CUSIP: D5S19DCJ2<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       749000 | PA      | $776681.93     | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZUERCHER K 0.05% 11/23/26/CHF/                | ZUERCHER KANTONALBANK /CHF/ REGD REG S SER 140 0.05000000                                    | CUSIP: H983856W4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       500000 | PA      | $628101.33     | 0.00%             | 2026-11-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.48% 04/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.48000000                                         | CUSIP: Y6S39BM98<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    166300000 | PA      | $23652541.37   | 0.16%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.75% 11/01/31                | PHILIP MORRIS INTL INC REGD 4.75000000                                                       | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        75000 | PA      | $75522.05      | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 05/15/39                   | UNITED STATES TREASURY BOND 4.25000000                                                       | CUSIP: 912810QB7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       497300 | PA      | $484459.56     | 0.00%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI  5.5% 05/04/29/EUR/                | VAR ENERGI ASA /EUR/ REGD REG S EMTN 5.50000000                                              | CUSIP: R9576ZAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      4175000 | PA      | $5274049.29    | 0.04%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.895% 05/08/47/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0417 4.89500000                                      | CUSIP: Y2R35QAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |       271000 | PA      | $73045.46      | 0.00%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.45% 09/20/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1915 3.45000000                                        | CUSIP: Y1456THM1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     84400000 | PA      | $12634970.34   | 0.09%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF A 0% 02/20/30/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000                                                    | CUSIP: A0654UMC2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4488000 | PA      | $4748671.76    | 0.03%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV 2.085% 01/19/30/EUR/                | PROSUS NV /EUR/ REGD REG S 2.08500000                                                        | CUSIP: N7163RAZ6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1116097.01    | 0.01%             | 2030-01-19      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1590600 | PA      | $1183505.81    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFSF 1.75% 07/17/53/EUR/                      | EFSF /EUR/ REGD REG S 1.75000000                                                             | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | USGA              | LU        |      2050000 | PA      | $1619653.55    | 0.01%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW 0% 09/17/30/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MKA2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1108000 | PA      | $1152503.01    | 0.01%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAFFORD CE 6.5% 07/28/33/GBP/                | TRAFFORD CENTRE FIN LTD /GBP/ REGD REG S SER A2 6.50000000                                   | CUSIP: G8990MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |        27976 | PA      | $40172.06      | 0.00%             | 2033-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-2 A3 5.1% 10/18/27                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 5.10000000   | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1175000 | PA      | $1185430.36    | 0.01%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2430800 | PA      | $1985564.80    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25% 10/15/30                   | COMCAST CORP REGD 4.25000000                                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       160000 | PA      | $159147.45     | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.1% 04/01/64                         | HCA INC REGD 6.10000000                                                                      | CUSIP: 404119CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        21000 | PA      | $20506.38      | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.7% 01/15/30                | CONSUMERS ENERGY CO REGD 4.70000000                                                          | CUSIP: 210518DX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        69000 | PA      | $70001.40      | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0729 4% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0729 4.00000000                                                    | CUSIP: 3133B9Y24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        52191 | PA      | $48623.44      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.8% 03/01/41/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000                                       | CUSIP: T6052BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2065000 | PA      | $1845872.49    | 0.01%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| BELFIUS B 4.125% 09/12/29/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD EMTN 4.12500000                                                | CUSIP: B11080AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $124009.19     | 0.00%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 0.125% 03/01/28/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.12500000                                        | CUSIP: N2960PEP4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       182000 | PA      | $203995.56     | 0.00%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1519994.15    | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POS 4% 05/03/28/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: F5407G7M2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $489842.49     | 0.00%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ 6.625% 05/15/39                     | NOKIA OYJ REGD 6.62500000                                                                    | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |        50000 | PA      | $51799.10      | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 3% 06/22/34/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 73 3.00000000                                                 | CUSIP: B11204XU1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4538000 | PA      | $5344072.34    | 0.04%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRHEI 3% 03/20/54/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: D5S07LJX0<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $728120.37     | 0.01%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS IN 4% 09/24/48                | NESTLE HOLDINGS INC REGD 144A P/P 4.00000000                                                 | CUSIP: 641062AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $611626.67     | 0.00%             | 2048-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 12/20/53 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $514066.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33                | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2056000 | PA      | $1878666.40    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5330 4% 07/20/48                  | GINNIE MAE II POOL P#MA5330 4.00000000                                                       | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       830780 | PA      | $783059.12     | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 12/18/54 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $349832.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAREBANK  1.75% 04/27/27/EUR/                | SPAREBANK 1 OESTLANDET /EUR/ REGD REG S EMTN 1.75000000                                      | CUSIP: R8T572BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1000000 | PA      | $1163103.10    | 0.01%             | 2027-04-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 1.5% 04/22/26/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/E 1.50000000                                       | CUSIP: X51627FW6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    739160000 | PA      | $2104770.42    | 0.01%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.75% 11/25/32/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.75000000                                                      | CUSIP: F961A7BQ2<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       800000 | PA      | $867768.42     | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME TR 1.5% 07/14/71/GBP/                | WELLCOME TRUST LTD/THE /GBP/ REGD REG S 1.50000000                                           | CUSIP: G9522TAD1<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $706170.75     | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANL V/R 05/22/31/EUR/                | MORGAN STANLEY /EUR/ REGD V/R SER . 3.52100000                                               | CUSIP: U6176TPH5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $4309748.61    | 0.03%             | 2031-05-22      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0717 6.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#RJ0717 6.50000000                                                    | CUSIP: 3142GQYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        83805 | PA      | $87184.24      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2903 3% 02/01/32                     | FANNIE MAE POOL UMBS P#MA2903 3.00000000                                                     | CUSIP: 31418CGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       239591 | PA      | $232961.88     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC 5% 09/15/52                 | ENTERGY TEXAS INC REGD 5.00000000                                                            | CUSIP: 29365TAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        19000 | PA      | $16688.48      | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 2% 10/17/47/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 233 2.00000000                                 | CUSIP: X5S008CR4<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       460000 | PA      | $374207.93     | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4643 3% 05/01/42                     | FANNIE MAE POOL UMBS P#MA4643 3.00000000                                                     | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       625553 | PA      | $569037.58     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE  2.15% 03/15/28/EUR/                | BERKSHIRE HATHAWAY INC /EUR/ REGD 2.15000000                                                 | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1169630.44    | 0.01%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BK4763 4.5% 11/20/48                | GINNIE MAE II POOL P#BK4763 4.50000000                                                       | CUSIP: 3617J5JG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       355195 | PA      | $342802.60     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN G 1.75% 12/01/53/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 1.75000000                                                    | CUSIP: 135087M68<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       400000 | PA      | $198687.28     | 0.00%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB4050 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#QB4050 2.00000000                                                    | CUSIP: 3133AAQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       592695 | PA      | $472299.25     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BA V/R 02/03/33/EUR/                | AUST & NZ BANKING GROUP /EUR/ REGD V/R REG S EMTN 5.10100000                                 | CUSIP: Q0R273YH2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $4937909.78    | 0.03%             | 2033-02-03      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/13/30                     | UBS GROUP AG REGD V/R 144A P/P 3.12600000                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $283011.98     | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5319 3.5% 07/20/48                | GINNIE MAE II POOL P#MA5319 3.50000000                                                       | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        28688 | PA      | $25729.16      | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSE V/R 09/15/32/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD V/R REG S EMTN 4.50000000                                | CUSIP: D4S75UQZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119509.15     | 0.00%             | 2032-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ7687 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#QJ7687 5.50000000                                                    | CUSIP: 3133CYRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       331102 | PA      | $334468.97     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES I 1.2% 03/15/26                | PPG INDUSTRIES INC REGD 1.20000000                                                           | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4883.83       | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.7% 06/22/50/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 88 1.70000000                                                 | CUSIP: B1121KEG6<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3696000 | PA      | $2847792.05    | 0.02%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/28                | WELLS FARGO & COMPANY REGD V/R MTN 4.80800000                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       925000 | PA      | $932758.59     | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| TENNET HO 0.875% 06/03/30/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.87500000                                           | CUSIP: N85094PY5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       120000 | PA      | $129902.23     | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR V/R 10/20/30                 | OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL AR V/R REGD 144A P/P 5.41947000            | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1411541 | PA      | $1412135.35    | 0.01%             | 2030-10-20      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVER 2.5% 07/25/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.50000000                                         | CUSIP: Y6S39BR85<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     81700000 | PA      | $11635646.96   | 0.08%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.35PTHOR 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $39661.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYERISCH 0.125% 11/02/29/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.12500000                                       | CUSIP: D0R14GAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $53219.04      | 0.00%             | 2029-11-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY 4.5 2042 4.5% 12/7/42/GBP                 | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HPV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16125156 | PA      | $20729758.21   | 0.14%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.53% 10/18/51/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.53000000                                         | CUSIP: Y6S39BG95<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    133600000 | PA      | $24645538.33   | 0.17%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 5.875% 05/22/30                | VAR ENERGI ASA REGD 144A P/P 5.87500000                                                      | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      2095000 | PA      | $2145196.68    | 0.01%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM9872 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#FM9872 2.50000000                                                     | CUSIP: 3140XD6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1235531 | PA      | $1037761.05    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDEV  3.845% 05/21/32/EUR/                | TRANSDEV GROUP SA /EUR/ REGD REG S 3.84500000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       200000 | PA      | $237527.96     | 0.00%             | 2032-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  2.15% 03/15/32                | UNION ELECTRIC CO REGD 2.15000000                                                            | CUSIP: 906548CT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $34465.87      | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $852322.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 05/15/30                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 912828ZQ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3416200 | PA      | $2938465.78    | 0.02%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.9% 05/15/28/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.90000000                                          | CUSIP: G4R49GAL7<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1812000 | PA      | $2069321.31    | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 3% 09/10/29/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2909 3.00000000                                           | CUSIP: Y7277F5G1<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  10000000000 | PA      | $7530610.18    | 0.05%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 08/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 91282CAH4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2010400 | PA      | $1876582.75    | 0.01%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 03/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 158 0.10000000                                           | CUSIP: J2S39LG32<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4656250000 | PA      | $31749672.32   | 0.22%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.25% 05/25/38/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000                                               | CUSIP: F26348BA3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11360000 | PA      | $10244814.23   | 0.07%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 03/01/28/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                    | CUSIP: 135087P57<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $374985.86     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 2.375% 09/22/32/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD 2.37500000                                                | CUSIP: D170N8CB8<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       430000 | PA      | $494569.90     | 0.00%             | 2032-09-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32                    | CITIGROUP INC REGD V/R 2.56100000                                                            | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $938961.94     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| NN BANK NV 0.01% 07/08/30/EUR/                | NN BANK NV NETHERLANDS /EUR/ REGD REG S 0.01000000                                           | CUSIP: N5993SAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $103065.28     | 0.00%             | 2030-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PR 5.6% 06/02/35/CAD/                | ONTARIO (PROVINCE OF) /CAD/ REGD 5.60000000                                                  | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $251828.38     | 0.00%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KFW 2.875% 12/28/29/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.87500000                                                         | CUSIP: D4S46MMS1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1280000 | PA      | $1540313.78    | 0.01%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT 1.11% 05/15/29                | INT DEVELOPMENT FIN CORP REGD SER 1 1.11000000                                               | CUSIP: 90376PAZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       614286 | PA      | $576445.01     | 0.00%             | 2029-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 2.75% 03/26/30/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.75000000                                               | CUSIP: D3R33ABV0<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       150000 | PA      | $178863.48     | 0.00%             | 2030-03-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.45% 03/01/36/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 1.45000000                                       | CUSIP: T6052BVP0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2229000 | PA      | $2155055.17    | 0.01%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRH 2.9% 01/15/53/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.90000000                                    | CUSIP: D5S07LJC6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       390000 | PA      | $397813.70     | 0.00%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2746 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#RJ2746 5.50000000                                                    | CUSIP: 3142GTBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       930307 | PA      | $934947.67     | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.8% 08/15/53/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 1.80000000                                   | CUSIP: D2R8H4HZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1270000 | PA      | $1142627.15    | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 3.7% 04/30/30                     | SOUTHERN CO REGD SER A 3.70000000                                                            | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14503.95      | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 03/31/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CBS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2404100 | PA      | $2250744.72    | 0.02%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PULTE HOMES INC 6.375% 5/15/33                | PULTE HOMES INC 6.375% 5/15/33 6.37500000                                                    | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        24000 | PA      | $25745.09      | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-B 2.75% 03/17/36/EUR/                | ANHEUSER-BUSCH INBEV SA/ /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: B639CJDD7<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |        10000 | PA      | $10947.88      | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.125% 06/12/29/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.12500000                                          | CUSIP: D170N8BJ2<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       431000 | PA      | $464584.83     | 0.00%             | 2029-06-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 09/01/40/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000                                       | CUSIP: T6031ZGY1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5940000 | PA      | $7937191.86    | 0.05%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2014-47 FB V/R 08/25/54                   | FANNIE MAE REMICS SER 2014-47 CL FB V/R 4.81449000                                           | CUSIP: 3136AKTK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1912879 | PA      | $1871686.76    | 0.01%             | 2054-08-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| LAND NIEDER 2.5% 01/09/30/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.50000000                                                     | CUSIP: D5S1MNAB4<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $354063.55     | 0.00%             | 2030-01-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8211 4.55% 05/01/28                  | FANNIE MAE POOL UMBS P#BS8211 4.55000000                                                     | CUSIP: 3140LKDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       100000 | PA      | $101438.48     | 0.00%             | 2028-05-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THAILAND  1.585% 12/17/35/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.58500000                                               | CUSIP: Y6065BMC8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     81400000 | PA      | $2500276.70    | 0.02%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.2% 05/31/27/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 4Y 7.20000000                                         | CUSIP: X5S007LJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      4070000 | PA      | $943319.29     | 0.01%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH R 2.328% 11/15/50                | TEXAS HEALTH RESOURCES REGD 2.32800000                                                       | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |       750000 | PA      | $421541.68     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| POSTE ITALI 0.5% 12/10/28/EUR/                | POSTE ITALIANE SPA /EUR/ REGD REG S 0.50000000                                               | CUSIP: T77336AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $218727.63     | 0.00%             | 2028-12-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.06% 06/06/32/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2205 3.06000000                                        | CUSIP: Y0R4AWMT8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     53100000 | PA      | $8043684.34    | 0.06%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SPP DISTRIBUC 1% 06/09/31/EUR/                | SPP DISTRIBUCIA AS /EUR/ REGD REG S 1.00000000                                               | CUSIP: X8T65LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |       200000 | PA      | $201100.87     | 0.00%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 4.25% 10/24/34/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 160 4.25000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     23330000 | PA      | $1111609.60    | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.294% 08/18/27                | BANCO SANTANDER SA REGD 5.29400000                                                           | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1423435.36    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 0.5% 01/25/32/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.50000000                                          | CUSIP: C4108FGS9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      3000000 | PA      | $3037467.71    | 0.02%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE N 3.375% 05/25/33/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S 3.37500000                                         | CUSIP: F847BRFT8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1200000 | PA      | $1433321.06    | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2743 3% 02/01/34                     | FANNIE MAE POOL UMBS P#FM2743 3.00000000                                                     | CUSIP: 3140X6BM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       881928 | PA      | $856570.91     | 0.01%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNET HO 1.375% 06/26/29/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: N85094ML6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $112492.97     | 0.00%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.4% 06/21/34                     | NUTRIEN LTD REGD 5.40000000                                                                  | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       820000 | PA      | $833612.44     | 0.01%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/24/36                    | CITIGROUP INC REGD V/R 6.02000000                                                            | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3740000 | PA      | $3837862.90    | 0.03%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEV 0.025% 01/31/30/EUR/                | ASIAN DEVELOPMENT BANK /EUR/ REGD 0.02500000                                                 | CUSIP: Y000A9VL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      3550000 | PA      | $3745108.79    | 0.03%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC 7.875% 06/15/32                | PULTEGROUP INC REGD 7.87500000                                                               | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $34794.28      | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.7% 10/20/30/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2015 3.70000000                                        | CUSIP: Y1456TKB1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     33500000 | PA      | $5150177.94    | 0.04%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3% 09/24/30/EUR/                      | SFIL SA /EUR/ REGD REG S EMTN 3.00000000                                                     | CUSIP: F83496AA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $836304.08     | 0.01%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.4% 05/01/45                       | AMGEN INC REGD 4.40000000                                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |        35000 | PA      | $29807.49      | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.5% 07/01/29                      | FISERV INC REGD 3.50000000                                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       170000 | PA      | $163717.36     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.25% 01/19/32/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: N6S77BT21<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       600000 | PA      | $601110.70     | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) SEP25                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          125 | NC      | $26002929.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS  4.875% 02/13/29                | PHILIP MORRIS INTL INC REGD 4.87500000                                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        11000 | PA      | $11191.59      | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 2.125% 05/18/32/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 484 2.12500000                                           | CUSIP: R34155CB6<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     23187000 | PA      | $2077057.75    | 0.01%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30                    | UNITED STATES TREASURY NOTE 1.50000000                                                       | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      9525100 | PA      | $8618355.15    | 0.06%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WIRT & INF 1.25% 09/06/33/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 1.25000000                                                 | CUSIP: D9696PAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $208351.32     | 0.00%             | 2033-09-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATI 5.75% 01/16/54                | SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 5.75000000                                        | CUSIP: 80413TBH1<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      2645000 | PA      | $2524246.65    | 0.02%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8324 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD8324 5.50000000                                                    | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       349285 | PA      | $349860.95     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC 5.35% 05/06/30                 | WEIR GROUP INC REGD 144A P/P 5.35000000                                                      | CUSIP: 94877DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $608168.60     | 0.00%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| RAIFFLANDESBA 3% 01/24/28/EUR/                | RAIFFLANDESBANK TIROL /EUR/ REGD REG S 3.00000000                                            | CUSIP: A69319QA1<br>LEI: 5299005OACOC1C1OFJ11 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119260.39     | 0.00%             | 2028-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LL 2.5% 08/01/30                | TELEDYNE FLIR LLC REGD 2.50000000                                                            | CUSIP: 302445AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $72444.33      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 1% 11/29/33/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: F3R505JG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $477330.49     | 0.00%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 12/31/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CBB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2955800 | PA      | $2740003.52    | 0.02%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CAISSE REF 0.01% 02/07/28/EUR/                | CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 0.01000000                                         | CUSIP: F23753BC3<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $221955.83     | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.4% 05/15/35/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000                                          | CUSIP: G4R49GAR4<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |       300000 | PA      | $275728.64     | 0.00%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.75% 06/17/44/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000                                    | CUSIP: F2893TBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $469966.02     | 0.00%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 01/29/38/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HYR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     23710000 | PA      | $29517168.81   | 0.20%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.6% 08/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.60000000                                       | CUSIP: T6052BZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     14464000 | PA      | $14933521.38   | 0.10%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 3.25% 09/01/46/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.25000000                                       | CUSIP: T6247AX43<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5776000 | PA      | $6047830.51    | 0.04%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $990979.85     | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 01/15/33/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N0266ZBB1<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5688000 | PA      | $6670095.69    | 0.05%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PRET 2024-RPL1 A V/R 10/25/63                 | PRET 2024-RPL1 TRUST SER 2024-RPL1 CL A1 V/R REGD 144A P/P 3.90000000                        | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       820556 | PA      | $790771.29     | 0.01%             | 2063-10-25      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 01/31/32                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1925293.16    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REGIE AUT 1.875% 05/25/32/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 1.87500000                                    | CUSIP: F7706VM53<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $108619.95     | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAJAMAR C 3.375% 07/25/29/EUR/                | CAJAMAR CAJA RURAL SCC /EUR/ REGD REG S 3.37500000                                           | CUSIP: E2584LBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4227396.35    | 0.03%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND BRAN 2.875% 05/23/34/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 2.87500000                                                 | CUSIP: D1R1PYDG3<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $587856.59     | 0.00%             | 2034-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1258 3.5% 03/01/37                   | FANNIE MAE POOL UMBS P#BM1258 3.50000000                                                     | CUSIP: 3140J5MG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       356557 | PA      | $346301.76     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) SEP25                   | FUTURE CONTRACT ON           US LONG BOND(CBT) SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          244 | NC      | $28174375.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RFCO STRIPS ZCP 01/15/30                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1750000 | PA      | $1459983.23    | 0.01%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.2% 04/15/63                | UNITEDHEALTH GROUP INC REGD 5.20000000                                                       | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1071102.28    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/15/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CKA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2281600 | PA      | $2292384.12    | 0.02%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/29                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1470100 | PA      | $1476359.41    | 0.01%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.75% 01/25/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 1901 3.75000000                                        | CUSIP: Y0R4AWKB9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     88500000 | PA      | $13247833.32   | 0.09%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OTE PLC 0.875% 09/24/26/EUR/                  | OTE PLC /EUR/ REGD REG S EMTN SER GMTN 0.87500000                                            | CUSIP: G67950CZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115686.23     | 0.00%             | 2026-09-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 3.15% 02/06/54/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 3.15000000                                                    | CUSIP: D6T54YDW9<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       150000 | PA      | $159988.61     | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN 1% 12/17/27/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD EMTN 1.00000000                                            | CUSIP: D1T0VZAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $342984.87     | 0.00%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HERA SPA 1% 04/25/34/EUR/                     | HERA SPA /EUR/ REGD REG S EMTN 1.00000000                                                    | CUSIP: T5R49ZAG9<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $188774.14     | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.2% 06/20/36/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 157 0.20000000                                          | CUSIP: J2S39KPB6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1020000000 | PA      | $6103992.22    | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  5.4% 06/01/53                | BALTIMORE GAS & ELECTRIC REGD 5.40000000                                                     | CUSIP: 059165EQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9548.66       | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3083 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#AL3083 3.50000000                                                     | CUSIP: 3138EKM93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       122997 | PA      | $114517.20     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA  5.5% 12/01/54                | MARTIN MARIETTA MATERIAL REGD 5.50000000                                                     | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24096.88      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8092 1.5% 03/01/36                   | FREDDIE MAC POOL UMBS P#SB8092 1.50000000                                                    | CUSIP: 3132D57D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       446871 | PA      | $397863.82     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4208 2% 12/01/50                     | FANNIE MAE POOL UMBS P#MA4208 2.00000000                                                     | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7034268 | PA      | $5609789.17    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4071 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX4071 6.00000000                                                    | CUSIP: 31425YQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       446357 | PA      | $459880.73     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.2% 04/01/55                | ENERGY TRANSFER LP REGD 6.20000000                                                           | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       295000 | PA      | $290465.67     | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H11 FC V/R 05/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.40185000                   | CUSIP: 38382Y5C3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8351933 | PA      | $8470991.96    | 0.06%             | 2073-05-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/30/30                | WELLS FARGO & COMPANY REGD V/R MTN 2.87900000                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28036.52      | 0.00%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TR 2% 08/22/33/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 2.00000000                                               | CUSIP: Q7943QZ36<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6400000 | PA      | $3463532.62    | 0.02%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FAMCA D/N 07/01/25                            | FEDERAL AGRICULTURAL MORTGAGE CORP DISCOUNT NOTES 0.00000000                                 | CUSIP: 31315LHP6<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |      4305000 | PA      | $4304501.35    | 0.03%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9853 6.5% 08/20/54                | GINNIE MAE II POOL P#MA9853 6.50000000                                                       | CUSIP: 36179Y5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       462661 | PA      | $475568.12     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/15/26                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CHY0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1895833.77    | 0.01%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK V/R 04/06/34/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD V/R REG S EMTN 1.25000000                                      | CUSIP: B1107TW83<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $109312.03     | 0.00%             | 2034-04-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKIN 2.963% 11/16/40                | WESTPAC BANKING CORP REGD 2.96300000                                                         | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |        30000 | PA      | $22237.36      | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 2.375% 03/15/30/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 2.37500000                                     | CUSIP: F23069NH0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116417.89     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.15% 04/01/45                | BURLINGTN NORTH SANTA FE REGD 4.15000000                                                     | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8392.65       | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6650 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#CB6650 5.50000000                                                     | CUSIP: 3140QSL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3706344 | PA      | $3749199.81    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/13/31                | HSBC HOLDINGS PLC REGD V/R 5.24000000                                                        | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1195000 | PA      | $1216475.49    | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST  3% 10/21/27/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD SER 27 3.00000000                                         | CUSIP: Q96417EQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1070000 | PA      | $698797.97     | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.75% 04/22/39/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 96 2.75000000                                                 | CUSIP: B1121KFM2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3230000 | PA      | $3511257.44    | 0.02%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7001 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA7001 2.50000000                                                    | CUSIP: 3133KNX65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       551764 | PA      | $461868.12     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/11/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797PW1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      1031000 | PA      | $1022246.81    | 0.01%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HY 3% 02/01/34/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN SER EMTT 3.00000000                           | CUSIP: D5557EVR9<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $59272.46      | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZUERCHER K 0.02% 08/16/27/CHF/                | ZUERCHER KANTONALBANK /CHF/ REGD REG S SER 139 0.02000000                                    | CUSIP: H983856U8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1252191.06    | 0.01%             | 2027-08-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 08/31/28                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1974200 | PA      | $2012835.70    | 0.01%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 5.5% 01/15/28/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 5.50000000                                                 | CUSIP: N4580ZCG0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      1366000 | PA      | $1748602.97    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENBW INTL  3.75% 11/20/35/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD EMTN 3.75000000                                              | CUSIP: N2960PNE9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $236101.78     | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 2% 06/10/31/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3106 2.00000000                                           | CUSIP: Y7277FN71<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4491310000 | PA      | $3203461.00    | 0.02%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNET HOL 4.75% 10/28/42/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.75000000                                           | CUSIP: N85094UL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $382682.35     | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES 1.5% 02/20/32/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 1.50000000                                         | CUSIP: Q6715PY52<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2450000 | PA      | $1356294.72    | 0.01%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M12 A2 V/R 06/25/27                  | FANNIE MAE-ACES SER 2017-M12 CL A2 V/R 3.16200000                                            | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        82065 | PA      | $80386.05      | 0.00%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0026 5.5% 11/20/54                | GINNIE MAE II POOL P#MB0026 5.50000000                                                       | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1373241 | PA      | $1375680.81    | 0.01%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIBC BANK 0.125% 04/21/31/EUR/                | NIBC BANK NV /EUR/ REGD REG S EMTN 0.12500000                                                | CUSIP: N6305AQM6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $100799.89     | 0.00%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRV 4.125% 02/01/29                | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 4.12500000                                            | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2100000 | PA      | $2066970.30    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.3% 03/22/27                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.30000000                                            | CUSIP: 928668CF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1553929.72    | 0.01%             | 2027-03-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| VILLE DE P 0.75% 11/30/41/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 0.75000000                                              | CUSIP: F97647CH6<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $73037.14      | 0.00%             | 2041-11-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 11/01/29                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000              | CUSIP: 45905AJA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       165000 | PA      | $136603.30     | 0.00%             | 2029-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUE 3.25% 04/20/29/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F235A8AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120935.54     | 0.00%             | 2029-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9966 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#FM9966 3.50000000                                                     | CUSIP: 3140XECC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14682973 | PA      | $13784422.49   | 0.09%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2309 3.5% 03/01/49                   | FANNIE MAE POOL UMBS P#FM2309 3.50000000                                                     | CUSIP: 3140X5R70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       286584 | PA      | $263976.68     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 11/15/28/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 8Y 0.00000000                                  | CUSIP: D2R8H4JA8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6365000 | PA      | $7023979.99    | 0.05%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 5.875% 07/18/31/GBP/                | ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.87500000                                          | CUSIP: F2940HCA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       465000 | PA      | $658966.92     | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMPLOYMENT 0.01% 06/16/27/EUR/                | EMPLOYMENT FUND /EUR/ REGD 0.01000000                                                        | CUSIP: X9287FAA3<br>LEI: 7437002N0BQXM1JQUP81 | Long             | DBT              | USGA              | FI        |       200000 | PA      | $226523.54     | 0.00%             | 2027-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV ZCP 04/05/28/CAD/                 | BNG BANK NV /CAD/ REGD ZCP MTN SER MPLE 0.00000000                                           | CUSIP: 063806AA1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1000000 | PA      | $680558.84     | 0.00%             | 2028-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0020 6% 10/01/54                     | FANNIE MAE POOL UMBS P#FA0020 6.00000000                                                     | CUSIP: 3140W0AW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       225970 | PA      | $230247.04     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/15/27                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2501659.60    | 0.02%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/22/26/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                              | CUSIP: G4527HHG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11821000 | PA      | $15852307.54   | 0.11%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE  4.5% 07/01/29                | PENTAIR FINANCE SARL REGD 4.50000000                                                         | CUSIP: 709629AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1996843.96    | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL  5.125% 02/15/34                | CNA FINANCIAL CORP REGD 5.12500000                                                           | CUSIP: 126117AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $60100.59      | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48                  | GINNIE MAE II POOL P#MA5466 4.00000000                                                       | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1411815 | PA      | $1330718.18    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMUNAUT 3.375% 06/22/34/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: B2763WK58<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $235756.56     | 0.00%             | 2034-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.55PMUTK 07/08/44 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-62991.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% JUL 25                       | UMBS TBA 30YR 2% JUL 25        TO BE ANNOUNCED 2.00000000                                    | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116950000 | PA      | $92541126.92   | 0.64%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGIE AUTON 0.4% 12/19/36/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.40000000                                    | CUSIP: F7706VTR8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       867359 | PA      | $847007.98     | 0.01%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6685 4% 07/01/53                     | FANNIE MAE POOL UMBS P#CB6685 4.00000000                                                     | CUSIP: 3140QSNB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       255697 | PA      | $240442.35     | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 2.25% 07/23/41/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD 2.25000000                                                | CUSIP: Q96417FN7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |        50000 | PA      | $22423.17      | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.38% 07/16/31/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2110 3.38000000                                      | CUSIP: Y23862RW0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     12900000 | PA      | $1970524.70    | 0.01%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKRE 1% 04/01/26/DKK/                | JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCB 1.00000000                                     | CUSIP: K5S69JEM1<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       400000 | PA      | $62649.96      | 0.00%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ESB FINAN 1.875% 06/14/31/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.87500000                                             | CUSIP: G3194BAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       224000 | PA      | $245663.27     | 0.00%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROCAJA  0.125% 09/22/31/EUR/                | EUROCAJA RURAL SCC /EUR/ REGD REG S 0.12500000                                               | CUSIP: E4605EAA3<br>LEI: 95980020140005552166 | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2294173.63    | 0.02%             | 2031-09-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7248 4% 03/01/35                     | FANNIE MAE POOL UMBS P#FM7248 4.00000000                                                     | CUSIP: 3140XBBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       191260 | PA      | $190330.01     | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9777 5.24% 11/01/31                  | FANNIE MAE POOL UMBS P#BS9777 5.24000000                                                     | CUSIP: 3140LL2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1143000 | PA      | $1187867.97    | 0.01%             | 2031-11-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#AK6740 4% 03/01/42                     | FANNIE MAE POOL UMBS P#AK6740 4.00000000                                                     | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       451863 | PA      | $438309.57     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEMEINSAM 2.625% 02/27/30/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 66 2.62500000                                  | CUSIP: D2R3ZXAF3<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $473700.29     | 0.00%             | 2030-02-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3353 4% 04/01/33                     | FANNIE MAE POOL UMBS P#MA3353 4.00000000                                                     | CUSIP: 31418CWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       330230 | PA      | $329248.30     | 0.00%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY O 4.3% 09/15/26/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD 4.30000000                                               | CUSIP: E3124CAY9<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       500000 | PA      | $604462.44     | 0.00%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RCI BANQU 1.125% 01/15/27/EUR/                | RCI BANQUE SA /EUR/ REGD REG S EMTN 1.12500000                                               | CUSIP: F77341YB9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       800000 | PA      | $920818.19     | 0.01%             | 2027-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 0.05% 11/29/29/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 130 0.05000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     13030000 | PA      | $529400.12     | 0.00%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE 3.75% 06/22/33/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.75000000                                    | CUSIP: B2763WH94<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $121688.95     | 0.00%             | 2033-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW 0.5% 09/28/26/EUR/                        | KFW /EUR/ REGD REG S EMTN 0.50000000                                                         | CUSIP: D4S475HR5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2520000 | PA      | $2916931.62    | 0.02%             | 2026-09-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                  | UNITED STATES TREASURY BOND 2.37500000                                                       | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2039400 | PA      | $1313740.06    | 0.01%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROFIMA 5.5% 06/07/32/GBP/                   | EUROFIMA /GBP/ REGD EMTN 5.50000000                                                          | CUSIP: H23429FY6<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |       300000 | PA      | $431453.67     | 0.00%             | 2032-06-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.125% 11/24/33/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 3.12500000                                          | CUSIP: F14221EW5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117549.56     | 0.00%             | 2033-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 0.625% 02/20/30/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.62500000                                           | CUSIP: D4S43SY33<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1090000 | PA      | $1183950.35    | 0.01%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                | BANK OF AMERICA CORP REGD V/R 2.29900000                                                     | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $871139.77     | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                       | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3738500 | PA      | $2084213.75    | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 02/15/28                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 9128283W8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4168400 | PA      | $4068260.69    | 0.03%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.15% 04/01/33                | WESTERN MIDSTREAM OPERAT REGD 6.15000000                                                     | CUSIP: 958667AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $20820.51      | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 05/31/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CNE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7529700 | PA      | $7546759.43    | 0.05%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0500 3% 08/01/50                     | FREDDIE MAC POOL UMBS P#SD0500 3.00000000                                                    | CUSIP: 3132DMRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2055098 | PA      | $1826495.78    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 05/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 3.58400000                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2953.46       | 0.00%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF P 2% 03/08/49/EUR/                | REPUBLIC OF POLAND /EUR/ REGD EMTN 2.00000000                                                | CUSIP: X66227BB8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |        53000 | PA      | $41308.84      | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 6.625% 09/01/30                | OCCIDENTAL PETROLEUM COR REGD 6.62500000                                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       350000 | PA      | $370005.30     | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLB 1.11% 07/27/26                           | FEDERAL HOME LOAN BANKS 1.11000000                                                           | CUSIP: 3130ANCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       833333 | PA      | $807147.22     | 0.01%             | 2026-07-27      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| BULGARIA 3% 03/21/28/EUR/                     | BULGARIA /EUR/ REGD REG S EMTN SER 12YR 3.00000000                                           | CUSIP: X0R483AR3<br>LEI: N/A                  | Long             | DBT              | USGA              | BG        |       800000 | PA      | $958132.48     | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH C 1.375% 11/21/33/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: B2758CBG5<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       500000 | PA      | $513698.10     | 0.00%             | 2033-11-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.25% 10/02/43                | GENERAL MOTORS CO REGD SER WI 6.25000000                                                     | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |        55000 | PA      | $53997.57      | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLI 0.15% 02/22/36/EUR/                | LAND BERLIN /EUR/ REGD REG S 0.15000000                                                      | CUSIP: D09856B91<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $347396.50     | 0.00%             | 2036-02-22      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)SEP25                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -124 | NC      | $-13903500.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NEDER WAT 0.125% 09/03/35/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 0.12500000                                            | CUSIP: N6S77BVD4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $435997.57     | 0.00%             | 2035-09-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4181 1.5% 11/01/50                   | FANNIE MAE POOL UMBS P#MA4181 1.50000000                                                     | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1202190 | PA      | $905175.83     | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GO 8.25% 09/29/32/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 10Y 8.25000000                                        | CUSIP: X5S007KD8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8080000 | PA      | $1955309.47    | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWE 4.5% 08/01/32                | APPALACHIAN POWER CO REGD SER BB 4.50000000                                                  | CUSIP: 037735DA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19510.59      | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 0.125% 05/12/31/EUR/                | SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN SER GMTN 0.12500000                           | CUSIP: R8T51PFJ9<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $101314.06     | 0.00%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 10/22/43/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                              | CUSIP: G4527HD73<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     21882000 | PA      | $28701904.54   | 0.20%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA V 3.5% 07/30/28/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000                                         | CUSIP: E0R088AL4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       100000 | PA      | $121121.53     | 0.00%             | 2028-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7281 3% 09/01/30                     | FANNIE MAE POOL UMBS P#AL7281 3.00000000                                                     | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       287494 | PA      | $281201.78     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 4% 04/30/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.00000000                                       | CUSIP: T6052BS58<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1390000 | PA      | $1733980.35    | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.47000 L 06/04/35 BOA      | ORO FWD USD 10Y P 4.47000 L 06/04/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $149969.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 2.256% 08/01/40                | NY & PRESBYTERIAN HOSPIT REGD 2.25600000                                                     | CUSIP: 649322AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1090000 | PA      | $749343.10     | 0.01%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MERCIALYS S 2.5% 02/28/29/EUR/                | MERCIALYS SA /EUR/ REGD REG S 2.50000000                                                     | CUSIP: F61573QC2<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345433.83     | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 2.289% 02/15/30                 | BENCHMARK 2020-B17 MORTGAGE TRUST SER 2020-B17 CL A5 REGD 2.28900000                         | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $442514.95     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.044% 01/01/32                | PIEDMONT HEALTHCARE INC REGD SER 2032 2.04400000                                             | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |       470000 | PA      | $392774.18     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.63% 01/08/34/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2405 2.63000000                                        | CUSIP: Y1456TPZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     33000000 | PA      | $4914969.89    | 0.03%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COOPERATI 0.125% 12/01/31/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: N22616JV4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $99963.54      | 0.00%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  3.65% 04/30/34/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.65000000                                         | CUSIP: E90210AA8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       100000 | PA      | $119735.79     | 0.00%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.7% 08/15/49                | UNITEDHEALTH GROUP INC REGD 3.70000000                                                       | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $803319.07     | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI4104 6% 04/01/54                     | FREDDIE MAC POOL UMBS P#QI4104 6.00000000                                                    | CUSIP: 3133WARZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       336221 | PA      | $346184.27     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 3% 11/21/33/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 166 3.00000000                                    | CUSIP: Q2R04NDN1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6030000 | PA      | $3683655.95    | 0.03%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.14PTHOR 11/19/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $-9417.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OB 0.85% 07/30/37/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000                                               | CUSIP: E8922AKX7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1093000 | PA      | $963958.48     | 0.01%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| LAND HESSEN 1.3% 10/10/33/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 1803 1.30000000                                             | CUSIP: D3R1TJBY1<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $418172.66     | 0.00%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000                                   | CUSIP: D2R8H4FQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1320000 | PA      | $1394683.92    | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISE 2.375% 06/14/28/EUR/                | RAIFFEISEN LB STEIERMARK /EUR/ REGD REG S EMTN 2.37500000                                    | CUSIP: A7123NFA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       100000 | PA      | $117266.31     | 0.00%             | 2028-06-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF  0.5% 11/15/29/DKK/                | KINGDOM OF DENMARK /DKK/ REGD SER 10Y 0.50000000                                             | CUSIP: K30904BK9<br>LEI: N/A                  | Long             | DBT              | USGA              | DK        |     20004000 | PA      | $2961026.49    | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVE 0.35% 07/16/25/EUR/                | ASIAN DEVELOPMENT BANK /EUR/ REGD EMTN 0.35000000                                            | CUSIP: Y0338UCE7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       700000 | PA      | $824045.51     | 0.01%             | 2025-07-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/15/27                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5462400 | PA      | $5475202.50    | 0.04%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.5% 10/31/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000                                               | CUSIP: E8922ALB4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5188000 | PA      | $5336621.56    | 0.04%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUB 6.2% 06/16/31/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 152 6.20000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     17600000 | PA      | $941670.21     | 0.01%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 8/15/41                    | UNITED STATES TREASURY BOND 3.75000000                                                       | CUSIP: 912810QS0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       544800 | PA      | $488468.53     | 0.00%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.4% 02/01/34                | EXTRA SPACE STORAGE LP REGD 5.40000000                                                       | CUSIP: 30225VAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $15236.84      | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.125% 06/04/37/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 1.12500000                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $4666479.06    | 0.03%             | 2037-06-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CPPIB CAP 1.625% 10/22/71/GBP/                | CPPIB CAPITAL INC /GBP/ REGD REG S EMTN 1.62500000                                           | CUSIP: C2R89MZM4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2000000 | PA      | $995212.40     | 0.01%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 4.5% 05/15/35/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0535 4.50000000                                        | CUSIP: Q54627HT6<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      4420000 | PA      | $2682625.44    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPI 0.75% 07/15/49/EUR/                | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.75000000                                           | CUSIP: C28009AC9<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       600000 | PA      | $379309.32     | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REGIAO AU 2.163% 04/06/32/EUR/                | REGIAO AUTONOMA ACORES /EUR/ REGD REG S 2.16300000                                           | CUSIP: X73269AZ9<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | USGA              | PT        |       300000 | PA      | $328106.72     | 0.00%             | 2032-04-06      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 5% 08/01/39/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 32Y 5.00000000                                       | CUSIP: T602598V2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7023000 | PA      | $9415632.05    | 0.06%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIG 2.05% 07/01/31                | CONNECTICUT LIGHT & PWR REGD SER A 2.05000000                                                | CUSIP: 207597EN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       905000 | PA      | $788895.23     | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 1.8% 08/15/53/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 1.80000000                                 | CUSIP: D2R8H4JE0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9990000 | PA      | $8974298.86    | 0.06%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS 1.85% 02/15/31                | ELECTRONIC ARTS INC REGD 1.85000000                                                          | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |        17000 | PA      | $14762.27      | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H14 HF V/R 09/20/71                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H14 CL HF V/R 5.80185000                   | CUSIP: 38382YER0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7618685 | PA      | $7773477.79    | 0.05%             | 2071-09-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 5.25% 07/15/35                | NORTHROP GRUMMAN CORP REGD 5.25000000                                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66332.97      | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD2402 3% 12/01/31                     | FANNIE MAE POOL UMBS P#BD2402 3.00000000                                                     | CUSIP: 3140F9U45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       151717 | PA      | $147572.91     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1351 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD1351 4.50000000                                                    | CUSIP: 3132DNQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       180677 | PA      | $173740.49     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/27                  | UNITED STATES TREASURY NOTE 2.37500000                                                       | CUSIP: 912828X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2303200 | PA      | $2245979.88    | 0.02%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPIT 4.25% 10/04/31                | ACCENTURE CAPITAL INC REGD 4.25000000                                                        | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $64367.91      | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.05% 03/15/51                 | PECO ENERGY CO REGD 3.05000000                                                               | CUSIP: 693304BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       435000 | PA      | $285043.70     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 1.75% 07/20/34/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000                                               | CUSIP: Q7943QD89<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2660000 | PA      | $1356618.59    | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| RTE RESEA 1.125% 07/08/40/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F4041GYJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $161493.02     | 0.00%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 08/15/32                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     71913000 | PA      | $66342551.43   | 0.46%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 02/20/28/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000                                                    | CUSIP: A0654ULC3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      7240000 | PA      | $8245813.37    | 0.06%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| EVEREST REINSURA 3.5% 10/15/50                | EVEREST REINSURANCE HLDG REGD 3.50000000                                                     | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $508955.45     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGION WA 0.375% 10/22/31/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 0.37500000                                             | CUSIP: B70023PS7<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $100076.75     | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.25% 03/15/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.25000000                                  | CUSIP: T6052BYV4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11660000 | PA      | $13063535.02   | 0.09%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.5% 01/31/41/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.50000000                                               | CUSIP: E8922AQL7<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1470000 | PA      | $1696089.82    | 0.01%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD0514 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#SD0514 2.00000000                                                    | CUSIP: 3132DMSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       611674 | PA      | $490561.38     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 0.125% 09/15/31/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.12500000                                    | CUSIP: F1R890CY0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $500295.38     | 0.00%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN15 A V/R 10/15/28                 | BANK 2018-BNK15 SER 2018-BN15 CL A4 V/R REGD 4.40700000                                      | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1235000 | PA      | $1230519.30    | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER 1.125% 03/12/27/EUR/                | SANTANDER UK PLC /EUR/ REGD REG S 1.12500000                                                 | CUSIP: G7808WLT6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115728.94     | 0.00%             | 2027-03-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.90PSS1D 03/31/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |            1 | NC      | $63132.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QX2596 6% 01/01/55                     | FREDDIE MAC POOL UMBS P#QX2596 6.00000000                                                    | CUSIP: 31425W3E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       520934 | PA      | $530692.73     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 2.25% 06/01/32/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD SER 1056 2.25000000                                            | CUSIP: W7S73NAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      9200000 | PA      | $985200.98     | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1159 3.5% 02/01/44                   | FREDDIE MAC POOL UMBS P#ZT1159 3.50000000                                                    | CUSIP: 3132ADJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        66575 | PA      | $61983.27      | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX2553 5.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#QX2553 5.50000000                                                    | CUSIP: 31425WZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       279831 | PA      | $280672.05     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.75% 09/10/54/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5409 2.75000000                                           | CUSIP: Y7277F5H9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4506000000 | PA      | $3343517.54    | 0.02%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.45% 01/15/36                | PUBLIC SERVICE OKLAHOMA REGD 5.45000000                                                      | CUSIP: 744533BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $60447.28      | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6764 2% 07/20/50                  | GINNIE MAE II POOL P#MA6764 2.00000000                                                       | CUSIP: 36179VQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       128981 | PA      | $105438.93     | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTS 3.625% 09/11/29/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 3.62500000                                     | CUSIP: D5714ENY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $361069.70     | 0.00%             | 2029-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SCANDINAV 4.875% 09/12/29/EUR/                | SCANDINAVIAN TOBACCO GRO /EUR/ REGD REG S 4.87500000                                         | CUSIP: K8553UAA3<br>LEI: 5299003KG4JS99TRML67 | Long             | DBT              | CORP              | DK        |      3696000 | PA      | $4502625.50    | 0.03%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 2.85% 04/01/30                    | NVIDIA CORP REGD 2.85000000                                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |        40000 | PA      | $37951.41      | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EXPORT DE 2.875% 01/19/28/EUR/                | EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: C321487K5<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $1197627.64    | 0.01%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADE 1.125% 01/21/26/EUR/                | HEIMSTADEN BOSTAD AB /EUR/ REGD REG S EMTN 1.12500000                                        | CUSIP: W4R92LAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1200000 | PA      | $1397263.06    | 0.01%             | 2026-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 0% 01/20/31/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 0.00000000                                                 | CUSIP: N14287L74<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $203904.08     | 0.00%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 4.8% 02/01/33                | KINDER MORGAN INC REGD 4.80000000                                                            | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98402.55      | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.15% 06/22/66/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 80 2.15000000                                                 | CUSIP: B1124GGV7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3041000 | PA      | $2251521.98    | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| SKIPTON BU 3.25% 06/18/29/EUR/                | SKIPTON BUILDING SOCIETY /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: G8175CFM5<br>LEI: 66AGRETLUXS4YO5MUH35 | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2169007.36    | 0.01%             | 2029-06-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 2% 06/01/32/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 2.00000000                                                    | CUSIP: 135087N59<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       600000 | PA      | $411296.64     | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 4.15% 05/15/48                | SAN DIEGO G & E REGD 4.15000000                                                              | CUSIP: 797440BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $620916.76     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 3.75% 02/07/29/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: D0R14GMA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       600000 | PA      | $728262.86     | 0.01%             | 2029-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.25% 11/22/36/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.25000000                                                 | CUSIP: N14288AU3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      2070000 | PA      | $1758904.78    | 0.01%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 11/15/25/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.50000000                                  | CUSIP: T6052BRE0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       265000 | PA      | $312769.51     | 0.00%             | 2025-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.85% 05/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.85000000                                         | CUSIP: Y6S39B6S4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     65500000 | PA      | $9216703.04    | 0.06%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 05/05/28/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 0.87500000                       | CUSIP: N22616DA6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $801746.80     | 0.01%             | 2028-05-05      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  6.5% 01/16/29                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.50000000                                             | CUSIP: 44891ACR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1085000 | PA      | $1142918.20    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP 6.5% 01/15/28                        | IBM CORP REGD 6.50000000                                                                     | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        40000 | PA      | $42285.70      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST  3% 06/18/31/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN 3.00000000                                      | CUSIP: W5185Y5Y8<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     17680000 | PA      | $1903502.63    | 0.01%             | 2031-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP9119 3% 09/20/47                  | GINNIE MAE II POOL P#CP9119 3.00000000                                                       | CUSIP: 3618A0DY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       356250 | PA      | $314090.74     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 0.75% 06/18/31/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 0.75000000                                                      | CUSIP: X32332G22<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2170000 | PA      | $2275056.26    | 0.02%             | 2031-06-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.75% 05/24/26                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.75000000                                            | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       860000 | PA      | $867165.78     | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNRT 3A A2R V/R 10/20/36                      | GENERATE CLO 3 LTD SER 3A CL A2R V/R REGD 144A P/P 6.09947000                                | CUSIP: 98625UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2435010.48    | 0.02%             | 2036-10-20      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/52                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2541100 | PA      | $1791376.24    | 0.01%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERBUND AG 0.9% 04/01/41/EUR/                 | VERBUND AG /EUR/ REGD REG S 0.90000000                                                       | CUSIP: A91460AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       300000 | PA      | $232839.53     | 0.00%             | 2041-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1511 5% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD1511 5.00000000                                                    | CUSIP: 3132DNVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       220490 | PA      | $218495.53     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6339 3.5% 12/20/49                | GINNIE MAE II POOL P#MA6339 3.50000000                                                       | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       340494 | PA      | $310403.53     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5397 3.5% 08/20/48                | GINNIE MAE II POOL P#MA5397 3.50000000                                                       | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       141400 | PA      | $130382.26     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4660 3.5% 08/01/49                   | FANNIE MAE POOL UMBS P#FS4660 3.50000000                                                     | CUSIP: 3140XLFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1053449 | PA      | $966432.07     | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 5.34% 05/19/63                | PFIZER INVESTMENT ENTER REGD 5.34000000                                                      | CUSIP: 716973AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |         6000 | PA      | $5575.01       | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1025 4.5% 01/01/48                   | FANNIE MAE POOL UMBS P#CA1025 4.50000000                                                     | CUSIP: 3140Q8D77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       466635 | PA      | $453755.64     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 3.15% 12/14/51                | SYSCO CORPORATION REGD 3.15000000                                                            | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |        70000 | PA      | $44787.50      | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 1.5% 09/15/32/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 1.50000000                                             | CUSIP: X27717MG3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2320000 | PA      | $2516173.16    | 0.02%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN EXP  1.96% 09/19/31/JPY/                | JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 75 1.96000000                                        | CUSIP: J2739VNU5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $722935.47     | 0.00%             | 2031-09-19      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 05/19/31/EUR/                | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 5.62500000                                        | CUSIP: D1T7F6D70<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2994384.19    | 0.02%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALT 3.387% 10/15/49                | ADVOCATE HEALTH CORP REGD 3.38700000                                                         | CUSIP: 007589AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $24731.54      | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.4% 07/30/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000                                               | CUSIP: E8922AFW5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     13911000 | PA      | $16017766.79   | 0.11%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERAT 4.125% 05/15/29                | BRIXMOR OPERATING PART REGD 4.12500000                                                       | CUSIP: 11120VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $923822.45     | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 01/01/28/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000                                   | CUSIP: K74181M29<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       200000 | PA      | $30785.55      | 0.00%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8855 3.5% 07/01/46                   | FANNIE MAE POOL UMBS P#AL8855 3.50000000                                                     | CUSIP: 3138ETZV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3039057 | PA      | $2810541.34    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.187% 11/15/36                  | BROADCOM INC REGD 144A P/P 3.18700000                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       795000 | PA      | $659055.87     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE  2.75% 04/01/42/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000                                                   | CUSIP: Y7996FVU1<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |       850000 | PA      | $706552.47     | 0.00%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 02/15/35                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     88602700 | PA      | $91440755.24   | 0.63%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER CAP 2.125% 12/15/29/EUR/                | BAYER CAPITAL CORP BV /EUR/ REGD REG S 2.12500000                                            | CUSIP: N10680AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       600000 | PA      | $681225.91     | 0.00%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3% 06/23/32/EUR/                      | SFIL SA /EUR/ REGD REG S 3.00000000                                                          | CUSIP: F8347NAQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117119.44     | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CHR5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1481800 | PA      | $1494476.34    | 0.01%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 0.5% 05/25/40/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000                                               | CUSIP: F43750LA8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14652000 | PA      | $11081141.99   | 0.08%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 06/15/27                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479100 | PA      | $2520063.26    | 0.02%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 0.25% 10/25/26/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1026 0.25000000                                        | CUSIP: X8T0243S2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      6040000 | PA      | $1587172.58    | 0.01%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% AUG 25                     | FNMA 30YR TBA 6.5% AUG 25      TO BE ANNOUNCED 6.50000000                                    | CUSIP: 01F062689<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -19500000 | PA      | $-20099218.04  | -0.14%            | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINA 5.15% 05/15/33                | AMERIPRISE FINANCIAL INC REGD 5.15000000                                                     | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |         9000 | PA      | $9238.85       | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44                  | UNITED STATES TREASURY BOND 4.62500000                                                       | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3264400 | PA      | $3199622.07    | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.3% 08/15/28                | WILLIAMS COMPANIES INC REGD 5.30000000                                                       | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2413397.57    | 0.02%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL COR 5.5% 09/01/30                | ARES CAPITAL CORP REGD 5.50000000                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99686.45      | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.75% 06/25/39/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.75000000                                               | CUSIP: F43750HD7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11707000 | PA      | $11078711.44   | 0.08%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP01.25 05/08/43 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $480691.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.125% 08/15/29                  | UNITED STATES TREASURY BOND 6.12500000                                                       | CUSIP: 912810FJ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       171600 | PA      | $187003.78     | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL  2.347% 08/30/29/EUR/                | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S 2.34700000                                          | CUSIP: Q6534AQA2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $116597.95     | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DEXIA 1% 10/18/27/EUR/                        | DEXIA /EUR/ REGD REG S EMTN 1.00000000                                                       | CUSIP: F3R304BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $343799.12     | 0.00%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 1.75% 11/15/26                | KINDER MORGAN INC REGD 1.75000000                                                            | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |        40000 | PA      | $38625.57      | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.1% 03/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 184 1.10000000                                          | CUSIP: J2S39LE83<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1628650000 | PA      | $9440752.67    | 0.06%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8632 3.5% 01/01/51                   | FANNIE MAE POOL UMBS P#CA8632 3.50000000                                                     | CUSIP: 3140QGSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       606822 | PA      | $552543.69     | 0.00%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LIQUI 0.375% 05/27/31/EUR/                | AIR LIQUIDE FINANCE /EUR/ REGD REG S EMTN 0.37500000                                         | CUSIP: F0183JRR4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2149405.92    | 0.01%             | 2031-05-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 4.3% 05/23/34/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.30000000                                        | CUSIP: N2960PMY6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $372192.36     | 0.00%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7589 3.5% 10/01/45                   | FANNIE MAE POOL UMBS P#AL7589 3.50000000                                                     | CUSIP: 3138EQNF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        16622 | PA      | $15444.18      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DE 3% 05/25/29/EUR/                | CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F12898KQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $479943.94     | 0.00%             | 2029-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERROVIE DE 4.5% 05/23/33/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 4.50000000                                        | CUSIP: T4063CAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $252928.95     | 0.00%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.25% 11/25/26/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.25000000                                               | CUSIP: F43750GD8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     20346000 | PA      | $23412718.69   | 0.16%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| AGENCE FRANCE 0% 03/20/31/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.00000000                                        | CUSIP: F0109PCY2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $301547.02     | 0.00%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTAREA 1.875% 01/17/28/EUR/                  | ALTAREA /EUR/ REGD REG S 1.87500000                                                          | CUSIP: F0261XJA4<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1248748.31    | 0.01%             | 2028-01-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7169 5% 12/01/54                     | FREDDIE MAC POOL UMBS P#SD7169 5.00000000                                                    | CUSIP: 3132DU6E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1508407 | PA      | $1490545.31    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4275 3% 01/01/27                     | FANNIE MAE POOL UMBS P#AB4275 3.00000000                                                     | CUSIP: 31417AXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       113448 | PA      | $112090.20     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 04/30/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1580700 | PA      | $1560015.05    | 0.01%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW 0% 06/15/29/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S475M32<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1084000 | PA      | $1168624.50    | 0.01%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FIN 5.45% 05/23/29                | AMCOR GROUP FINANCE REGD 5.45000000                                                          | CUSIP: 02344BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        13000 | PA      | $13363.87      | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 01/23/30                       | US BANCORP REGD V/R 5.38400000                                                               | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30881.37      | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.4% 06/30/33                    | NISOURCE INC REGD 5.40000000                                                                 | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10227.31      | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/31                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CLM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880400 | PA      | $1848668.25    | 0.01%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 1.75% 07/05/27/EUR/                | LAND HESSEN /EUR/ REGD 1.75000000                                                            | CUSIP: D3R1TJDL7<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $116999.43     | 0.00%             | 2027-07-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN  5.45% 09/30/34                | FIRST AMERICAN FINANCIAL REGD 5.45000000                                                     | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |        63000 | PA      | $61692.55      | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1463 4% 05/01/51                     | FANNIE MAE POOL UMBS P#FS1463 4.00000000                                                     | CUSIP: 3140XGTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       202994 | PA      | $191995.30     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANC 0.5% 09/06/29/EUR/                | CCEP FINANCE IRELAND DAC /EUR/ REGD REG S 0.50000000                                         | CUSIP: G198A4AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       300000 | PA      | $322502.68     | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 3.75% 06/22/45/EUR/                | BELGIUM KINGDOM /EUR/ REGD REG S SER 71 3.75000000                                           | CUSIP: B11204TJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2543000 | PA      | $3005036.37    | 0.02%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AG 0.875% 08/11/28/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000                                          | CUSIP: F2276HBM0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112412.28     | 0.00%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA G 2.25% 06/12/68/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 235 2.25000000                                 | CUSIP: X7T24WAC3<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       399000 | PA      | $284338.69     | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA S 0.625% 07/09/26/EUR/                | VONOVIA SE /EUR/ REGD REG S EMTN 0.62500000                                                  | CUSIP: D9581TCF5<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $347221.96     | 0.00%             | 2026-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43                  | UNITED STATES TREASURY BOND 3.87500000                                                       | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1666100 | PA      | $1493111.97    | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND 4.5% 04/15/27/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0427 4.50000000                                        | CUSIP: Q67383GW5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2740000 | PA      | $1703970.89    | 0.01%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8789 2% 02/01/36                     | FANNIE MAE POOL UMBS P#CA8789 2.00000000                                                     | CUSIP: 3140QGXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       331360 | PA      | $303468.16     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE P 3.75% 05/25/40/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 3.75000000                                              | CUSIP: F97647DH5<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117133.93     | 0.00%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.75% 12/22/26/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/D 2.75000000                                       | CUSIP: X3R52SBX1<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |     80210000 | PA      | $225253.46     | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC C 5.2% 04/01/34                | UNION ELECTRIC CO REGD 5.20000000                                                            | CUSIP: 906548CY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $66089.34      | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 01/15/31                | HUNTINGTON BANCSHARES REGD V/R 5.27200000                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30730.34      | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| IBRD 2.14% 02/04/41                           | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GMTN 2.14000000                  | CUSIP: 45906M2G5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      1000000 | PA      | $667689.00     | 0.00%             | 2041-02-04      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.05% 04/15/30                       | VISA INC REGD 2.05000000                                                                     | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |        85000 | PA      | $77366.38      | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/29                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2724800 | PA      | $2772377.57    | 0.02%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 03/01/72/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.15000000                                       | CUSIP: T6052BZK7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       233000 | PA      | $165017.74     | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BS7608 5.09% 02/01/31                  | FANNIE MAE POOL UMBS P#BS7608 5.09000000                                                     | CUSIP: 3140LJN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1729358 | PA      | $1786988.25    | 0.01%             | 2031-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 05/25/43/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F26348BH8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       140000 | PA      | $138160.66     | 0.00%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FACTSET RESEARCH 2.9% 03/01/27                | FACTSET RESEARCH SYSTEMS REGD 2.90000000                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |       955000 | PA      | $930352.66     | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54                | UNITED STATES TREASURY BOND 4.25000000                                                       | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3148700 | PA      | $2876632.64    | 0.02%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2000100 | PA      | $1714226.33    | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 2.75% 03/19/29/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 2.75000000                                      | CUSIP: D1T0VZCB5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $238577.28     | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.05% 10/30/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.05000000                                       | CUSIP: T6052B8N1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1680000 | PA      | $2066424.24    | 0.01%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3266 3% 04/01/48                     | FANNIE MAE POOL UMBS P#FM3266 3.00000000                                                     | CUSIP: 3140X6TY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5142386 | PA      | $4643725.87    | 0.03%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 4.179% 09/01/17                | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 4.17900000                                           | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        40000 | PA      | $29827.68      | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H03 FA V/R 12/20/64                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H03 CL FA V/R 4.94602000                   | CUSIP: 38375UTM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        15310 | PA      | $15339.18      | 0.00%             | 2064-12-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.75% 07/30/32/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.75000000                                               | CUSIP: E89228TP0<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3436000 | PA      | $4811065.91    | 0.03%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FERROVIE  4.125% 05/23/29/EUR/                | FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 4.12500000                                        | CUSIP: T4063CAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       300000 | PA      | $369905.74     | 0.00%             | 2029-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 5.35% 01/15/35                | EXTRA SPACE STORAGE LP REGD 5.35000000                                                       | CUSIP: 30225VAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $30203.86      | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNS 406 23 V/R 11/25/40                       | FANNIE MAE INTEREST STRIP SER 406 CL 23 V/R 6.00000000                                       | CUSIP: 3136FG3D7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       107946 | PA      | $22701.02      | 0.00%             | 2040-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT' 0.08% 06/19/26/JPY/                | JAPAN INT'L COOP AGENCY /JPY/ REGD SER 35 0.08000000                                         | CUSIP: J2820FAZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    200000000 | PA      | $1379692.69    | 0.01%             | 2026-06-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIO 1% 01/19/61/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: F847BRDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $45291.00      | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/15/31                   | MORGAN STANLEY REGD V/R 5.23000000                                                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        95000 | PA      | $97393.27      | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5389 5% 04/01/54                     | FREDDIE MAC POOL UMBS P#SD5389 5.00000000                                                    | CUSIP: 3132DS7A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1216299 | PA      | $1197716.17    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/53/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5303 3.25000000                                           | CUSIP: Y7277FX88<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4251170000 | PA      | $3444916.93    | 0.02%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 3.25% 06/06/32/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD 3.25000000                                                 | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       800000 | PA      | $927505.56     | 0.01%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 5.75% 03/29/29/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 153 5.75000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     18100000 | PA      | $925445.46     | 0.01%             | 2029-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/28/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CGQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4470800 | PA      | $4513586.94    | 0.03%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2950 2.5% 04/01/37                   | FANNIE MAE POOL UMBS P#FS2950 2.50000000                                                     | CUSIP: 3140XJH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        71976 | PA      | $67352.11      | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGAT 0% 04/10/26/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 183 0.00000000                                         | CUSIP: D2R8H4FY0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      4846000 | PA      | $5630084.19    | 0.04%             | 2026-04-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2016-71 NI 3.5% 04/25/46                  | FANNIE MAE REMICS SER 2016-71 CL NI 3.50000000                                               | CUSIP: 3136AT5A8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       620079 | PA      | $73118.87      | 0.00%             | 2046-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 10/21/27/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                      | CUSIP: F9627MGP8<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $230899.40     | 0.00%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6503 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#RA6503 2.00000000                                                    | CUSIP: 3133KNGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1568144 | PA      | $1252088.11    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.5% 03/20/36/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 22 2.50000000                                           | CUSIP: J2615Q5X9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    116250000 | PA      | $882710.50     | 0.01%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JUL 25                   | G2SF  30 YR TBA 4.5% JUL 25    TO BE ANNOUNCED 4.50000000                                    | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9650000 | PA      | $9234513.94    | 0.06%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6411 4% 01/20/50                  | GINNIE MAE II POOL P#MA6411 4.00000000                                                       | CUSIP: 36179VDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       779219 | PA      | $732698.65     | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METROPOLI 4.799% 12/07/27/EUR/                | METROPOLITANO DE LISBOA /EUR/ REGD 4.79900000                                                | CUSIP: X5331DAE4<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1000000 | PA      | $1247882.51    | 0.01%             | 2027-12-07      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) SEP25                   | FUTURE CONTRACT ON           US 5YR NOTE (CBT) SEP25 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -255 | NC      | $-27795000.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FS0406 3% 02/01/47                     | FANNIE MAE POOL UMBS P#FS0406 3.00000000                                                     | CUSIP: 3140XFNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       502778 | PA      | $452602.61     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 5.931% 02/02/29                | BAT INTL FINANCE PLC REGD 5.93100000                                                         | CUSIP: 05530QAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1825000 | PA      | $1914956.02    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ACEA SPA 3.875% 01/24/31/EUR/                 | ACEA SPA /EUR/ REGD REG S EMTN SER *- 3.87500000                                             | CUSIP: T0040KAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       500000 | PA      | $610779.89     | 0.00%             | 2031-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 0.625% 11/03/28/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: F073352G0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1097250.98    | 0.01%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 1.66% 01/09/35/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2510 1.66000000                                        | CUSIP: Y2261DAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     21600000 | PA      | $2980069.09    | 0.02%             | 2035-01-09      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 5.65% 06/15/54                | ELEVANCE HEALTH INC REGD 5.65000000                                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2405000 | PA      | $2313999.25    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES IN 5.5% 06/15/35                | CBRE SERVICES INC REGD 5.50000000                                                            | CUSIP: 12505BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $110799.09     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.875% 02/19/49/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.87500000                                 | CUSIP: X7S904CG4<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       540000 | PA      | $442360.24     | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 5.95% 09/01/54                | COX COMMUNICATIONS INC REGD 144A P/P 5.95000000                                              | CUSIP: 224044CV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       580000 | PA      | $539165.69     | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PROXIMUS S 0.75% 11/17/36/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 0.75000000                                               | CUSIP: B6949WHP6<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       200000 | PA      | $175397.15     | 0.00%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVE 1% 06/12/28/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 234 1.00000000                                 | CUSIP: X7T24WAB5<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       700000 | PA      | $793520.83     | 0.01%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEA 3.3% 10/05/29/EUR/                | ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 3.30000000                                    | CUSIP: C69798AU7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       800000 | PA      | $970078.56     | 0.01%             | 2029-10-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.875% 07/11/31/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: D1T0VZCM1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $210685.78     | 0.00%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUT PFAN 0.625% 08/30/27/EUR/                | DEUT PFANDBRIEFBANK AG /EUR/ REGD EMTN 0.62500000                                            | CUSIP: D18835MB7<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113670.52     | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1611 4% 01/01/34                     | FREDDIE MAC POOL UMBS P#ZT1611 4.00000000                                                    | CUSIP: 3132ADYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10733 | PA      | $10696.54      | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENE KIN 5.318% 9/15/31 /GBP                | GREENE KING FINANCE PLC /GBP/ SERIES A2 REGD 5.31800000                                      | CUSIP: G4158GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        23026 | PA      | $31660.18      | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0908 3.5% 03/01/52                   | FANNIE MAE POOL UMBS P#FS0908 3.50000000                                                     | CUSIP: 3140XGAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10555519 | PA      | $9667169.28    | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 0% 10/22/31/EUR/                | BELGIUM KINGDOM /EUR/ REGD REG S SER 92 0.00000000                                           | CUSIP: B1121KCJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3367000 | PA      | $3361881.74    | 0.02%             | 2031-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXIA 2.75% 01/18/29/EUR/                     | DEXIA /EUR/ REGD EMTN 2.75000000                                                             | CUSIP: F4356XAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       700000 | PA      | $830384.41     | 0.01%             | 2029-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW 2.625% 01/10/34/EUR/                      | KFW /EUR/ REGD REG S EMTN 2.62500000                                                         | CUSIP: D4S46MNY7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1746905.71    | 0.01%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.4% 03/20/55/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 8 1.40000000                                            | CUSIP: J2S39KHP4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    434350000 | PA      | $2163681.63    | 0.01%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 0.01% 01/27/31/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S 0.01000000                                             | CUSIP: C8S08KPA9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $505938.70     | 0.00%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 4.375% 05/15/47                  | NISOURCE INC REGD 4.37500000                                                                 | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4126.75       | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 07/15/46                 | CIGNA GROUP/THE REGD SER * 4.80000000                                                        | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17415.37      | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  1% 05/15/38/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 16Y 1.00000000                                 | CUSIP: D2R8H4JC4<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     12002000 | PA      | $11370015.16   | 0.08%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC R 3.75% 01/30/28/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 3.75000000                                                | CUSIP: X32332UD2<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1400000 | PA      | $1715725.92    | 0.01%             | 2028-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.25% 03/01/45                    | CENCORA INC REGD 4.25000000                                                                  | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        21000 | PA      | $17226.11      | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP 5.65% 05/18/33                       | FMC CORP REGD 5.65000000                                                                     | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1645839.63    | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.25% 10/20/36/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.25000000                                                    | CUSIP: A0654UWM9<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6030000 | PA      | $5167574.07    | 0.04%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/27/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 348 0.10000000                                          | CUSIP: J2S39KTT3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    320850000 | PA      | $2196676.73    | 0.02%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATION 5.75% 10/01/29                | AMERICAN NATIONAL GROUP REGD 5.75000000                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35828.05      | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 03/07/36/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HKL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     20176000 | PA      | $26945098.26   | 0.19%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF Q 0% 10/15/29/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.00000000                                          | CUSIP: C4108FEL6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $1058459.91    | 0.01%             | 2029-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF N 3.707% 12/20/28/EUR/                | BANK OF NEW ZEALAND /EUR/ REGD REG S 3.70750000                                              | CUSIP: Q67472EB4<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      1150000 | PA      | $1406606.56    | 0.01%             | 2028-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6810 3% 08/20/50                  | GINNIE MAE II POOL P#MA6810 3.00000000                                                       | CUSIP: 36179VR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       561938 | PA      | $487197.41     | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.1% 07/30/31/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.10000000                                               | CUSIP: E8922APS3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1305000 | PA      | $1572211.96    | 0.01%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50                | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                       | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6421.97       | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNM 4% 11/30/35/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.00000000                                            | CUSIP: Y5325PBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     30500000 | PA      | $5151754.97    | 0.04%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2239 2.5% 07/01/52                   | FANNIE MAE POOL UMBS P#FS2239 2.50000000                                                     | CUSIP: 3140XHPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       444937 | PA      | $370283.27     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 06/30/26                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 9128287B0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1011500 | PA      | $990400.74     | 0.01%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 3.25% 10/05/28/EUR/                | LAND HESSEN /EUR/ REGD 3.25000000                                                            | CUSIP: D3R1TJDV5<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       980000 | PA      | $1188738.26    | 0.01%             | 2028-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFIZER NET 4.25% 05/19/45/EUR/                | PFIZER NETHERLANDS INTL /EUR/ REGD 4.25000000                                                | CUSIP: 71708LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1449764.77    | 0.01%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 4.95% 09/01/29                      | IDEX CORP REGD 4.95000000                                                                    | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       660000 | PA      | $670780.46     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8880 5% 06/01/54                     | FANNIE MAE POOL UMBS P#FS8880 5.00000000                                                     | CUSIP: 3140XQ2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       947377 | PA      | $930920.72     | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 4.875% 02/04/28                | ALTRIA GROUP INC REGD 4.87500000                                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70952.07      | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 08/01/28/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                   | CUSIP: Y280CENX1<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2240000 | PA      | $1818237.19    | 0.01%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 4.75% 02/20/37/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000                                         | CUSIP: Q6715QNE3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $255786.04     | 0.00%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 1.375% 12/02/29/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 1.37500000                                                     | CUSIP: X7360WBQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      2000000 | PA      | $2058008.64    | 0.01%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7847 4% 07/01/52                     | FANNIE MAE POOL UMBS P#BT7847 4.00000000                                                     | CUSIP: 3140LWWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       333438 | PA      | $310664.52     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/20/32                   | MORGAN STANLEY REGD V/R MTN 2.51100000                                                       | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21885.93      | 0.00%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.22% 08/19/30                          | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.22000000                                               | CUSIP: 3134GXBA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       215000 | PA      | $186907.13     | 0.00%             | 2030-08-19      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  1.125% 05/30/28/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.12500000                                 | CUSIP: X7S904CF6<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       390000 | PA      | $442791.54     | 0.00%             | 2028-05-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK6128 3% 10/01/28                     | FREDDIE MAC POOL UMBS P#ZK6128 3.00000000                                                    | CUSIP: 3131X9YZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       604762 | PA      | $593905.60     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOM 4.875% 02/01/35                | INVITATION HOMES OP REGD 4.87500000                                                          | CUSIP: 46188BAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $106595.58     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.55% 06/16/48/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 1439 1.55000000                           | CUSIP: D5S07LEV9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      2800000 | PA      | $2250719.47    | 0.02%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA P#BT0809 3% 03/15/50                     | GINNIE MAE I POOL P#BT0809 3.00000000                                                        | CUSIP: 3617MN3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13105 | PA      | $11612.82      | 0.00%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 04/29/31/EUR/                | FREISTAAT SACHSEN /EUR/ REGD REG S SER 134 0.01000000                                        | CUSIP: D6654WAJ0<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $101635.57     | 0.00%             | 2031-04-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 01/30/36                | CAPITAL ONE FINANCIAL CO REGD V/R 6.18300000                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25447.61      | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1419 3.5% 09/01/49                   | FREDDIE MAC POOL UMBS P#RA1419 3.50000000                                                    | CUSIP: 3133KGSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       857063 | PA      | $785685.53     | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T62086 3% 10/01/46                    | FREDDIE MAC GOLD POOL P#T62086 3.00000000                                                    | CUSIP: 3128S3J75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       151624 | PA      | $131977.57     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 01/15/30/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128BJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      5720000 | PA      | $6809497.49    | 0.05%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FREIE HANSE 1.2% 01/30/34/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 215 1.20000000                                  | CUSIP: D1R1ZQAW7<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |        40000 | PA      | $41107.78      | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.065% 06/15/50/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0120 4.06500000                                           | CUSIP: Y2R35QCH2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      9840000 | PA      | $2358291.04    | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.3% 10/31/26/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.30000000                                               | CUSIP: E8922ACF5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3721000 | PA      | $4348511.83    | 0.03%             | 2026-10-31      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R03.13PKWDC 04/19/28 JPMCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $13146.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD0935 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0935 3.00000000                                                    | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1461588 | PA      | $1267006.94    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 8.75% 03/01/31                      | ORANGE SA REGD 9.00000000                                                                    | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       120000 | PA      | $145759.75     | 0.00%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA V/R /PERP//EUR/                    | SOGECAP SA /EUR/ REGD V/R /PERP/ 4.12500000                                                  | CUSIP: F8T88PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2020059.00    | 0.01%             | 2174-02-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.625% 01/31/34/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.62500000                                              | CUSIP: G4527HC90<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10445000 | PA      | $14591776.36   | 0.10%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 1.95% 07/30/37/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 142 1.95000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     12960000 | PA      | $475935.51     | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERN 4.85% 05/07/30                | AMERICAN INTERNATIONAL REGD 4.85000000                                                       | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29438.29      | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9558 2.5% 10/01/51                   | FANNIE MAE POOL UMBS P#CA9558 2.50000000                                                     | CUSIP: 3140QHTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2065389 | PA      | $1714368.78    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 10/22/53/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HZD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     18526000 | PA      | $19738543.27   | 0.14%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 2.5% 10/22/29/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 2.50000000                                             | CUSIP: Q9194YEA8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      4200000 | PA      | $2623585.84    | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 2.7% 03/15/31                     | CENCORA INC REGD 2.70000000                                                                  | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |        65000 | PA      | $58667.12      | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/31/26                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CLH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2940500 | PA      | $2933378.46    | 0.02%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHMS K737 A2 2.525% 10/25/26                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K737 CL A2 2.52500000       | CUSIP: 3137FQXJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       650000 | PA      | $636443.99     | 0.00%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| WESTPAC B 0.875% 04/17/27/EUR/                | WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.87500000                                        | CUSIP: Q97417WD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1146602.38    | 0.01%             | 2027-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       549400 | PA      | $419067.73     | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7347 2% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD7347 2.00000000                                                    | CUSIP: 3132DVEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4778743 | PA      | $3792376.17    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9700 3.5% 07/01/42                   | FANNIE MAE POOL UMBS P#AO9700 3.50000000                                                     | CUSIP: 3138M1X60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          667 | PA      | $626.44        | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 05/25/53/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F26348AN6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     12298000 | PA      | $6710472.10    | 0.05%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| DE VOLKSB 4.875% 03/07/30/EUR/                | DE VOLKSBANK NV /EUR/ REGD REG S 4.87500000                                                  | CUSIP: N2R87AEY7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       600000 | PA      | $757869.46     | 0.01%             | 2030-03-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EATON CAP 0.577% 03/08/30/EUR/                | EATON CAPITAL ULC /EUR/ REGD REG S 0.57700000                                                | CUSIP: G3R310AD2<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      2467000 | PA      | $2627096.10    | 0.02%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 06/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                 | CUSIP: T6052BH50<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5920000 | PA      | $6104570.29    | 0.04%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 3.1% 06/15/28/EUR/                | DUKE ENERGY CORP /EUR/ REGD 3.10000000                                                       | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2550114.52    | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.15% 02/15/50                     | PACIFICORP REGD 4.15000000                                                                   | CUSIP: 695114CV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $83627.92      | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 0.05% 01/16/30/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000                                      | CUSIP: L32482HC5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      7900000 | PA      | $8381878.01    | 0.06%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.2% 12/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 156 0.20000000                                           | CUSIP: J2S39LB94<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2120000000 | PA      | $14521643.00   | 0.10%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & C 4.75% 12/07/46                | WELLS FARGO & COMPANY REGD MTN 4.75000000                                                    | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        15000 | PA      | $12861.76      | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNR 2016-68 WI V/R 10/25/46                   | FANNIE MAE REMICS SER 2016-68 CL WI V/R 2.03356300                                           | CUSIP: 3136ATR30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2924476 | PA      | $217579.85     | 0.00%             | 2046-10-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRAS 3.5% 10/19/26/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD SER 30 3.50000000                                           | CUSIP: A586GDAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       280000 | PA      | $335748.02     | 0.00%             | 2026-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 06/18/29                | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                       | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |        16000 | PA      | $15851.24      | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL  3.146% 02/05/31/EUR/                | NATIONAL AUSTRALIA BANK /EUR/ REGD REG S 3.14600000                                          | CUSIP: Q6534A5D9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      1800000 | PA      | $2161278.59    | 0.01%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND NIED 0.875% 10/25/28/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 884 0.87500000                                       | CUSIP: D5S19DBU8<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |      1320000 | PA      | $1485305.72    | 0.01%             | 2028-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8482 5.5% 05/01/54                   | FANNIE MAE POOL UMBS P#CB8482 5.50000000                                                     | CUSIP: 3140QUM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2141935 | PA      | $2147732.43    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 02/28/28/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN 0.37500000                                             | CUSIP: D4S59JEF9<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $223080.17     | 0.00%             | 2028-02-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4.7% 05/15/32                | GEORGIA POWER CO REGD 4.70000000                                                             | CUSIP: 373334KQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2349229.20    | 0.02%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ  4.839% 01/01/41                | SALT RIVER AZ PROJ AGRIC IMPT REGD N/C B/E 4.83900000                                        | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |       100000 | PA      | $93583.98      | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4FJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7440000 | PA      | $7859000.13    | 0.05%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.525% 06/01/50                | MICROSOFT CORP REGD 2.52500000                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $683869.05     | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO 2.75% 02/04/30/EUR/                | NOVO BANCO SA /EUR/ REGD REG S EMTN 2.75000000                                               | CUSIP: X5872BAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       100000 | PA      | $118451.26     | 0.00%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BRAND 1.45% 11/26/38/EUR/                | LAND BRANDENBURG /EUR/ REGD REG S 1.45000000                                                 | CUSIP: D1R1PYBR1<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       530000 | PA      | $497308.01     | 0.00%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 08/31/81/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.37500000                                      | CUSIP: D2542RAD9<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $110050.77     | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1727 5% 09/01/49                     | FANNIE MAE POOL UMBS P#FM1727 5.00000000                                                     | CUSIP: 3140X44M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       807446 | PA      | $806740.84     | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA 3.25% 11/25/30/EUR/                   | SFIL SA /EUR/ REGD REG S EMTN 3.25000000                                                     | CUSIP: F8347NAJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $240862.31     | 0.00%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCC SPA 3.75% 09/20/29/EUR/                   | MCC SPA /EUR/ REGD REG S EMTN 3.75000000                                                     | CUSIP: T66899AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       200000 | PA      | $243505.49     | 0.00%             | 2029-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 03/10/55                  | CVS HEALTH CORP REGD V/R 7.00000000                                                          | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       215000 | PA      | $221716.19     | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AM 0.6% 11/25/29/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.60000000                                         | CUSIP: F1270CYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1518592.27    | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTE 0.5% 06/01/26/SEK/                | STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1591 0.50000000                                     | CUSIP: W86201XN0<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $208591.84     | 0.00%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK EN 3.125% 03/24/31                | DIAMONDBACK ENERGY INC REGD 3.12500000                                                       | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2197877.59    | 0.02%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & C 2.8% 05/15/50                | AIR PRODUCTS & CHEMICALS REGD 2.80000000                                                     | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3163.17       | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 3.55% 10/31/33/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.55000000                                               | CUSIP: E8922ANM8<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7755000 | PA      | $9509528.06    | 0.07%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA3802 3% 06/01/30                     | FREDDIE MAC POOL UMBS P#ZA3802 3.00000000                                                    | CUSIP: 31329MGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       342267 | PA      | $334923.10     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 06/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000                                 | CUSIP: T6052BH50<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       865000 | PA      | $891968.46     | 0.01%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CEZ AS 2.375% 04/06/27/EUR/                   | CEZ AS /EUR/ REGD REG S EMTN 2.37500000                                                      | CUSIP: X1169KCP7<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |      1425000 | PA      | $1670800.91    | 0.01%             | 2027-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.44000 L 06/18/35 DUB      | ORO FWD USD 10Y C 4.44000 L 06/18/35 DUB 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3900000 | NC      | $247793.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QE7117 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE7117 4.50000000                                                    | CUSIP: 3133BG4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        72630 | PA      | $69584.99      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL O 0.625% 01/30/29/EUR/                | COUNCIL OF EUROPE /EUR/ REGD EMTN 0.62500000                                                 | CUSIP: F2R96BDB4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      1500000 | PA      | $1664761.37    | 0.01%             | 2029-01-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES  4.2% 04/15/32                | SUN COMMUNITIES OPER LP REGD 4.20000000                                                      | CUSIP: 866677AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2129299.90    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 5.3% 03/15/32                | NEXTERA ENERGY CAPITAL REGD 5.30000000                                                       | CUSIP: 65339KDK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $51501.38      | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 2.875% 11/25/31/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: F7053NZZ0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       700000 | PA      | $822445.85     | 0.01%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORA 5.45% 03/15/43                | FREEPORT-MCMORAN INC REGD SER WI 5.45000000                                                  | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28350.52      | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8153 2% 05/01/37                     | FREDDIE MAC POOL UMBS P#SB8153 2.00000000                                                    | CUSIP: 3132D6BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       813332 | PA      | $742812.45     | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3I GROUP P 5.75% 12/03/32/GBP/                | 3I GROUP PLC /GBP/ REGD REG S EMTN 5.75000000                                                | CUSIP: G88473AG1<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $501065.70     | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LUZERNER KA 0.1% 09/15/31/CHF/                | LUZERNER KANTONALBK AG /CHF/ REGD REG S 0.10000000                                           | CUSIP: H51129CC8<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |      1050000 | PA      | $1271761.80    | 0.01%             | 2031-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND NORD 1.375% 01/15/20/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.37500000                                    | CUSIP: D5S07LGM7<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1044000 | PA      | $484552.91     | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 07/27/50/EUR/                | CNP ASSURANCES SACA /EUR/ REGD V/R REG S 2.00000000                                          | CUSIP: F1876NBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $108765.54     | 0.00%             | 2050-07-27      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN G 3.5% 10/06/42/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 485 3.50000000                                           | CUSIP: R34155CF7<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      3780000 | PA      | $363351.63     | 0.00%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.4% 10/19/28/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 188 2.40000000                                         | CUSIP: D2R8H4KD0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     11180000 | PA      | $13345043.14   | 0.09%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.2% 03/20/32/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 366 0.20000000                                          | CUSIP: J2S39LTM6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   6734750000 | PA      | $44025028.72   | 0.30%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM2 A V/R 04/25/65                 | MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000                         | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1390472 | PA      | $1348156.97    | 0.01%             | 2065-04-25      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA9963 4.5% 10/20/54                | GINNIE MAE II POOL P#MA9963 4.50000000                                                       | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1900707 | PA      | $1819943.52    | 0.01%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41                  | UNITED STATES TREASURY BOND 1.87500000                                                       | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3076300 | PA      | $2118320.95    | 0.01%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4216 2.5% 12/01/50                   | FREDDIE MAC POOL UMBS P#RA4216 2.50000000                                                    | CUSIP: 3133KKVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       700581 | PA      | $586082.63     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV 3% 10/07/34/EUR/                 | ALLIANDER NV /EUR/ REGD REG S EMTN 3.00000000                                                | CUSIP: N0373AFK2<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229277.66     | 0.00%             | 2034-10-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.422% 09/30/27/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0120 3.42200000                                      | CUSIP: Y2R35QBD2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      3270000 | PA      | $782143.93     | 0.01%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES I 5.95% 07/15/55                | EOG RESOURCES INC REGD 5.95000000                                                            | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       420000 | PA      | $427651.53     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AGENCE FRAN 0.5% 05/31/35/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000                                    | CUSIP: F0108UKN7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $449173.65     | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-223 QI 2.5% 10/20/51                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-223 CL QI 2.50000000                       | CUSIP: 38383FJZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9136797 | PA      | $906040.45     | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 5.35% 03/06/35/AUD/                | NBN CO LTD /AUD/ REGD REG S MTN 5.35000000                                                   | CUSIP: Q6633FWZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       500000 | PA      | $335166.16     | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP V/R /PERP/                 | ENERGY TRANSFER LP REGD V/R /PERP/ SER H 6.50000000                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1499139.66    | 0.01%             | 2173-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND SCHLE 2.75% 06/13/33/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.75000000                                          | CUSIP: D67763AS7<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $117370.83     | 0.00%             | 2033-06-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3802 3% 02/01/28                     | FANNIE MAE POOL UMBS P#AL3802 3.00000000                                                     | CUSIP: 3138ELGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        31750 | PA      | $31340.82      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT 1% 10/01/28/DKK/                | NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000                                       | CUSIP: K7S724MM6<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       300000 | PA      | $45631.26      | 0.00%             | 2028-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG 3% 11/30/26/CNH/                    | HONG KONG /CNH/ REGD REG S     EMTN SER GMTN 3.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | HK        |     10000000 | PA      | $1415407.73    | 0.01%             | 2026-11-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSEST 3% 03/02/33/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 272 3.00000000                                        | CUSIP: D1R1ZQDF1<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |      1140000 | PA      | $1359549.11    | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4786 4.5% 08/01/48                   | FREDDIE MAC POOL UMBS P#ZS4786 4.50000000                                                    | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        17388 | PA      | $16903.27      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.0% JUL 12                     | G2SF 30YR TBA 6.0% JUL 12      TO BE ANNOUNCED 6.00000000                                    | CUSIP: 21H060671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7800000 | PA      | $7907147.43    | 0.05%             | 2042-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENE V/R 09/06/32/EUR/                | SOCIETE GENERALE /EUR/ REGD V/R REG S EMTN 5.25000000                                        | CUSIP: F8586RE39<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $246927.75     | 0.00%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.7% 04/30/32/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.70000000                                               | CUSIP: E8922AMC1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10560000 | PA      | $10848756.49   | 0.07%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OB 3.15% 04/30/33/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000                                               | CUSIP: E8922ANE6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     13420000 | PA      | $16067230.74   | 0.11%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.45PMUTK 07/08/48 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-237220.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/30/31                | CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000                                           | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       620000 | PA      | $700244.09     | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2222 1.5% 11/01/36                   | FANNIE MAE POOL UMBS P#CB2222 1.50000000                                                     | CUSIP: 3140QMPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       230617 | PA      | $205563.43     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 4% 06/17/55/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000                                               | CUSIP: Y6065BSX6<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     56190000 | PA      | $2351356.40    | 0.02%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDI 5.35% 01/08/55                | BLACKROCK FUNDING INC REGD 5.35000000                                                        | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $219614.12     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30                | FIDELITY NATL FINANCIAL REGD 3.40000000                                                      | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9331.13       | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHLB 1% 03/23/26                              | FEDERAL HOME LOAN BANKS 1.00000000                                                           | CUSIP: 3130ALGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       609375 | PA      | $595421.24     | 0.00%             | 2026-03-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/19/41                | BANK OF AMERICA CORP REGD V/R MTN 2.67600000                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1212965.83    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 2% 06/25/64/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 50Y 2.00000000                                              | CUSIP: H21069ZB0<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       611000 | PA      | $1146145.76    | 0.01%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERING 3% 11/15/28/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 3.00000000                                                  | CUSIP: D8T44EAZ8<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       800000 | PA      | $963664.28     | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBRD ZCP 05/01/30                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP 0.00000000                           | CUSIP: 45905UBH6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       228000 | PA      | $185855.20     | 0.00%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5373 2% 06/01/51                     | FREDDIE MAC POOL UMBS P#RA5373 2.00000000                                                    | CUSIP: 3133KL6J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       326887 | PA      | $262065.28     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WOLTERS KL 3.25% 03/18/29/EUR/                | WOLTERS KLUWER NV /EUR/ REGD REG S 3.25000000                                                | CUSIP: N96425QC5<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2403477.36    | 0.02%             | 2029-03-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR &  S/UP 06/15/26                | ALGONQUIN PWR & UTILITY REGD S/UP 5.36500000                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |       475000 | PA      | $477941.95     | 0.00%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 04/22/31/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN 0.00000000                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      5800000 | PA      | $5880660.56    | 0.04%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 4.95% 02/24/32                | HERSHEY COMPANY REGD 4.95000000                                                              | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40874.75      | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7779 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#RA7779 4.50000000                                                    | CUSIP: 3133KPUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       329371 | PA      | $316725.44     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.125% 01/21/30/EUR/                | DEUTSCHE BANK AG /EUR/ REGD REG S 0.12500000                                                 | CUSIP: D1T7F6TU2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |        75000 | PA      | $79034.28      | 0.00%             | 2030-01-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA0744 3.5% 01/01/49                   | FREDDIE MAC POOL UMBS P#QA0744 3.50000000                                                    | CUSIP: 31334WZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        34098 | PA      | $31535.93      | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY  6.625% 06/15/37                | VALERO ENERGY CORP REGD 6.62500000                                                           | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |        65000 | PA      | $69979.00      | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 1.571% 04/30/29/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.57100000                                         | CUSIP: E3124CDN0<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $228148.18     | 0.00%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2582 4.3% 12/01/29                   | FANNIE MAE POOL UMBS P#BZ2582 4.30000000                                                     | CUSIP: 3140NW2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5212000 | PA      | $5244584.07    | 0.04%             | 2029-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ9747 2% 02/01/51                     | FANNIE MAE POOL UMBS P#BQ9747 2.00000000                                                     | CUSIP: 3140KVZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       923478 | PA      | $734694.52     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.8% 01/25/36/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1605 3.80000000                                        | CUSIP: Y1456TDN3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    332000000 | PA      | $55114394.50   | 0.38%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.75% 05/15/31/EUR/                  | NRW.BANK /EUR/ REGD REG S EMTN 2.75000000                                                    | CUSIP: D5S2683X3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1502000 | PA      | $1778233.43    | 0.01%             | 2031-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRE 4% 04/01/52                | DUKE ENERGY PROGRESS LLC REGD 4.00000000                                                     | CUSIP: 26442UAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $15354.09      | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 5.95% 02/14/49                | ALTRIA GROUP INC REGD 5.95000000                                                             | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |         6000 | PA      | $5972.25       | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.8% 03/20/48/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 58 0.80000000                                           | CUSIP: J2S39KF84<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    565800000 | PA      | $2778885.22    | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/10/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797LW5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       181000 | PA      | $180810.48     | 0.00%             | 2025-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHMS K075 A2 V/R 02/25/28                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K075 CL A2 V/R 3.65000000        | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $494702.10     | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP 4.85% 03/01/35                | KIMCO REALTY OP LLC REGD 4.85000000                                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       700000 | PA      | $685067.43     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8506 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#SB8506 2.00000000                                                    | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1403492 | PA      | $1294935.24    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 1.3% 01/30/31                      | ECOLAB INC REGD 1.30000000                                                                   | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |        26000 | PA      | $22100.51      | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GO 2% 05/23/36/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 2.00000000                                         | CUSIP: Q85895VF6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       689000 | PA      | $338511.87     | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSC 0.25% 10/28/26/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD EMTN 0.25000000                                           | CUSIP: D57188H86<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        20000 | PA      | $22993.50      | 0.00%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWA 2% 05/17/34/EUR/                | BAUSPAR.SCHWAEBISCH HALL /EUR/ REGD EMTN 2.00000000                                          | CUSIP: D0677BAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $108543.07     | 0.00%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TALANX AG 4% 10/25/29/EUR/                    | TALANX AG /EUR/ REGD REG S EMTN 4.00000000                                                   | CUSIP: D82827AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2837127.36    | 0.02%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9215 3.43% 05/01/28                  | FANNIE MAE POOL UMBS P#AN9215 3.43000000                                                     | CUSIP: 3138LNGZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       500000 | PA      | $491083.24     | 0.00%             | 2028-05-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 3.25% 06/21/39/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 147 3.25000000                                    | CUSIP: Q08184MU6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3060000 | PA      | $1772568.32    | 0.01%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/44                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810TZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2043800 | PA      | $1977136.98    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRE PRIN STRIP ZCP 03/15/31                   | FREDDIE MAC STRIPS ZCP 0.00000000                                                            | CUSIP: 3134A4AB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       542000 | PA      | $428815.87     | 0.00%             | 2031-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 02/19/28/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000                                             | CUSIP: F1233MTP7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1141670.71    | 0.01%             | 2028-02-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 4% 01/15/37/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000                                                 | CUSIP: N4580ZKC0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      3974000 | PA      | $5183221.18    | 0.04%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCE 6.125% 03/15/33                | TARGA RESOURCES CORP REGD 6.12500000                                                         | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       285000 | PA      | $300404.01     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2997 3% 05/01/32                     | FANNIE MAE POOL UMBS P#MA2997 3.00000000                                                     | CUSIP: 31418CKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       346410 | PA      | $336233.46     | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4048 3% 06/01/50                     | FANNIE MAE POOL UMBS P#MA4048 3.00000000                                                     | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       238128 | PA      | $208469.94     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.719% 01/01/42                | PIEDMONT HEALTHCARE INC REGD SER 2042 2.71900000                                             | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |       450000 | PA      | $313761.87     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/19/55                   | MORGAN STANLEY REGD V/R 5.51600000                                                           | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       210000 | PA      | $205086.23     | 0.00%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.17PTHOR 12/16/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |            1 | NC      | $11588.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.85% 10/20/33/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2320 2.85000000                                        | CUSIP: Y0R4AWQD9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     31400000 | PA      | $4740447.20    | 0.03%             | 2033-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS  2.813% 01/01/60                | JOHNS HOPKINS UNIVERSITY REGD SER A 2.81300000                                               | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |       600000 | PA      | $354637.10     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.5% 05/31/29/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.50000000                                               | CUSIP: E8922ANY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7550000 | PA      | $9275810.41    | 0.06%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRIN 1% 09/15/27/SEK/                | LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 520 1.00000000                             | CUSIP: W5612FFC9<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $103203.43     | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA 0.875% 08/05/30                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000                                             | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50000 | PA      | $43192.23      | 0.00%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GNR 2021-206 IG 2.5% 09/20/51                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-206 CL IG 2.50000000                       | CUSIP: 38383DYF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8507951 | PA      | $799881.01     | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3443 4% 08/01/48                     | FANNIE MAE POOL UMBS P#MA3443 4.00000000                                                     | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       102627 | PA      | $97115.10      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDERLANDS 0.75% 10/13/36/EUR/                | NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 0.75000000                                    | CUSIP: N61157EA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $86162.51      | 0.00%             | 2036-10-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CA 5.25% 02/05/44                | IBM INTERNAT CAPITAL REGD 5.25000000                                                         | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |       100000 | PA      | $95967.67      | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.25% 09/17/31/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 483 1.25000000                                           | CUSIP: R34155BW1<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     18344000 | PA      | $1574660.43    | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WP CAREY INC 2.25% 04/01/33                   | WP CAREY INC REGD 2.25000000                                                                 | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $815636.52     | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLA 0% 10/31/30/CHF/                | UBS SWITZERLAND AG /CHF/ REGD REG S EMTN 0.00000000                                          | CUSIP: H1787XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |        25000 | PA      | $30346.71      | 0.00%             | 2030-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPA V/R /PERP/                | WELLS FARGO & COMPANY REGD V/R /PERP/ 6.85000000                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20981.97      | 0.00%             | 2173-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  4.5% 03/09/33/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 4.50000000                                               | CUSIP: Q7943Q6Q7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1680000 | PA      | $1107273.08    | 0.01%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPU 6.25% 01/04/30/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 6.25000000                                 | CUSIP: D20658NX0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      1025000 | PA      | $1420654.32    | 0.01%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 06/01/51                       | AT&T INC REGD 3.65000000                                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1280663.50    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NOTTING H 4.375% 02/20/54/GBP/                | NOTTING HILL GENESIS /GBP/ REGD 4.37500000                                                   | CUSIP: G66814AD9<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $519712.97     | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS 6% 12/07/33                | FAIRFAX FINL HLDGS LTD REGD 6.00000000                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        30000 | PA      | $31294.40      | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.625% 08/01/32/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.62500000                                                   | CUSIP: Y280CEHZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      3020000 | PA      | $2452418.16    | 0.02%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8823 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#CB8823 6.50000000                                                     | CUSIP: 3140QUYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       649788 | PA      | $677944.20     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 6.25% 06/22/33/GBP/                | SOCIETE GENERALE /GBP/ REGD REG S EMTN 6.25000000                                            | CUSIP: F8586TK87<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2925877.50    | 0.02%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIPK 2020-6A ARR V/R 05/18/34                 | PIKES PEAK CLO 6 SER 2020-6A CL ARR V/R REGD 144A P/P 5.26443000                             | CUSIP: 72132YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2496264.25    | 0.02%             | 2034-05-18      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/28                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833WR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     12000000 | PA      | $10570614.48   | 0.07%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52                      | INTEL CORP REGD 4.90000000                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       260000 | PA      | $215326.76     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.44PKL3M 11/17/30 MSLSW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |            1 | NC      | $-47138.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SWITZ 3.304% 03/05/29/EUR/                | UBS SWITZERLAND AG /EUR/ REGD REG S 3.30400000                                               | CUSIP: H84071AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       100000 | PA      | $120728.12     | 0.00%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.25% 05/25/45/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000                                               | CUSIP: F26348BX3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     11085000 | PA      | $12097113.56   | 0.08%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 5.749% 09/01/25                | NEXTERA ENERGY CAPITAL REGD 5.74900000                                                       | CUSIP: 65339KBS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10014.06      | 0.00%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8992 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#QE8992 4.00000000                                                    | CUSIP: 3133BJ7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       684117 | PA      | $638418.07     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 179 0.50000000                                          | CUSIP: J2S39LSM7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2734400000 | PA      | $14656824.53   | 0.10%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31                | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                      | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1379406.95    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLB 4% 06/09/28                              | FEDERAL HOME LOAN BANKS 4.00000000                                                           | CUSIP: 3130AWC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        50000 | PA      | $50376.02      | 0.00%             | 2028-06-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 0.45% 01/19/32/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.45000000                                         | CUSIP: F1270CXZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2200000 | PA      | $2229002.71    | 0.02%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.875% 07/18/31/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 276 2.87500000                                        | CUSIP: D1R1ZQDK0<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $835188.32     | 0.01%             | 2031-07-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9875 6.5% 09/01/53                   | FREDDIE MAC POOL UMBS P#RA9875 6.50000000                                                    | CUSIP: 3133KR6L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       642159 | PA      | $663638.46     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND BADEN 0.01% 09/02/30/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000                                          | CUSIP: D1U444BK5<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $414668.36     | 0.00%             | 2030-09-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH 0.5% 02/28/29/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.50000000                                           | CUSIP: D4900L7A4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $441601.20     | 0.00%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 0.25% 07/31/31/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.25000000                                              | CUSIP: G4527HTH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     14206000 | PA      | $15636324.99   | 0.11%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 0.5% 04/30/31/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 0.50000000                                               | CUSIP: E6960NLE7<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       363000 | PA      | $374037.33     | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/49                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834VE5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2555000 | PA      | $756981.27     | 0.01%             | 2049-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.125% 03/02/37/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.12500000                                    | CUSIP: F0108UQJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       600000 | PA      | $543680.73     | 0.00%             | 2037-03-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  0% 02/25/27/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000                                               | CUSIP: F26348AJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      5895000 | PA      | $6726459.14    | 0.05%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ACTION LO 3.125% 09/28/37/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | USGA              | FR        |       600000 | PA      | $667877.85     | 0.00%             | 2037-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 10/01/27/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4S46MSV8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       750000 | PA      | $897426.49     | 0.01%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.23PSG1D 05/03/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |            1 | NC      | $26030.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREISTAAT  0.01% 01/20/32/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S EMTN 0.01000000                                            | CUSIP: D0R4E0AM5<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $198334.19     | 0.00%             | 2032-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.625% 10/22/50/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000                                              | CUSIP: G4527HSJ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     23946000 | PA      | $12077672.27   | 0.08%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVER 3% 10/18/43/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 3.00000000                                          | CUSIP: G4R49GBA0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      1270000 | PA      | $1423877.48    | 0.01%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8213 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8213 3.00000000                                                    | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1618395 | PA      | $1402140.03    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.75% 09/01/27                | ALABAMA POWER CO REGD 3.75000000                                                             | CUSIP: 010392FY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $29849.95      | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME 5% 10/15/29/GBP/                | REALTY INCOME CORP /GBP/ REGD 5.00000000                                                     | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $3183759.72    | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSE 0.01% 04/08/26/EUR/                | FED CAISSES DESJARDINS /EUR/ REGD REG S EMTN 0.01000000                                      | CUSIP: C34201LK4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $115942.28     | 0.00%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.55% 09/01/44                | BURLINGTN NORTH SANTA FE REGD 4.55000000                                                     | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       160000 | PA      | $142096.48     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30                | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                     | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       960000 | PA      | $922834.10     | 0.01%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8149 2.5% 04/01/37                   | FREDDIE MAC POOL UMBS P#SB8149 2.50000000                                                    | CUSIP: 3132D6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       118352 | PA      | $110451.02     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 1.75% 06/23/32/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 138 1.75000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     42310000 | PA      | $1751155.74    | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47                | BAT CAPITAL CORP REGD SER WI 4.54000000                                                      | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       104000 | PA      | $84141.34      | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ELIA TRAN 3.625% 01/18/33/EUR/                | ELIA TRANSMISSION BE /EUR/ REGD REG S EMTN 3.62500000                                        | CUSIP: B35657AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |      5400000 | PA      | $6486494.39    | 0.04%             | 2033-01-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF Q 1.839% 06/09/27/EUR/                | BANK OF QUEENSLAND LTD /EUR/ REGD REG S 1.83900000                                           | CUSIP: Q1279GYC6<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      7600000 | PA      | $8881472.10    | 0.06%             | 2027-06-09      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C44 4.212% 05/15/51                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 SER 2018-C44 CL A5 REGD 4.21200000            | CUSIP: 95001JAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $987405.60     | 0.01%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 1.6% 12/17/29/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 1.60000000                                               | CUSIP: Y6065BLK1<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |    123830000 | PA      | $3835933.11    | 0.03%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DES 8% 11/07/47/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000                                          | CUSIP: P4R07XQS8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      5000000 | PA      | $220954.46     | 0.00%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARTESIAN FINA 6% 09/30/33/GBP/                | ARTESIAN FINANCE II /GBP/ REGD EMTN 6.00000000                                               | CUSIP: G0504HAA4<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |        30000 | PA      | $41600.42      | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 07/26/30                | CAPITAL ONE FINANCIAL CO REGD V/R 5.46300000                                                 | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30865.78      | 0.00%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.52% 08/25/33/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.52000000                                         | CUSIP: Y6S39B3Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    513800000 | PA      | $76210097.21   | 0.52%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0% 10/31/2028                    | UNITED STATES TREASURY NOTE    ZCP REGD 1.37500000                                           | CUSIP: 91282CDF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4448000 | PA      | $4123608.74    | 0.03%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.25% 06/27/31/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 3.25000000                                          | CUSIP: M2R92QAM6<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |      1069000 | PA      | $1298677.83    | 0.01%             | 2031-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4442 2% 10/01/36                     | FANNIE MAE POOL UMBS P#MA4442 2.00000000                                                     | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       282422 | PA      | $258166.83     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29                       | HCA INC REGD 4.12500000                                                                      | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $49114.22      | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2984 4% 08/01/45                     | FANNIE MAE POOL UMBS P#FM2984 4.00000000                                                     | CUSIP: 3140X6J69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2272202 | PA      | $2168269.85    | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.625% 09/26/28/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: D1T0VZCP4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $222312.62     | 0.00%             | 2028-09-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 11/30/26                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 912828YU8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       889800 | PA      | $862654.15     | 0.01%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 4.75% 02/28/28                | BHP BILLITON FIN USA LTD REGD 4.75000000                                                     | CUSIP: 055451AZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |        10000 | PA      | $10153.92      | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN T 5.25% 03/21/34/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD 5.25000000                                               | CUSIP: Q69608WZ8<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       800000 | PA      | $534117.66     | 0.00%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T  V/R 06/28/29/EUR/                | ITALY GOV'T INT BOND /EUR/ REGD V/R REG S EMTN 4.25000000                                    | CUSIP: T6R88QAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1000000 | PA      | $1242148.25    | 0.01%             | 2029-06-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 4.9% 03/27/28                    | ASSURANT INC REGD 4.90000000                                                                 | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |         7000 | PA      | $7053.81       | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELE 2% 04/17/40/GBP/                | NATL GRID ELECT TRANS /GBP/ REGD REG S EMTN 2.00000000                                       | CUSIP: G6374WDG9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $363954.21     | 0.00%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.99% 08/11/26/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2108 2.99000000                                        | CUSIP: Y0R4AWLY8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    112500000 | PA      | $15948156.85   | 0.11%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9615 4.5% 05/01/47                   | FANNIE MAE POOL UMBS P#AS9615 4.50000000                                                     | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1765 | PA      | $1718.48       | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 2.3% 03/01/30                | AMERICAN ELECTRIC POWER REGD 2.30000000                                                      | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4510.53       | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ARKEA PUB 3.111% 02/28/29/EUR/                | ARKEA PUBLIC SECTOR SCF /EUR/ REGD REG S 3.11100000                                          | CUSIP: F0R92AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120332.89     | 0.00%             | 2029-02-28      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3409 3% 07/01/33                     | FANNIE MAE POOL UMBS P#MA3409 3.00000000                                                     | CUSIP: 31418CYF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        77828 | PA      | $75532.01      | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAARLAND 2.75% 04/10/31/EUR/                  | SAARLAND /EUR/ REGD 2.75000000                                                               | CUSIP: D6651CFR4<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $237136.62     | 0.00%             | 2031-04-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4492 2% 12/01/51                     | FANNIE MAE POOL UMBS P#MA4492 2.00000000                                                     | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15621560 | PA      | $12401741.47   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CQ5116 3% 07/20/47                  | GINNIE MAE II POOL P#CQ5116 3.00000000                                                       | CUSIP: 3618A7VH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       116962 | PA      | $104169.56     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 12/15/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.85000000                                  | CUSIP: T6052BT65<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5780000 | PA      | $7187855.26    | 0.05%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.61% 01/27/27/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2205 2.61000000                                      | CUSIP: Y23862SM1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     18000000 | PA      | $2552073.08    | 0.02%             | 2027-01-27      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2285 5.34% 01/01/31                  | FANNIE MAE POOL UMBS P#BZ2285 5.34000000                                                     | CUSIP: 3140NWRF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       648000 | PA      | $678985.33     | 0.00%             | 2031-01-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JUL 25                     | FNMA 30YR TBA 3.5% JUL 25      TO BE ANNOUNCED 3.50000000                                    | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57429000 | PA      | $51719680.46   | 0.36%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE 1% 01/28/41/EUR/                   | VONOVIA SE /EUR/ REGD REG S EMTN 1.00000000                                                  | CUSIP: D9581TCC2<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $819069.60     | 0.01%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 07/24/39/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 20Y 0.00000000                                              | CUSIP: H210696F3<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      3589000 | PA      | $4148358.40    | 0.03%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32                | GLP CAPITAL LP / FIN II REGD 3.25000000                                                      | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       780000 | PA      | $686458.66     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.50 12/20/30 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $34253.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 4.8% 09/01/31                | SHERWIN-WILLIAMS CO REGD 4.80000000                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20209.29      | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA  3.2% 07/15/51                | MARTIN MARIETTA MATERIAL REGD 3.20000000                                                     | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |        16000 | PA      | $10614.22      | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8011 2.5% 08/01/51                   | FANNIE MAE POOL UMBS P#FM8011 2.50000000                                                     | CUSIP: 3140XB3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2052635 | PA      | $1724591.55    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS 2.5% 07/15/33/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000                                                 | CUSIP: N82128BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      2259000 | PA      | $2637266.30    | 0.02%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NRW.BANK 3% 05/31/30/EUR/                     | NRW.BANK /EUR/ REGD REG S EMTN 3.00000000                                                    | CUSIP: D5S268WK9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       173000 | PA      | $208225.02     | 0.00%             | 2030-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 4.75% 07/15/27                   | VERISIGN INC REGD SER WI 4.75000000                                                          | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |        27000 | PA      | $27000.84      | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA  8.75% 02/15/44/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR67 8.75000000                                          | CUSIP: Y20722AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   2074000000 | PA      | $149777.68     | 0.00%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 6.583% 05/15/49                | UNIV OF CALIFORNIA CA RGTS MED REGD N/C B/E 6.58300000                                       | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       100000 | PA      | $106617.26     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7883 3.5% 02/20/52                | GINNIE MAE II POOL P#MA7883 3.50000000                                                       | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2165128 | PA      | $1974722.31    | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC  3.875% 03/12/29/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 3.87500000                                                      | CUSIP: X32332XU1<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1480000 | PA      | $1835370.99    | 0.01%             | 2029-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE  1.125% 05/29/51/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.12500000                                      | CUSIP: D1T0VZDG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       412000 | PA      | $271885.82     | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1402 3% 08/01/50                     | FANNIE MAE POOL UMBS P#BQ1402 3.00000000                                                     | CUSIP: 3140KLRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2823473 | PA      | $2474327.67    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA  0.55% 10/31/31/EUR/                | ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.55000000                                         | CUSIP: E0R088AH3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       200000 | PA      | $201481.75     | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/35                    | CITIGROUP INC REGD V/R 5.82700000                                                            | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       780000 | PA      | $796173.81     | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3251 3.5% 03/01/48                   | FANNIE MAE POOL UMBS P#FM3251 3.50000000                                                     | CUSIP: 3140X6TH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       154390 | PA      | $142549.24     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0033 4.5% 05/20/48                | GINNIE MAE II POOL P#BH0033 4.50000000                                                       | CUSIP: 3617GWBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2715294 | PA      | $2622347.27    | 0.02%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARION BANK 0.05% 10/05/26/EUR/                | ARION BANKI H /EUR/ REGD REG S 0.05000000                                                    | CUSIP: X02228DN5<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |       100000 | PA      | $114418.05     | 0.00%             | 2026-10-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (P 0.25% 06/09/31/EUR/                | ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.25000000                                       | CUSIP: C4R07ZAL9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      3000000 | PA      | $3046567.37    | 0.02%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAARLAND 3% 01/19/35/EUR/                     | SAARLAND /EUR/ REGD REG S 3.00000000                                                         | CUSIP: D66510AA2<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |       375000 | PA      | $443134.32     | 0.00%             | 2035-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.82% 06/17/27/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2215 2.82000000                                      | CUSIP: Y23862TN8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     86000000 | PA      | $12287798.22   | 0.08%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 4.5% 03/01/28                | WESTERN MIDSTREAM OPERAT REGD 4.50000000                                                     | CUSIP: 958254AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1192510.42    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 09/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 122 1.80000000                                          | CUSIP: J2615Q3R4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    924000000 | PA      | $6676117.36    | 0.05%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/16/27                 | DEUTSCHE BANK NY REGD V/R 2.31100000                                                         | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $193973.03     | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DE VOLKSB 3.625% 10/21/31/EUR/                | DE VOLKSBANK NV /EUR/ REGD REG S EMTN 3.62500000                                             | CUSIP: N2R87AJW6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $119290.41     | 0.00%             | 2031-10-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINA 6% 11/24/34/GBP/                | BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 6.00000000                                        | CUSIP: G08820DU6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       600000 | PA      | $840972.39     | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.625% 01/25/43/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.62500000                                    | CUSIP: F3R505JR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $466426.19     | 0.00%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31                | REPUBLIC OF PERU REGD 2.78300000                                                             | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       110000 | PA      | $99003.30      | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FHR 3404 SA V/R 01/15/38                      | FREDDIE MAC REMICS SER 3404 CL SA V/R 1.58167000                                             | CUSIP: 31397PTU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       833063 | PA      | $70282.72      | 0.00%             | 2038-01-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3915 4.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3915 4.50000000                                                     | CUSIP: 3140QPK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1215667 | PA      | $1165012.32    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 D 4.94% 05/15/28                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL D REGD 4.94000000                          | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2502641.75    | 0.02%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 1.625% 03/15/34/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD SER 748 1.62500000                                        | CUSIP: H617317K7<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $53875.91      | 0.00%             | 2034-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC B 1.079% 04/05/27/EUR/                | WESTPAC BANKING CORP /EUR/ REGD REG S 1.07900000                                             | CUSIP: Q97423RF8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $115441.93     | 0.00%             | 2027-04-05      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1910 3.5% 01/01/44                   | FANNIE MAE POOL UMBS P#FS1910 3.50000000                                                     | CUSIP: 3140XHDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       174886 | PA      | $164311.53     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSI 2% 11/13/31/GBP/                | SP TRANSMISSION PLC /GBP/ REGD REG S 2.00000000                                              | CUSIP: G84016AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116273.61     | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7189 V/R 10/01/25                    | FANNIE MAE POOL UMBS P#BM7189 V/R 3.04600000                                                 | CUSIP: 3140JB7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2935555 | PA      | $2925893.25    | 0.02%             | 2025-10-01      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AME 5.9% 03/05/54                | WILLIS NORTH AMERICA INC REGD 5.90000000                                                     | CUSIP: 970648AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       146000 | PA      | $145177.99     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL FAR                           | CASH COLLATERAL FAR 4.23000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -390000 | PA      | $-390000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ORANO SA 5.375% 05/15/27/EUR/                 | ORANO SA /EUR/ REGD REG S EMTN 5.37500000                                                    | CUSIP: F6861GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $246340.04     | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF N 0.375% 03/26/30/EUR/                | BANK OF NOVA SCOTIA /EUR/ REGD REG S EMTN 0.37500000                                         | CUSIP: C068405K1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $105908.42     | 0.00%             | 2030-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN 1.45% 05/16/29/EUR/                | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 1.45000000                                       | CUSIP: Q9194UAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      7000000 | PA      | $7811288.49    | 0.05%             | 2029-05-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM 1.5% 05/19/29/EUR/                | ING BELGIUM SA /EUR/ REGD REG S EMTN 1.50000000                                              | CUSIP: B5R86XXD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $113471.96     | 0.00%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.67% 05/25/33/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.67000000                                         | CUSIP: Y6S39B2L3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    661800000 | PA      | $99102232.24   | 0.68%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 0.35% 09/29/31/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.35000000                                      | CUSIP: D1T0VZDJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $716418.34     | 0.00%             | 2031-09-29      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 1.125% 09/09/49/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F4041GUJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $126462.21     | 0.00%             | 2049-09-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LAND NORD 0.375% 09/02/50/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: D5S07LGX3<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       385000 | PA      | $208333.95     | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXE 5.5% 01/31/42/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0142 5.50000000                                             | CUSIP: M5920BAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |       290000 | PA      | $99545.17      | 0.00%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.4% 03/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 78 1.40000000                                           | CUSIP: J2S39LE26<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    886000000 | PA      | $4532101.80    | 0.03%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 3% JUL 25                       | FNMA 15YR TBA 3% JUL 25        TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2650000 | PA      | $2526591.59    | 0.02%             | 2040-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 1.625% 10/11/26/GBP/                | NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 1.62500000                                           | CUSIP: G6661MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1087355.07    | 0.01%             | 2026-10-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2577 3.5% 11/01/25                   | FREDDIE MAC POOL UMBS P#ZA2577 3.50000000                                                    | CUSIP: 31329K2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        11739 | PA      | $11682.58      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 04/01/27                     | ING GROEP NV REGD V/R SER VAR 1.72600000                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1265000 | PA      | $1238968.46    | 0.01%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| UNIVERSIT 2.544% 12/08/17/GBP/                | UNIVERSITY OF OXFORD /GBP/ REGD REG S 2.54400000                                             | CUSIP: G929ZKAB6<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $979987.65     | 0.01%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.75% 10/04/41/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: N6S779PV6<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $154444.32     | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM O 0.125% 09/09/30/SEK/                | KINGDOM OF SWEDEN /SEK/ REGD REG S EMTN 0.12500000                                           | CUSIP: W5134NFM9<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     17590000 | PA      | $1696659.98    | 0.01%             | 2030-09-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD COR 4.5% 07/15/27                | KINROSS GOLD CORP REGD SER WI 4.50000000                                                     | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $2502101.05    | 0.02%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL  V/R 10/31/28/EUR/                | CAIXA GERAL DE DEPOSITOS /EUR/ REGD V/R REG S EMTN 5.75000000                                | CUSIP: X08870GM7<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |       100000 | PA      | $126290.37     | 0.00%             | 2028-10-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 6.9% 05/15/53                | DOW CHEMICAL CO/THE REGD 6.90000000                                                          | CUSIP: 260543DH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        95000 | PA      | $102215.22     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-C6 2.595% 11/15/29                 | BBCMS MORTGAGE TRUST 2020-C6 SER 2020-C6 CL ASB REGD 2.59500000                              | CUSIP: 05492TAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       552223 | PA      | $531662.19     | 0.00%             | 2053-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL  3.75% 06/30/32/EUR/                | UNIVERSAL MUSIC GROUP NV /EUR/ REGD EMTN 3.75000000                                          | CUSIP: N90313AB8<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4470495.97    | 0.03%             | 2032-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWITZERLAN 1.25% 06/27/37/CHF/                | SWITZERLAND /CHF/ REGD REG S SER 25Y 1.25000000                                              | CUSIP: H7T729EM7<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       680000 | PA      | $927941.82     | 0.01%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WU 3.5% 03/21/30/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN 3.50000000                                             | CUSIP: D4884VQS2<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $359710.23     | 0.00%             | 2030-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 0.95% 03/01/37/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 16Y 0.95000000                                 | CUSIP: T6052BYU6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     11714000 | PA      | $10383099.85   | 0.07%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT 0% 11/17/29/EUR/                | KOMMUNEKREDIT /EUR/ REGD EMTN 0.00000000                                                     | CUSIP: K5813L7T8<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | USGA              | DK        |       800000 | PA      | $849015.46     | 0.01%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 0.625% 01/12/27/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.62500000                                    | CUSIP: D4S75UKD2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115155.86     | 0.00%             | 2027-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.1% 12/15/29                | REALTY INCOME CORP REGD 3.10000000                                                           | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       800000 | PA      | $758494.38     | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN  2.375% 03/15/31                | BROWN & BROWN INC REGD 2.37500000                                                            | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        69000 | PA      | $60720.26      | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 5.5% 01/04/31/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 5.50000000                                 | CUSIP: D20658PR1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      7190000 | PA      | $9890889.90    | 0.07%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/21/29                | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.54500000                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       555000 | PA      | $566816.44     | 0.00%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                     | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                     | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       844633 | PA      | $673853.66     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPU 2.75% 07/23/29/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 105 2.75000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     29860000 | PA      | $1372947.26    | 0.01%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCA 3% 01/17/34/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.00000000                                         | CUSIP: F0108UXD5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $578179.08     | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MOR 3.75% 01/15/31/EUR/                | PHILIP MORRIS INTL INC /EUR/ REGD 3.75000000                                                 | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      6850000 | PA      | $8327083.32    | 0.06%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 03/10/50/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5003 1.50000000                                           | CUSIP: Y7277FC99<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  10126530000 | PA      | $5804102.38    | 0.04%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4733 4.5% 09/01/52                   | FANNIE MAE POOL UMBS P#MA4733 4.50000000                                                     | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1972929 | PA      | $1890337.94    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOL 1.6% 04/01/26                | TELEDYNE TECHNOLOGIES IN REGD 1.60000000                                                     | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19565.80      | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.75% 01/15/53                | PACIFIC GAS & ELECTRIC REGD 6.75000000                                                       | CUSIP: 694308KH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10074.59      | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0243 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC0243 6.50000000                                                     | CUSIP: 3140AMHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       567957 | PA      | $588220.26     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.4% 04/15/34                | MOTOROLA SOLUTIONS INC REGD 5.40000000                                                       | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1203468.73    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 08/10/26                | GOLDMAN SACHS GROUP INC REGD V/R 5.79800000                                                  | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70096.70      | 0.00%             | 2026-08-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.82% 05/22/33/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2310 2.82000000                                        | CUSIP: Y1456TPL4<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    243000000 | PA      | $36539511.70   | 0.25%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.748% 09/15/27                 | BANK 2017-BNK7 SER 2017-BNK7 CL AS REGD 3.74800000                                           | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $728171.18     | 0.01%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 1.65% 07/16/32/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 10Y 1.65000000                                          | CUSIP: X6694NCD1<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      2780000 | PA      | $3063479.46    | 0.02%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN T 5.75% 04/21/37/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD 5.75000000                                               | CUSIP: Q3641WAA8<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       600000 | PA      | $403518.33     | 0.00%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6348 3.5% 02/01/45                   | FANNIE MAE POOL UMBS P#AL6348 3.50000000                                                     | CUSIP: 3138EPBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       186722 | PA      | $173843.72     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSC 3.25% 02/04/28/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 3.25000000                                     | CUSIP: D57219CV3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $238744.55     | 0.00%             | 2028-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/28/36                          | BPCE SA REGD V/R 144A P/P 6.02700000                                                         | CUSIP: 056121AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2835000 | PA      | $2921542.54    | 0.02%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA8410 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#RA8410 5.50000000                                                    | CUSIP: 3133KQKX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       740079 | PA      | $746300.67     | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP 3% 01/15/52                | NEXTERA ENERGY CAPITAL REGD 3.00000000                                                       | CUSIP: 65339KCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       205000 | PA      | $128610.92     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 08/15/45/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 107 7.12500000                                           | CUSIP: Y6S8PTAC6<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  48289000000 | PA      | $3004030.88    | 0.02%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 2.65% 06/15/51                | ENTERGY ARKANSAS LLC REGD 2.65000000                                                         | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        76000 | PA      | $44553.47      | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0150 7% 01/20/55                  | GINNIE MAE II POOL P#MB0150 7.00000000                                                       | CUSIP: 3618N5EY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       514535 | PA      | $531393.34     | 0.00%             | 2055-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.40PCAON 12/03/49 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $9088.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CR ZCP 05/11/37                | SWEDISH EXPORT CREDIT REGD ZCP MTN 0.00000000                                                | CUSIP: 00254ECJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |       224000 | PA      | $125594.59     | 0.00%             | 2037-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 08/15/54/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 30Y 2.50000000                                 | CUSIP: D2R8H4KM0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      6975000 | PA      | $7300702.69    | 0.05%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 4.2% 12/04/36/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 49 4.20000000                                            | CUSIP: X1761RAU5<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |      5390000 | PA      | $253138.70     | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ESB FINANC 4.25% 03/03/36/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.25000000                                             | CUSIP: G31206AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $123401.56     | 0.00%             | 2036-03-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 0.75% 04/15/31/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 16Y 0.75000000                                             | CUSIP: X8T03RAC7<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1321000 | PA      | $1409013.79    | 0.01%             | 2031-04-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| EURO STABI 1.85% 12/01/55/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.85000000                                    | CUSIP: L3333SAZ0<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | USGA              | N/A       |       180000 | PA      | $142489.20     | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0535 4.46% 02/01/31                  | FANNIE MAE POOL UMBS P#BZ0535 4.46000000                                                     | CUSIP: 3140NUSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1155386 | PA      | $1161938.52    | 0.01%             | 2031-02-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.8% 01/26/62/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.80000000                                                    | CUSIP: A7S57KAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      1580000 | PA      | $1929050.35    | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BZ1049 5.75% 06/01/34                  | FANNIE MAE POOL UMBS P#BZ1049 5.75000000                                                     | CUSIP: 3140NVEX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1144000 | PA      | $1238060.26    | 0.01%             | 2034-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7036 3% 04/01/29                     | FREDDIE MAC POOL UMBS P#ZS7036 3.00000000                                                    | CUSIP: 3132A7Y96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        15410 | PA      | $15098.44      | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                   | MORGAN STANLEY REGD V/R MTN 1.79400000                                                       | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        39000 | PA      | $33346.36      | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 3.75% 05/25/27/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0527 3.75000000                                        | CUSIP: X8T0247Q2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     10290000 | PA      | $2816693.90    | 0.02%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CS9562 3% 12/20/47                  | GINNIE MAE II POOL P#CS9562 3.00000000                                                       | CUSIP: 3618B3TT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       501651 | PA      | $442278.54     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPOST SA 3.29% 10/16/29/EUR/                  | BPOST SA /EUR/ REGD REG S 3.29000000                                                         | CUSIP: B1306VDF2<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       600000 | PA      | $715000.33     | 0.00%             | 2029-10-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FINNVERA  2.875% 08/30/29/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 2.87500000                                                | CUSIP: X2994QDJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       500000 | PA      | $598497.54     | 0.00%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATI 4.15% 05/01/47                | KAISER FOUNDATION HOSPIT REGD 4.15000000                                                     | CUSIP: 48305QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $978136.43     | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/09/36                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000                                          | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $518451.47     | 0.00%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDR 0.95% 01/10/21/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000                                    | CUSIP: D5S07LHC8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       945000 | PA      | $356243.24     | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BAA F 6.45% 12/10/31/GBP/                     | BAA FUNDING LTD /GBP/_________  REGD REG S EMTN 6.45000000                                   | CUSIP: G4R1K3AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       225000 | PA      | $329965.74     | 0.00%             | 2031-12-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.1% 06/20/43/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 185 1.10000000                                          | CUSIP: J2S39LK60<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1072150000 | PA      | $6181102.41    | 0.04%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| TENNET HO 1.125% 06/09/41/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.12500000                                           | CUSIP: N85094RX5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $248338.34     | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 03/10/54/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 5403 3.25000000                                           | CUSIP: Y7277F3V0<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  13164020000 | PA      | $10725223.09   | 0.07%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLARION FU 1.25% 11/13/32/GBP/                | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.25000000                                         | CUSIP: G2R64SAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1053550.02    | 0.01%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 2.5% 09/15/60                  | ELI LILLY & CO REGD 2.50000000                                                               | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       145000 | PA      | $80106.22      | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0519 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX0519 5.50000000                                                    | CUSIP: 31425USH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       197005 | PA      | $200645.64     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/30/27                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CMY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4249200 | PA      | $4248204.07    | 0.03%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 06/20/31 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-36326.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/30/28                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CJA0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2094400 | PA      | $2152159.61    | 0.01%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC 5.5% 03/15/54                | POTOMAC ELECTRIC POWER REGD 5.50000000                                                       | CUSIP: 737679DJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4883.62       | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.15% 01/30/30                | DIAMONDBACK ENERGY INC REGD 5.15000000                                                       | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30678.50      | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T62030 3.5% 06/01/45                  | FREDDIE MAC GOLD POOL P#T62030 3.50000000                                                    | CUSIP: 3128S3HF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       769511 | PA      | $701192.96     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.625% 08/25/34/EUR/                | LAND HESSEN /EUR/ REGD REG S 2.62500000                                                      | CUSIP: D3R1TJEE2<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       420000 | PA      | $483316.27     | 0.00%             | 2034-08-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GR 3.125% 06/15/31/EUR/                | ALTRIA GROUP INC /EUR/ REGD 3.12500000                                                       | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $8232556.95    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 1.5% 05/25/50/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.50000000                                               | CUSIP: F26348CA2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     10940000 | PA      | $7953691.30    | 0.05%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND G 5% 05/15/54/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0554 5.00000000                                        | CUSIP: Q54627HG4<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      1230000 | PA      | $724968.31     | 0.00%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVER 1% 11/12/26/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1059 1.00000000                                      | CUSIP: W77537TA1<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     31600000 | PA      | $3307664.18    | 0.02%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESID 1% 01/17/28/EUR/                | AKELIUS RESIDENTIAL PROP /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: N01767AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       500000 | PA      | $560220.05     | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 4.2% 01/15/33                | WASTE CONNECTIONS INC REGD 4.20000000                                                        | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |        20000 | PA      | $19353.15      | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/30                  | UNITED STATES TREASURY NOTE 3.62500000                                                       | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1491700 | PA      | $1480861.87    | 0.01%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LA POSTE S 3.75% 06/12/30/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 3.75000000                                                 | CUSIP: F5548BDQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $243845.07     | 0.00%             | 2030-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.9% 06/22/29/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 87 0.90000000                                                 | CUSIP: B1121KEK7<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7684000 | PA      | $8578406.54    | 0.06%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5931 4% 05/20/49                  | GINNIE MAE II POOL P#MA5931 4.00000000                                                       | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       439225 | PA      | $412461.75     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5023 BI 2% 10/25/50                       | FREDDIE MAC REMICS SER 5023 CL BI 2.00000000                                                 | CUSIP: 3137FWUP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19029717 | PA      | $2494877.68    | 0.02%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#BD4016 3% 10/15/49                     | GINNIE MAE I POOL P#BD4016 3.00000000                                                        | CUSIP: 3617BKN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       156637 | PA      | $138803.93     | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE R 4.375% 08/04/25                | COOPERATIEVE RABOBANK UA REGD 4.37500000                                                     | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $249879.54     | 0.00%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO  0.409% 11/07/29/EUR/                | SUMITOMO MITSUI BANKING /EUR/ REGD REG S EMTN 0.40900000                                     | CUSIP: J7771KVH7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      2100000 | PA      | $2243684.96    | 0.02%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 4.05% 07/01/30                | BRIXMOR OPERATING PART REGD 4.05000000                                                       | CUSIP: 11120VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1139446.18    | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EU 0% 01/20/31/EUR/                | COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.00000000                                           | CUSIP: F2R96AER0<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $5112391.26    | 0.04%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 3.875% 03/01/52                | VERIZON COMMUNICATIONS REGD 3.87500000                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       370000 | PA      | $275604.11     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.79% 10/26/30/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2010 3.79000000                                        | CUSIP: Y0R4AWLK8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17500000 | PA      | $2700430.46    | 0.02%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  V/R /PERP//EUR/                | TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S EMTN SER NC7 1.62500000                         | CUSIP: F9382DAC8<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1920017.36    | 0.01%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| ALFA LAVA 3.125% 09/18/31/EUR/                | ALFA LAVAL TREASURY INTL /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: W04171BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2050000 | PA      | $2398883.95    | 0.02%             | 2031-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5886 6% 09/01/53                     | FANNIE MAE POOL UMBS P#FS5886 6.00000000                                                     | CUSIP: 3140XMRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       554147 | PA      | $565355.16     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 3.75% 05/25/56/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.75000000                                               | CUSIP: F26348DV5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2020000 | PA      | $2250159.16    | 0.02%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD3603 6% 08/01/53                     | FREDDIE MAC POOL UMBS P#SD3603 6.00000000                                                    | CUSIP: 3132E0AC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1421622 | PA      | $1461317.17    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1 A 4.59% 10/16/26                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A4 REGD 4.59000000   | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       230000 | PA      | $230793.75     | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8038 3% 07/01/51                     | FANNIE MAE POOL UMBS P#FM8038 3.00000000                                                     | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1257561 | PA      | $1097584.84    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 03/29/30/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN SER 1234 0.01000000                                          | CUSIP: D2R04NCK2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        30000 | PA      | $31355.43      | 0.00%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUST CAPIT 1.75% 05/17/30/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD REG S 1.75000000                                           | CUSIP: Q0R77TEM5<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       400000 | PA      | $237865.93     | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUCKLAND CO 1.5% 11/28/25/CHF/                | AUCKLAND COUNCIL /CHF/ REGD REG S EMTN 1.50000000                                            | CUSIP: Q0649WAM0<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |       300000 | PA      | $380008.82     | 0.00%             | 2025-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SELP FINAN 3.75% 08/10/27/EUR/                | SELP FINANCE SARL /EUR/ REGD REG S EMTN 3.75000000                                           | CUSIP: L8177FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2755472.85    | 0.02%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MYR/USD FWD 20250917 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-297667.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANT 3.25% 05/27/32/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 3.25000000                                          | CUSIP: E2R99GFL7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      3800000 | PA      | $4469979.04    | 0.03%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/26                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CLP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3129200 | PA      | $3113065.07    | 0.02%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE S 3.5% 09/27/27/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.50000000                                              | CUSIP: F7053NPV0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $242257.66     | 0.00%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 3% 05/31/35/EUR/                    | DZ HYP AG /EUR/ REGD REG S EMTN SER 1279 3.00000000                                          | CUSIP: D2R04NFC7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       120000 | PA      | $140939.14     | 0.00%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 07/31/26                  | UNITED STATES TREASURY NOTE 0.62500000                                                       | CUSIP: 91282CCP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5483500 | PA      | $5290078.09    | 0.04%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HOLDING D'I 2.5% 05/04/27/EUR/                | HOLDING D'INFRASTRUCTURE /EUR/ REGD REG S EMTN 2.50000000                                    | CUSIP: F4946SAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1879601.07    | 0.01%             | 2027-05-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO M 0.01% 10/15/27/EUR/                | SUMITOMO MITSUI TR BK LT /EUR/ REGD REG S EMTN 0.01000000                                    | CUSIP: J7771YJN8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2231482.53    | 0.02%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0208 7% 02/20/55                  | GINNIE MAE II POOL P#MB0208 7.00000000                                                       | CUSIP: 3618N5GS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1289925 | PA      | $1332188.02    | 0.01%             | 2055-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MTU AERO  3.875% 09/18/31/EUR/                | MTU AERO ENGINES AG /EUR/ REGD REG S 3.87500000                                              | CUSIP: D5565HAV6<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |      5785000 | PA      | $7026376.56    | 0.05%             | 2031-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-118638075.70 | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM9311 1.5% 10/01/36                   | FANNIE MAE POOL UMBS P#FM9311 1.50000000                                                     | CUSIP: 3140XDKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       126958 | PA      | $113618.36     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 2% 09/10/68/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 6809 2.00000000                                           | CUSIP: Y7277FYD6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1200000000 | PA      | $736879.35     | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG  0.625% 09/02/25                | JAPAN FIN ORG MUNICIPAL REGD REG S EMTN 0.62500000                                           | CUSIP: J2820R5W0<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $993401.24     | 0.01%             | 2025-09-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSB 3% 06/18/32/EUR/                | INVESTITIONSBANK DES LAN /EUR/ REGD REG S 3.00000000                                         | CUSIP: D3762NAH0<br>LEI: 5299009T1JIGA56W7T95 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $239501.26     | 0.00%             | 2032-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUST CAPITA 4.5% 10/23/34/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD 4.50000000                                                 | CUSIP: Q0093PAB0<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       400000 | PA      | $255841.32     | 0.00%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE V/R 07/05/52/EUR/                  | ALLIANZ SE /EUR/ REGD V/R REG S EMTN 4.25200000                                              | CUSIP: D0R6AW5X6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2782655.10    | 0.02%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H11 FD V/R 05/20/73                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FD V/R 5.45185000                   | CUSIP: 38382Y5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1440474 | PA      | $1453199.51    | 0.01%             | 2073-05-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.2% 07/15/39/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD REG S 3.20000000                                              | CUSIP: A0654UF48<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2300000 | PA      | $2682192.11    | 0.02%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SALTAIRE  4.818% 12/01/33/GBP/                | SALTAIRE FINANCE PLC /GBP/ REGD REG S EMTN 4.81800000                                        | CUSIP: G777A1AE2<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $693346.85     | 0.00%             | 2033-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 04/15/27                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CKJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2917800 | PA      | $2953930.56    | 0.02%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FN DUS POOL LIND 4.8% 11/01/32                | FN DUS POOL LINDENWOOD 2ND 4.80000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       697000 | PA      | $704405.63     | 0.00%             | 2032-11-01      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| PFANDBRIEF SC 0% 05/20/41/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 697 0.00000000                                  | CUSIP: H617312W6<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       250000 | PA      | $262730.83     | 0.00%             | 2041-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 4.25% 12/21/35/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 171 4.25000000                                    | CUSIP: Q08184NE1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3580000 | PA      | $2369253.66    | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.8% 03/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000                                           | CUSIP: J2S39LY81<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1115650000 | PA      | $6214729.47    | 0.04%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS C 4.95% 08/15/29                | GENUINE PARTS CO REGD 4.95000000                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       910000 | PA      | $923825.99     | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSC 0% 09/08/31/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.00000000                                       | CUSIP: N6S77BG66<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       930000 | PA      | $929774.90     | 0.01%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31                | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       139000 | PA      | $132269.47     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI 3% 09/04/31/EUR/                | MEDIOBANCA DI CRED FIN /EUR/ REGD REG S 3.00000000                                           | CUSIP: T6S205ZL7<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118273.48     | 0.00%             | 2031-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INSTITUT C 3.05% 10/31/27/EUR/                | INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 3.05000000                           | CUSIP: E6R46KN42<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1000000 | PA      | $1203231.97    | 0.01%             | 2027-10-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SAGESS 3% 11/25/31/EUR/                       | SAGESS /EUR/ REGD REG S EMTN 3.00000000                                                      | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | USGA              | FR        |       300000 | PA      | $353367.33     | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H33 FA V/R 12/20/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 5.10602000                   | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4852961 | PA      | $4855382.05    | 0.03%             | 2065-12-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5424 4.5% 08/01/53                   | FANNIE MAE POOL UMBS P#FS5424 4.50000000                                                     | CUSIP: 3140XMA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       254702 | PA      | $244480.25     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35                | TARGA RESOURCES CORP REGD 5.50000000                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       985000 | PA      | $988368.50     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#E03003 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#E03003 3.00000000                                                    | CUSIP: 31294MKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       155113 | PA      | $153479.97     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 3% 03/21/47/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 150 3.00000000                                    | CUSIP: Q08184MX0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      3826000 | PA      | $1924620.26    | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.276% 12/01/28                | CDW LLC/CDW FINANCE REGD 3.27600000                                                          | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       113000 | PA      | $107772.72     | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| INTESA SA 0.375% 09/14/26/EUR/                | INTESA SANPAOLO SPA /EUR/ REGD REG S 0.37500000                                              | CUSIP: T9658PDT3<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $115345.80     | 0.00%             | 2026-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KFW 0.375% 04/23/30/EUR/                      | KFW /EUR/ REGD EMTN 0.37500000                                                               | CUSIP: D4S46MCX1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       360000 | PA      | $385879.45     | 0.00%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND SCHL 0.625% 08/31/28/EUR/                | LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.62500000                                          | CUSIP: D170N8BA1<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | USGA              | DE        |       140000 | PA      | $156592.35     | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.65000000                                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        80000 | PA      | $70649.22      | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 10/01/40/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 3.85000000                                       | CUSIP: T6031QBN0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4770000 | PA      | $5597677.78    | 0.04%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB V/R 08/23/32/EUR/                 | SWEDBANK AB /EUR/ REGD V/R REG S EMTN SER GMTN 3.62500000                                    | CUSIP: W94240BC6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      2249000 | PA      | $2688132.59    | 0.02%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 2.75% 01/09/31/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D1706CGX6<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118413.20     | 0.00%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.48% 09/25/28/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.48000000                                         | CUSIP: Y6S39B3Z1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    193900000 | PA      | $27935916.21   | 0.19%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.921% 07/06/48/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0518 4.92100000                                           | CUSIP: Y2R35QCF6<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      4000000 | PA      | $1084194.76    | 0.01%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 0.9% 04/01/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 0.90000000                                 | CUSIP: T6052BXZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     22527000 | PA      | $23908912.33   | 0.16%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 06/20/41/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 177 0.40000000                                          | CUSIP: J2S39LNP5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     40000000 | PA      | $213598.14     | 0.00%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 01/10/31/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.01000000                                          | CUSIP: D5S19DCN3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       779000 | PA      | $798002.26     | 0.01%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8199 2% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD8199 2.00000000                                                    | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4199157 | PA      | $3332334.29    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.439% 07/15/31                | BANCO SANTANDER SA REGD 5.43900000                                                           | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      4200000 | PA      | $4361705.21    | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 08/15/45                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810RN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2028800 | PA      | $1518905.51    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/15/31                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5096600 | PA      | $4408160.85    | 0.03%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WELF 2021-1A A1R V/R 04/20/34                 | WELF 2021-1A A1R TSFR3M        +118BP 144A VARIABLE REGD 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1400000.00    | 0.01%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BNG BANK NV 3% 01/11/33/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000                                                 | CUSIP: N14288XV6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       900000 | PA      | $1071931.18    | 0.01%             | 2033-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.1% 06/01/29                    | COMCAST CORP REGD 5.10000000                                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20634.86      | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250804 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3304512.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA 1.125% 06/19/29/EUR/                  | CROATIA /EUR/ REGD REG S 1.12500000                                                          | CUSIP: X7330ZFL1<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       300000 | PA      | $335685.84     | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.125% 03/01/28                | FREEPORT-MCMORAN INC REGD 4.12500000                                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1479396.30    | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 07/31/33                | L3HARRIS TECH INC REGD 5.40000000                                                            | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1644484.77    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORO USD 7Y P 5.00000 L  10/08/25 BRC          | ORO USD 7Y P 5.00000 L  10/08/25 BRC 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    125000000 | NC      | $10337.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.65PCAON 12/03/27 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $222660.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       140000 | PA      | $125393.74     | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9166 3% 10/01/51                     | FANNIE MAE POOL UMBS P#FM9166 3.00000000                                                     | CUSIP: 3140XDFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1129787 | PA      | $977668.80     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 09/22/26                    | UNICREDIT SPA REGD V/R 144A P/P 2.56900000                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $2984513.55    | 0.02%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| FHR 5210 AI 3.5% 01/25/42                     | FREDDIE MAC REMICS SER 5210 CL AI 3.50000000                                                 | CUSIP: 3137H6W92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3435869 | PA      | $402306.20     | 0.00%             | 2042-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3135 4% 08/01/27                     | FANNIE MAE POOL UMBS P#AL3135 4.00000000                                                     | CUSIP: 3138EKPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3543 | PA      | $3521.70       | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 1.75% 11/25/27/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: F1272PHE0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $933318.04     | 0.01%             | 2027-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250804 000005208 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-512747.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO 4.3% 02/01/49                | DUKE ENERGY OHIO INC REGD 4.30000000                                                         | CUSIP: 26442EAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8045.83       | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2664 5.44% 10/01/31                  | FANNIE MAE POOL UMBS P#BZ2664 5.44000000                                                     | CUSIP: 3140NW6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1096212 | PA      | $1148264.12    | 0.01%             | 2031-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FN DUS POOL HER 5.46% 05/01/33                | FN DUS POOL HERITAGE SQ 2ND    REGD 5.46000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1150800.00    | 0.01%             | 2033-05-01      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| AEROPORTS 1.125% 06/18/34/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.12500000                                            | CUSIP: F01177AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $192748.66     | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 2% 05/15/30                | UNITEDHEALTH GROUP INC REGD 2.00000000                                                       | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       160000 | PA      | $143139.44     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN IN 0.5% 11/13/37/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.50000000                                          | CUSIP: B3821SSL2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $1717909.27    | 0.01%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  3.5% 12/21/34/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 168 3.50000000                                    | CUSIP: Q2R04NEN0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      7660000 | PA      | $4799339.33    | 0.03%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW5089 5% 01/01/53                     | FANNIE MAE POOL UMBS P#BW5089 5.00000000                                                     | CUSIP: 3140MWUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       339765 | PA      | $334705.36     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 06/11/32/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000                                               | CUSIP: A0793ZAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       300000 | PA      | $353203.88     | 0.00%             | 2032-06-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.6% 12/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 373 0.60000000                                          | CUSIP: J2S39L3G7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2829400000 | PA      | $18579671.00   | 0.13%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.65% 09/15/64                      | KROGER CO REGD 5.65000000                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |        20000 | PA      | $18975.01      | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.99% 03/01/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2204 2.99000000                                        | CUSIP: Y1456TMK9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      4000000 | PA      | $585031.21     | 0.00%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0.625% 01/04/28/EUR/                 | NRW.BANK /EUR/ REGD 0.62500000                                                               | CUSIP: D5S267DZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       110000 | PA      | $124638.70     | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 5.9% 03/15/55                | NEXTERA ENERGY CAPITAL REGD 5.90000000                                                       | CUSIP: 65339KDM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       620000 | PA      | $623028.65     | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REALTY INC 5.25% 09/04/41/GBP/                | REALTY INCOME CORP /GBP/ REGD 5.25000000                                                     | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1874943.75    | 0.01%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000003534 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18115.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  4.460% 07/14/25                | RC R/P CITIGR  4.460% 07/14/25 4.46000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -115073112 | PA      | $-115073112.06 | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.8% 03/24/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000                                         | CUSIP: Y6S39BM56<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    363600000 | PA      | $53162614.90   | 0.37%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ILLINOIS T 3.25% 05/17/28/EUR/                | ILLINOIS TOOL WORKS INC /EUR/ REGD 3.25000000                                                | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2523515.18    | 0.02%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 2.95% 09/15/29                | ROPER TECHNOLOGIES INC REGD 2.95000000                                                       | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1888.56       | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA7078 3.5% 06/01/39                   | FREDDIE MAC POOL UMBS P#ZA7078 3.50000000                                                    | CUSIP: 31329Q2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       206860 | PA      | $198821.19     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KING 3.5% 01/22/45/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000                                              | CUSIP: G4527HDA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     22855000 | PA      | $24987730.07   | 0.17%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/19/30                | HSBC HOLDINGS PLC REGD V/R 5.28600000                                                        | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $919185.98     | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/26/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 0.00000000                                 | CUSIP: D2R8H4BP3<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      5510000 | PA      | $6361181.09    | 0.04%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 2.85% 10/01/26                  | DTE ENERGY CO REGD 2.85000000                                                                | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29471.79      | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.95% 11/17/36/EUR/                | REPUBLIC OF PERU /EUR/ REGD 1.95000000                                                       | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      1000000 | PA      | $952295.99     | 0.01%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/26                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2948900 | PA      | $2956963.41    | 0.02%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.26500 L 05/01/35 BOA      | ORO FWD USD 10Y P 4.26500 L 05/01/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $162221.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD7557 4.5% 12/01/52                   | FREDDIE MAC POOL UMBS P#SD7557 4.50000000                                                    | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1525291 | PA      | $1475799.53    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.125% 07/20/33/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: F14222AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117917.91     | 0.00%             | 2033-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SA 0.25% 01/26/28/EUR/                | GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.25000000                                     | CUSIP: U3823EMT9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1114057.97    | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| THAILAND G 3.39% 06/17/37/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 3.39000000                                               | CUSIP: Y6065BRA7<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     93500000 | PA      | $3406786.32    | 0.02%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC 9.375% 04/15/30                  | HYDRO-QUEBEC REGD SER HK 9.37500000                                                          | CUSIP: 448814DF7<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $605023.37     | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN  6.375% 05/15/40  /GB                | SOUTHERN  6.375% 05/15/40  /GB 6.37500000                                                    | CUSIP: G82920AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       825000 | PA      | $1149463.69    | 0.01%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEA 2.855% 02/26/32/EUR/                | COMMONWEALTH BANK AUST /EUR/ REGD REG S EMTN 2.85500000                                      | CUSIP: Q2694KHN7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $117596.80     | 0.00%             | 2032-02-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 01/27/28/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 4.62500000                       | CUSIP: N22616RL7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      5700000 | PA      | $6945931.90    | 0.05%             | 2028-01-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATIO 5.4% 03/23/35                | SYSCO CORPORATION REGD 5.40000000                                                            | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       130000 | PA      | $132242.58     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2404 4.97% 04/01/30                  | FANNIE MAE POOL UMBS P#BZ2404 4.97000000                                                     | CUSIP: 3140NWU60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1100000 | PA      | $1127002.12    | 0.01%             | 2030-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ENBW INTL F 3.5% 07/24/28/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.50000000                                        | CUSIP: N2960PMU4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       120000 | PA      | $145711.23     | 0.00%             | 2028-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.8% 05/31/26/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.80000000                                               | CUSIP: E8922ANA4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8120000 | PA      | $9633161.53    | 0.07%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250804 000003534 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1789094.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC 1% 09/15/25                       | EQUINIX INC REGD 1.00000000                                                                  | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49606.06      | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.9% 02/24/38/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 15Y 7.90000000                                        | CUSIP: X5S007KZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      3710000 | PA      | $901156.66     | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.875% 10/24/36/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.87500000                                                 | CUSIP: N6520YPL6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       400000 | PA      | $368482.54     | 0.00%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OMERS FINAN 2.6% 05/14/29/CAD/                | OMERS FINANCE TRUST /CAD/ REGD REG S 2.60000000                                              | CUSIP: C68012AB6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       500000 | PA      | $360777.31     | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2705 3% 08/01/46                     | FANNIE MAE POOL UMBS P#MA2705 3.00000000                                                     | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       979008 | PA      | $869420.12     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 2.85% 10/22/34/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 100 2.85000000                                                | CUSIP: B1121KLB9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      6630000 | PA      | $7675292.23    | 0.05%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN O 0.1% 09/03/31/EUR/                | JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.10000000                            | CUSIP: J2S20DCT8<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $989148.64     | 0.01%             | 2031-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LB BADEN- 0.375% 07/29/26/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN SER 809 0.37500000                                     | CUSIP: D4884PSZ7<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115429.79     | 0.00%             | 2026-07-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL 4.125% 11/02/34/EUR/                | HONEYWELL INTERNATIONAL /EUR/ REGD 4.12500000                                                | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4552407.98    | 0.03%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4583 3.5% 09/01/42                   | FANNIE MAE POOL UMBS P#BM4583 3.50000000                                                     | CUSIP: 3140J9CV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       132619 | PA      | $124500.11     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 A 5.765% 05/15/33                 | BMO 2023-C5 MORTGAGE TRUST SER 2023-C5 CL A5 REGD 5.76530000                                 | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       832376 | PA      | $868217.78     | 0.01%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SOCIETE NAT 1.5% 02/02/29/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 1.50000000                                    | CUSIP: F8T41WEK8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       800000 | PA      | $907089.33     | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SP V/R 06/24/37/EUR/                | UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 4.17500000                                           | CUSIP: T9T20MBS4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      5675000 | PA      | $6671897.50    | 0.05%             | 2037-06-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3631 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD3631 3.00000000                                                    | CUSIP: 3132E0A85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       601748 | PA      | $520862.64     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/28                  | UNITED STATES TREASURY NOTE 4.87500000                                                       | CUSIP: 91282CJF9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2222600 | PA      | $2302301.06    | 0.02%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA  0.125% 06/17/27/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 241 0.12500000                                 | CUSIP: X5S008DA0<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |      1362000 | PA      | $1542671.70    | 0.01%             | 2027-06-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.10PMUTK 07/08/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-131262.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC O 9.85% 06/28/27/COP/                | REPUBLIC OF COLOMBIA /COP/ REGD 9.85000000                                                   | CUSIP: P3772NBA9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |    500000000 | PA      | $119955.94     | 0.00%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH 2.632% 12/01/40                | TRINITY HEALTH CORP REGD SER 2021 2.63200000                                                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |       230000 | PA      | $165628.09     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NOVARTIS  0.625% 09/20/28/EUR/                | NOVARTIS FINANCE SA /EUR/ REGD REG S 0.62500000                                              | CUSIP: L7000UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1113792.94    | 0.01%             | 2028-09-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SWEDISH CO 0.25% 06/09/27/SEK/                | SWEDISH COVERED BOND /SEK/ REGD REG S SER 148 0.25000000                                     | CUSIP: W9514TCJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $204181.60     | 0.00%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH G 0.125% 05/12/31/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000                                      | CUSIP: W7S736JQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     10920000 | PA      | $1038187.76    | 0.01%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KFW 0% 11/09/28/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MLL7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1490000 | PA      | $1632031.37    | 0.01%             | 2028-11-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3838 4% 05/01/49                     | FANNIE MAE POOL UMBS P#FS3838 4.00000000                                                     | CUSIP: 3140XKHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4719026 | PA      | $4515109.10    | 0.03%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6294 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#FS6294 6.50000000                                                     | CUSIP: 3140XM7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89344 | PA      | $92524.06      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FINGRID OY 3.25% 03/20/34/EUR/                | FINGRID OYJ /EUR/ REGD REG S EMTN 3.25000000                                                 | CUSIP: X2478ZRF4<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       400000 | PA      | $466863.10     | 0.00%             | 2034-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 04/30/29                  | UNITED STATES TREASURY NOTE 2.87500000                                                       | CUSIP: 91282CEM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2206700 | PA      | $2139119.81    | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 3.522% 09/17/25                | NISSAN MOTOR CO REGD 144A P/P 3.52200000                                                     | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $2981083.02    | 0.02%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPI 0.05% 02/24/31/EUR/                | CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.05000000                                           | CUSIP: C2R89MZA0<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      1000000 | PA      | $1014332.73    | 0.01%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.4% 06/20/40/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 173 0.40000000                                          | CUSIP: J2S39LDF8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3856400000 | PA      | $21207321.19   | 0.15%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL0449 3.59% 12/01/25                  | FANNIE MAE POOL UMBS P#BL0449 3.59000000                                                     | CUSIP: 3140HRQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3900000 | PA      | $3874277.94    | 0.03%             | 2025-12-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/03/35/EUR/                | ING GROEP NV /EUR/ REGD V/R REG S EMTN 3.75000000                                            | CUSIP: N4578EMB1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $2016389.59    | 0.01%             | 2035-09-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/15/28                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CMN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3964000 | PA      | $4016956.59    | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1516 4% 07/01/52                     | FANNIE MAE POOL UMBS P#BW1516 4.00000000                                                     | CUSIP: 3140MSVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        98130 | PA      | $91452.93      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.7% 03/20/54/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 7 1.70000000                                            | CUSIP: J2615QRW7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    127050000 | PA      | $690713.34     | 0.00%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/29                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CMA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2992000 | PA      | $3035360.63    | 0.02%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 2.35% 07/30/33/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.35000000                                               | CUSIP: E8922ACY4<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      6401000 | PA      | $7222873.98    | 0.05%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH  1.125% 04/12/30/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.12500000                                         | CUSIP: F1R83CEV4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109793.14     | 0.00%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 09/20/26/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 149 0.00500000                                           | CUSIP: J2S39LRB2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |     10000000 | PA      | $68935.80      | 0.00%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPO 3.5% 12/20/28/SEK/                | DANSKE HYPOTEK AB /SEK/ REGD REG S MTN SER 2812 3.50000000                                   | CUSIP: W2452XAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $219718.21     | 0.00%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8354 6.5% 04/01/54                   | FANNIE MAE POOL UMBS P#CB8354 6.50000000                                                     | CUSIP: 3140QUH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       789133 | PA      | $820908.91     | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.696% 10/15/42/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0222 4.69600000                                           | CUSIP: Y2R35QDL2<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      8700000 | PA      | $2302985.01    | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA G 6.5% 07/15/30/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 104 6.50000000                                           | CUSIP: Y6S86ZH51<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  37868000000 | PA      | $2347932.62    | 0.02%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 5124 LI 4.5% 07/25/51                     | FREDDIE MAC REMICS SER 5124 CL LI 4.50000000                                                 | CUSIP: 3137H1HP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9107485 | PA      | $2221262.75    | 0.02%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4828 4.5% 10/20/40                  | GINNIE MAE II POOL P#4828 4.50000000                                                         | CUSIP: 36202FLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34755 | PA      | $33710.40      | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 09/30/26                  | UNITED STATES TREASURY NOTE 1.62500000                                                       | CUSIP: 912828YG9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       763000 | PA      | $741928.08     | 0.01%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LAND NIED 2.625% 03/18/32/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S 2.62500000                                               | CUSIP: D5S19DDJ1<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $586264.15     | 0.00%             | 2032-03-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.5% 04/20/27/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000                                                    | CUSIP: A0654UFG1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6550000 | PA      | $7522459.01    | 0.05%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE D 1.125% 10/22/28/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F45204AX6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       700000 | PA      | $792470.28     | 0.01%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 05/23/29/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UZA2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3770000 | PA      | $4549594.70    | 0.03%             | 2029-05-23      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN  4.8% 07/16/29/EUR/                | AROUNDTOWN SA /EUR/ REGD REG S EMTN 4.80000000                                               | CUSIP: L0269FBN8<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       900000 | PA      | $1104999.54    | 0.01%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 2.0% JUN 25                     | FNMA TBA 15YR 2.0% JUN 25      TO BE ANNOUNCED 2.00000000                                    | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4525000 | PA      | $4132362.58    | 0.03%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA U 0.5% 06/26/29/EUR/                | VSEOBECNA UVEROVA BANKA /EUR/ REGD REG S EMTN 0.50000000                                     | CUSIP: X9T03KCY0<br>LEI: N/A                  | Long             | DBT              | CORP              | SK        |      1800000 | PA      | $1943666.94    | 0.01%             | 2029-06-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SAC 0% 05/25/28/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.00000000                                              | CUSIP: F7053NAB0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $661430.69     | 0.00%             | 2028-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 5.25% 09/15/44/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 5.25000000                                             | CUSIP: Q9194YXH2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       460000 | PA      | $291750.11     | 0.00%             | 2044-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.10PST3M 07/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SE        |            1 | NC      | $3974.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CA8234 3% 12/01/50                     | FANNIE MAE POOL UMBS P#CA8234 3.00000000                                                     | CUSIP: 3140QGEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3398011 | PA      | $3004894.76    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 02/14/59                | ALTRIA GROUP INC REGD 6.20000000                                                             | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        28000 | PA      | $28065.40      | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 09/22/27/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4904PFS3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $337638.87     | 0.00%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIG 2.75% 05/26/32/EUR/                | EIKA BOLIGKREDITT AS /EUR/ REGD REG S EMTN 2.75000000                                        | CUSIP: R2R750ED5<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $117458.69     | 0.00%             | 2032-05-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6838 4% 04/01/43                     | FANNIE MAE POOL UMBS P#AL6838 4.00000000                                                     | CUSIP: 3138EPS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       186744 | PA      | $180129.49     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0522 3% 12/01/50                     | FREDDIE MAC POOL UMBS P#SD0522 3.00000000                                                    | CUSIP: 3132DMSK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       226801 | PA      | $198176.29     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CO 0.25% 09/14/29/EUR/                | COMCAST CORP /EUR/ REGD 0.25000000                                                           | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3292138.27    | 0.02%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 2.25% 09/10/37/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3709 2.25000000                                           | CUSIP: Y7277FWR7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3000000000 | PA      | $2089117.69    | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.875% 06/08/37/GBP/                | EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 3.87500000                                    | CUSIP: L32482KJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3000000 | PA      | $3798891.11    | 0.03%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 2.7% 06/15/31                    | VERISIGN INC REGD 2.70000000                                                                 | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |        49000 | PA      | $43842.05      | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHAT 2.7% 09/17/26/EUR/                | BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 2.70000000                                   | CUSIP: D2R8H4LG2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9250000 | PA      | $11005433.54   | 0.08%             | 2026-09-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 05/15/30/EUR/                       | KFW /EUR/ REGD EMTN 2.75000000                                                               | CUSIP: D3S996KR8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       525000 | PA      | $628899.23     | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 0.75% 01/29/29/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S SER 10Y 0.75000000                                      | CUSIP: D6T54YCU4<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $222842.25     | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 06/20/26/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 148 0.00500000                                           | CUSIP: J2S39LNY6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    409750000 | PA      | $2830221.40    | 0.02%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.4% 09/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 76 1.40000000                                           | CUSIP: J2S39LXG4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2003000000 | PA      | $10323715.57   | 0.07%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CLARION F 1.875% 09/07/51/GBP/                | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.87500000                                         | CUSIP: G2R64SAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       500000 | PA      | $314707.46     | 0.00%             | 2051-09-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.2% 04/01/26/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 459 0.20000000                                           | CUSIP: J2S39LX82<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2000000000 | PA      | $13855074.48   | 0.10%             | 2026-04-01      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9852 6% 08/20/54                  | GINNIE MAE II POOL P#MA9852 6.00000000                                                       | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2820142 | PA      | $2863331.28    | 0.02%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 04/15/30                   | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                       | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       395000 | PA      | $325655.73     | 0.00%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.125% 10/20/31/EUR/                | LAND BERLIN /EUR/ REGD SER 535 0.12500000                                                    | CUSIP: D09856C66<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       490000 | PA      | $493060.32     | 0.00%             | 2031-10-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN  0.01% 02/02/28/EUR/                | JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.01000000                            | CUSIP: J2820R7F5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | USGA              | JP        |      1000000 | PA      | $1108613.45    | 0.01%             | 2028-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/34                | WELLS FARGO & COMPANY REGD V/R 6.49100000                                                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1615000 | PA      | $1765478.88    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINAN 2% 01/17/34/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 2.00000000                                      | CUSIP: L6075ZAN6<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $99726.42      | 0.00%             | 2034-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.75% 06/21/51/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 162 1.75000000                                          | CUSIP: Q08184NC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      5590000 | PA      | $1996992.85    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.375% 04/15/26                | UNITED AIRLINES INC REGD 144A P/P 4.37500000                                                 | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       525000 | PA      | $521535.00     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2020-B2 2.034% 10/15/30                 | BENCHMARK 2020-B20 MORTGAGE TRUST SER 2020-B20 CL A5 REGD 2.03410000                         | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $647425.65     | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVE 5% 04/15/39/GBP/                | EUROPEAN INVESTMENT BANK /GBP/ REGD 5.00000000                                               | CUSIP: L32484JT2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3500000 | PA      | $4860035.23    | 0.03%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2019-68 US V/R 11/25/49                   | FANNIE MAE REMICS SER 2019-68 CL US V/R 1.58035000                                           | CUSIP: 3136B6R21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5747615 | PA      | $745041.46     | 0.01%             | 2049-11-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.6% 06/15/61                | CON EDISON CO OF NY INC REGD 3.60000000                                                      | CUSIP: 209111GB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $13615.42      | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.91% 02/21/29/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 2.91000000                                                 | CUSIP: Y0R4AWMN1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     18000000 | PA      | $2619115.05    | 0.02%             | 2029-02-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL 5% 10/27/26/GBP/                | AMERICA MOVIL SAB DE CV /GBP/ REGD 5.00000000                                                | CUSIP: P0280AER8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1200000 | PA      | $1654117.87    | 0.01%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 0% 02/03/31/EUR/                     | NRW.BANK /EUR/ REGD EMTN 0.00000000                                                          | CUSIP: D5S267Q44<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $304956.41     | 0.00%             | 2031-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 07/24/26                | BANK OF NY MELLON CORP REGD V/R MTN 4.41400000                                               | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |        13000 | PA      | $12994.23      | 0.00%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| LAND BRANDE 2.5% 01/25/29/EUR/                | LAND BRANDENBURG /EUR/ REGD 2.50000000                                                       | CUSIP: D1R1PYCV1<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $473619.06     | 0.00%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 07/31/27                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1956800 | PA      | $1918428.37    | 0.01%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN  1.75% 02/17/27/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 479 1.75000000                                           | CUSIP: R34155AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |     17520000 | PA      | $1689963.69    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA8150 4% 07/20/52                  | GINNIE MAE II POOL P#MA8150 4.00000000                                                       | CUSIP: 36179XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       173764 | PA      | $162344.72     | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 1.5% 06/01/31/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 1.50000000                                                    | CUSIP: 135087M27<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       600000 | PA      | $405790.34     | 0.00%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.5% 06/20/34/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 149 1.50000000                                          | CUSIP: J2615QSH9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    498700000 | PA      | $3508371.21    | 0.02%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 4.25% 05/15/34/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0534 4.25000000                                        | CUSIP: Q54627FF8<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      1450000 | PA      | $870395.19     | 0.01%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H12 F V/R 07/20/70                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H12 CL F V/R 4.94602000                    | CUSIP: 38380QDH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1358897 | PA      | $1345076.19    | 0.01%             | 2070-07-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| KFW 5.75% 06/07/32/GBP/                       | KFW /GBP/ REGD EMTN SER EXCH 5.75000000                                                      | CUSIP: D40859GU4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1940285.20    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC 6.75% 03/15/31                          | FEDERAL HOME LOAN MORTGAGE CORP 6.75000000                                                   | CUSIP: 3134A4AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        50000 | PA      | $57201.86      | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 2.1% 03/22/28                | VERIZON COMMUNICATIONS REGD 2.10000000                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       115000 | PA      | $108945.37     | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.625% 09/15/34                | GLP CAPITAL LP / FIN II REGD 5.62500000                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        72000 | PA      | $71691.08      | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1.5% 03/16/28/EUR/                    | A2A SPA /EUR/ REGD REG S EMTN 1.50000000                                                     | CUSIP: T0579BAR6<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $230732.21     | 0.00%             | 2028-03-16      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 1.4% 04/30/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000                                               | CUSIP: E8922AFL9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     11036000 | PA      | $12753690.71   | 0.09%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 3.12% 09/13/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2115 3.12000000                                        | CUSIP: Y1456TLV6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      6000000 | PA      | $905828.39     | 0.01%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ0947 5.5% 07/01/54                   | FREDDIE MAC POOL UMBS P#QJ0947 5.50000000                                                    | CUSIP: 3133CRBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       322461 | PA      | $323226.54     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOU 1.963% 07/19/26/EUR/                | KOREA HOUSING FINANCE CO /EUR/ REGD REG S 1.96300000                                         | CUSIP: Y4841MRP6<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      1800000 | PA      | $2115250.91    | 0.01%             | 2026-07-19      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR0025 2% 02/01/28                     | FANNIE MAE POOL UMBS P#AR0025 2.00000000                                                     | CUSIP: 3138NWA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6630 | PA      | $6451.75       | 0.00%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP5159 3% 07/20/47                  | GINNIE MAE II POOL P#CP5159 3.00000000                                                       | CUSIP: 3617FUWU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       455935 | PA      | $401977.99     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | HKD/USD FWD 20250702 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4792.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/31/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 75 1.00000000                                                 | CUSIP: B1124GCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4750000 | PA      | $5103304.56    | 0.04%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FISERV FU 2.875% 06/15/28/EUR/                | FISERV FUNDING UNLTD CO /EUR/ REGD 2.87500000                                                | CUSIP: 337735AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1181959.72    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JUNTA DE AN 3.4% 04/30/34/EUR/                | JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.40000000                                               | CUSIP: E6960NMX4<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | USGA              | ES        |       500000 | PA      | $596265.32     | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLUVIUS S 3.875% 05/02/34/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.87500000                                           | CUSIP: B4S13TLS8<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $359646.35     | 0.00%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33                | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                      | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10483.46      | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEER 6.35% 08/18/28                | JACOBS ENGINEERING GROUP REGD 6.35000000                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |       950000 | PA      | $998101.27     | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.7% 01/31/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.70000000                                               | CUSIP: E8922AQD5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      1410000 | PA      | $1678582.98    | 0.01%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 2.75% 05/24/30/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD MTN 2.75000000                                           | CUSIP: Q85895PM8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1070000 | PA      | $669910.84     | 0.00%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.1% 11/25/26/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN SER NMTN 0.10000000                                             | CUSIP: F9627PRE4<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |       600000 | PA      | $688125.40     | 0.00%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND BERL 0.625% 08/25/36/EUR/                | LAND BERLIN /EUR/ REGD REG S SER 490 0.62500000                                              | CUSIP: D09856YX3<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       650000 | PA      | $584426.50     | 0.00%             | 2036-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.65% 03/15/55                | VIRGINIA ELEC & POWER CO REGD 5.65000000                                                     | CUSIP: 927804GU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9845.98       | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4077 2% 07/01/50                     | FANNIE MAE POOL UMBS P#MA4077 2.00000000                                                     | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1271271 | PA      | $1013742.52    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVER 3% 08/21/30/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 30/A 3.00000000                                       | CUSIP: X51627CE9<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    297350000 | PA      | $748752.92     | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.95% 09/26/78/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.95000000                                    | CUSIP: D5S07LFV8<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       254000 | PA      | $173466.17     | 0.00%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHR 4764 WF V/R 02/15/48                      | FREDDIE MAC REMICS SER 4764 CL WF V/R 4.71833000                                             | CUSIP: 3137F3W75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3994014 | PA      | $3845900.35    | 0.03%             | 2048-02-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 05/15/43                  | UNITED STATES TREASURY BOND 3.87500000                                                       | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1895000 | PA      | $1694174.42    | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 1.4% 03/20/35/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 378 1.40000000                                          | CUSIP: J2S39L7R9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1163000000 | PA      | $8051718.62    | 0.06%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PLMRS 2015-1A A1 V/R 05/21/34                 | PALMER SQUARE CLO 2015-1 LTD SER 2015-1A CL A1A5 V/R REGD 144A P/P 5.37147000                | CUSIP: 69689ABU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $7976400.00    | 0.05%             | 2034-05-21      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GEMEINSAME 0.01% 02/04/31/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 60 0.01000000                                  | CUSIP: D04769AA9<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | USGA              | DE        |       346000 | PA      | $352606.31     | 0.00%             | 2031-02-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITI 3.3% 06/01/50                | KENTUCKY UTILITIES CO REGD 3.30000000                                                        | CUSIP: 491674BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3366.86       | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CCF SFH SA 0.75% 03/22/27/EUR/                | CCF SFH SACA /EUR/ REGD REG S EMTN 0.75000000                                                | CUSIP: F5035ZAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114809.88     | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 4.45% 09/01/43/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 4.45000000                                       | CUSIP: T6052BZ92<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2450000 | PA      | $3055147.68    | 0.02%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| FLUVIUS S 3.875% 03/18/31/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.87500000                                           | CUSIP: B4S13TKK6<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $366346.77     | 0.00%             | 2031-03-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASUR 2% 03/10/49/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4903 2.00000000                                           | CUSIP: Y7277FYR5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5014620000 | PA      | $3213193.34    | 0.02%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CNH/USD FWD 20250917 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-115498.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.375% 05/15/34                | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     86978200 | PA      | $88347427.35   | 0.61%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 2.75% 04/25/28/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0428 2.75000000                                        | CUSIP: X8T024JZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     28410000 | PA      | $7504004.51    | 0.05%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.72% 04/12/51/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.72000000                                         | CUSIP: Y6S39BB90<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     87700000 | PA      | $16647286.70   | 0.11%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.937% 11/01/56                  | COMCAST CORP REGD SER WI 2.93700000                                                          | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        35000 | PA      | $20562.89      | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.45% 09/01/33/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 2.45000000                                       | CUSIP: T6247A8F6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4080000 | PA      | $4571164.95    | 0.03%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA5023 4% 05/01/38                     | FANNIE MAE POOL UMBS P#MA5023 4.00000000                                                     | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        97268 | PA      | $95172.33      | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 3.1% 01/15/30                | WELLTOWER OP LLC REGD 3.10000000                                                             | CUSIP: 95040QAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2472000 | PA      | $2340530.07    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE D 1.125% 05/25/34/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.12500000                                     | CUSIP: F45204BM9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $197350.68     | 0.00%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 3.5% 01/17/28/EUR/                | REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 3.50000000                                 | CUSIP: X7S904CN9<br>LEI: N/A                  | Long             | DBT              | USGA              | LV        |       650000 | PA      | $786989.70     | 0.01%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                     | ILLINOIS ST REGD N/C B/E 5.10000000                                                          | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |        87255 | PA      | $87515.33      | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF A 4.25% 05/31/30/EUR/                | HOCHTIEF AKTIENGESELLSCH /EUR/ REGD REG S EMTN 4.25000000                                    | CUSIP: D341DRDQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      4501000 | PA      | $5530095.90    | 0.04%             | 2030-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WIRT & IN 2.875% 02/22/34/EUR/                | WIRT & INFRA BK HESSEN /EUR/ REGD 2.87500000                                                 | CUSIP: D9696PCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235138.84     | 0.00%             | 2034-02-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-3A  7.62% 03/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 7.62000000           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2750000 | PA      | $2851926.28    | 0.02%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28                | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                        | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       660000 | PA      | $649779.97     | 0.00%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0463 3% 03/01/60                     | FANNIE MAE POOL UMBS P#BF0463 3.00000000                                                     | CUSIP: 3140FXQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14669970 | PA      | $12623149.84   | 0.09%             | 2060-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 12/01/45/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                    | CUSIP: 135087ZS6<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2090000 | PA      | $1533376.25    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER 0.375% 06/10/30/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 0.37500000                                                | CUSIP: N0373ACV1<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $417155.60     | 0.00%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-24A AR V/R 01/23/32                 | SYMPHONY CLO XXIV LTD SER 2020-24A CL AR V/R REGD 144A P/P 5.47934000                        | CUSIP: 87167QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       797877 | PA      | $797488.31     | 0.01%             | 2032-01-23      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA  4.054% 04/18/39/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0124 4.05400000                                           | CUSIP: Y2R35QGD7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     17970000 | PA      | $4427478.52    | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  3.25% 09/13/49                | SIMON PROPERTY GROUP LP REGD 3.25000000                                                      | CUSIP: 828807DH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         2000 | PA      | $1340.71       | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MER 2.675% 09/01/41                | HACKENSACK MERIDIAN HLTH REGD SER 2020 2.67500000                                            | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $930400.23     | 0.01%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.25% 10/31/30/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000                                               | CUSIP: E8922AJR2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     10938000 | PA      | $12053372.00   | 0.08%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMP 2.85% 07/07/33/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2311 2.85000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |     61800000 | PA      | $9311985.53    | 0.06%             | 2033-07-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FNR 2024-38 FA V/R 01/25/51                   | FANNIE MAE REMICS SER 2024-38 CL FA V/R 5.15001000                                           | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4962816 | PA      | $4963338.04    | 0.03%             | 2051-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/45                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912834PM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       600000 | PA      | $218952.40     | 0.00%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.75% 03/14/55                | RIO TINTO FIN USA PLC REGD 5.75000000                                                        | CUSIP: 76720AAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        50000 | PA      | $50141.75      | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSION I 5.625% 09/20/30/GBP/                | PENSION INSURANCE /GBP/ REGD REG S SER GBP 5.62500000                                        | CUSIP: G6994YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1121000 | PA      | $1533735.66    | 0.01%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.85% 03/26/50                 | MASTERCARD INC REGD 3.85000000                                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |        20000 | PA      | $15810.24      | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5846 2% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD5846 2.00000000                                                    | CUSIP: 3132DTP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       793036 | PA      | $629884.28     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR FIN 1.5% 07/13/26/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 1.50000000                                      | CUSIP: L6075ZAK2<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1163001.80    | 0.01%             | 2026-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REALTY IN 3.875% 06/20/35/EUR/                | REALTY INCOME CORP /EUR/ REGD SER . 3.87500000                                               | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2333014.37    | 0.02%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME 3.25% 08/01/33/EUR/                | ARKEA HOME LOANS /EUR/ REGD REG S 3.25000000                                                 | CUSIP: F0R92FAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119091.78     | 0.00%             | 2033-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8087 5% 10/01/52                     | FREDDIE MAC POOL UMBS P#RA8087 5.00000000                                                    | CUSIP: 3133KP6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       256785 | PA      | $254462.54     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEST NIPPO 0.31% 02/12/26/JPY/                | WEST NIPPON EXPRESSWAY /JPY/ REGD SER 29 0.31000000                                          | CUSIP: J9513PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1385572.63    | 0.01%             | 2026-02-12      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.6% 06/20/45/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 47 1.60000000                                           | CUSIP: J2S39KJC1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2799700000 | PA      | $17074466.36   | 0.12%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MO 2.75% 10/13/26/EUR/                | BANK OF MONTREAL /EUR/ REGD REG S 2.75000000                                                 | CUSIP: C061565K2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $118811.22     | 0.00%             | 2026-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1645 4.83% 06/01/30                  | FANNIE MAE POOL UMBS P#BZ1645 4.83000000                                                     | CUSIP: 3140NVZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3310000 | PA      | $3396603.14    | 0.02%             | 2030-06-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 2.8% 06/01/31                | WELLTOWER OP LLC REGD 2.80000000                                                             | CUSIP: 95040QAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $59024.64      | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 3.125% 04/24/27/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: F23069NU1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119756.91     | 0.00%             | 2027-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.625% 02/15/34/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 100 6.62500000                                           | CUSIP: Y6S86ZZW2<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  49992000000 | PA      | $3068669.82    | 0.02%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.25% 08/15/60                   | ALPHABET INC REGD 2.25000000                                                                 | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        25000 | PA      | $13267.23      | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRA 2.75% 09/30/30/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 2.75000000                                         | CUSIP: F0108UE87<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117601.23     | 0.00%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.5% 03/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 370 0.50000000                                          | CUSIP: J2S39LD84<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   5242700000 | PA      | $34532538.67   | 0.24%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.30PCAON 12/03/52 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $17294.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000004842 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7897832.48   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  4.25% 10/01/44                | SIMON PROPERTY GROUP LP REGD 4.25000000                                                      | CUSIP: 828807CT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         2000 | PA      | $1646.94       | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 YR 2.5% AUG 25                    | GNMA TBA 30 YR 2.5% AUG 25    TO BE ANNOUNCED 2.50000000                                     | CUSIP: 21H022689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15500000 | PA      | $13184926.20   | 0.09%             | 2055-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7560 4% 02/01/53                     | FREDDIE MAC POOL UMBS P#SD7560 4.00000000                                                    | CUSIP: 3132DVMH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       403709 | PA      | $380271.39     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9016 5% 07/20/53                  | GINNIE MAE II POOL P#MA9016 5.00000000                                                       | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1680804 | PA      | $1655267.23    | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1338 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS1338 2.50000000                                                     | CUSIP: 3140XGPY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       247078 | PA      | $206800.66     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IGNITIS G 1.875% 07/10/28/EUR/                | IGNITIS GRUPE AB /EUR/ REGD REG S EMTN 1.87500000                                            | CUSIP: X49012AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LT        |       200000 | PA      | $225922.33     | 0.00%             | 2028-07-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2949000 | PA      | $2814912.66    | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPO 3.1% 02/13/33/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2310 3.10000000                                      | CUSIP: Y23862UY2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    100700000 | PA      | $15367417.13   | 0.11%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED KI 1.125% 01/31/39/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000                                              | CUSIP: G4527HVJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     19316000 | PA      | $16930375.91   | 0.12%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CNY/USD FWD 20250702 000015989 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-30379.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLEMISH COM 3.5% 06/22/45/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.50000000                                           | CUSIP: B2758CCY5<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |      1300000 | PA      | $1448630.64    | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORD 2.375% 05/13/33/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1250 2.37500000                                | CUSIP: D4S26ECK1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1050000 | PA      | $1198464.70    | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 05/15/41                   | UNITED STATES TREASURY BOND 2.25000000                                                       | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2215300 | PA      | $1610765.41    | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1424 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD1424 4.00000000                                                    | CUSIP: 3132DNSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       390538 | PA      | $364184.89     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CO 5.75% 03/30/32                | HYATT HOTELS CORP REGD 5.75000000                                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82091.72      | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  0.875% 09/13/47/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.87500000                                          | CUSIP: B3821SSY4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       200000 | PA      | $142403.62     | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 03/31/32/EUR/                 | BNP PARIBAS /EUR/ REGD V/R REG S EMTN 2.50000000                                             | CUSIP: F105CUKA8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3972631.61    | 0.03%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8512 2% 05/01/36                     | FREDDIE MAC POOL UMBS P#SB8512 2.00000000                                                    | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1750926 | PA      | $1608946.70    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.75% 05/15/54                | PUBLIC SERVICE COLORADO REGD 5.75000000                                                      | CUSIP: 744448DA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       665000 | PA      | $655461.17     | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITY OF OT 4.45% 06/04/33/CAD/                | CITY OF OTTAWA /CAD/ REGD 4.45000000                                                         | CUSIP: 689551FJ3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | USGA              | CA        |       200000 | PA      | $154686.98     | 0.00%             | 2033-06-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNR 2020-74 PI 2% 12/25/49                    | FANNIE MAE REMICS SER 2020-74 CL PI 2.00000000                                               | CUSIP: 3136BB6X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8856030 | PA      | $1068886.53    | 0.01%             | 2049-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WO 0.5% 04/07/31/EUR/                | DEUTSCHE WOHNEN SE /EUR/ REGD EMTN 0.50000000                                                | CUSIP: D2046UCK5<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $507709.05     | 0.00%             | 2031-04-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA 1.125% 04/12/29/EUR/                | COCA-COLA EUROPACIFIC /EUR/ REGD REG S 1.12500000                                            | CUSIP: G25839FU3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1106833.61    | 0.01%             | 2029-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/17/29                | HSBC HOLDINGS PLC REGD V/R 2.20600000                                                        | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3130000 | PA      | $2912162.30    | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| N/A                                           | HUF/USD FWD 20250722 000011343 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31382.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA I 4.13% 07/09/29/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0119 4.13000000                                      | CUSIP: Y2R35QBC4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      5810000 | PA      | $1424039.90    | 0.01%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RABOBANK  5.25% 05/23/41 /GBP/                | RABOBANK NEDERLAND /GBP/ REGD_  EMTN 5.25000000                                              | CUSIP: N727AVAV5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |        50000 | PA      | $66756.09      | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTR 2018-33A A V/R 07/15/31                 | VENTURE 33 CLO LTD SER 2018-33A CL A1LR V/R REGD 144A P/P 5.57771000                         | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       294088 | PA      | $294128.07     | 0.00%             | 2031-07-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES 4.95% 04/15/52                | TARGA RESOURCES CORP REGD 4.95000000                                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       335000 | PA      | $279077.86     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEXAGON H 3.625% 04/22/48/GBP/                | HEXAGON HOUSING ASSOC /GBP/ REGD REG S 3.62500000                                            | CUSIP: G24212AA3<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $934220.07     | 0.01%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 3.125% 05/28/29/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S 3.12500000                                               | CUSIP: E2R99D7S8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $120621.61     | 0.00%             | 2029-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8229 4.5% 06/01/30                   | FANNIE MAE POOL UMBS P#BS8229 4.50000000                                                     | CUSIP: 3140LKEB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       100000 | PA      | $101002.45     | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7576 V/R 09/01/29                    | FANNIE MAE POOL UMBS P#BM7576 V/R 4.53200000                                                 | CUSIP: 3140JCM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7700000 | PA      | $7809326.53    | 0.05%             | 2029-09-01      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.75% 12/07/30/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000                                              | CUSIP: G4527HNZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13485760 | PA      | $19279884.74   | 0.13%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3208 2.5% 03/01/37                   | FANNIE MAE POOL UMBS P#CB3208 2.50000000                                                     | CUSIP: 3140QNR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       191921 | PA      | $179109.20     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.25% 06/01/43/GBP/                  | AT&T INC /GBP/ REGD 4.25000000                                                               | CUSIP: U04644AH0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $217120.17     | 0.00%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS3464 3% 10/01/29                     | FANNIE MAE POOL UMBS P#AS3464 3.00000000                                                     | CUSIP: 3138WCZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        28557 | PA      | $27965.45      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0261 6.5% 03/20/55                | GINNIE MAE II POOL P#MB0261 6.50000000                                                       | CUSIP: 3618N5JF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       223277 | PA      | $229558.74     | 0.00%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH  4% 06/02/35/EUR/                | ROBERT BOSCH GMBH /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: D12376AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $5431840.98    | 0.04%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS  3.75% 03/20/36/EUR/                | AEROPORTS DE PARIS SA /EUR/ REGD REG S EMTN 3.75000000                                       | CUSIP: F0R17AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $236781.61     | 0.00%             | 2036-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2908 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#RJ2908 5.50000000                                                    | CUSIP: 3142GTGS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1230224 | PA      | $1239451.75    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 3.25% 05/19/33/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 3.25000000                                      | CUSIP: D1T0VZDY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $363460.28     | 0.00%             | 2033-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HL 5.75% 05/20/35                | FAIRFAX FINL HLDGS LTD REGD 144A P/P 5.75000000                                              | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $506848.09     | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KOREA TRE 1.375% 12/10/29/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2912 1.37500000                                           | CUSIP: Y7277FB90<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5000000000 | PA      | $3512463.32    | 0.02%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/22/47/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                              | CUSIP: G4527HHC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     18045000 | PA      | $12852877.17   | 0.09%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4870 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#SD4870 6.50000000                                                    | CUSIP: 3132DSMT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       185977 | PA      | $192840.48     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-42 CI 3% 06/25/50                    | FANNIE MAE REMICS SER 2020-42 CL CI 3.00000000                                               | CUSIP: 3136B96X0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11130955 | PA      | $1643583.47    | 0.01%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 3.87500000                          | CUSIP: N93695TE9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2258589.58    | 0.02%             | 2174-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 08/15/50/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 0.00000000                                 | CUSIP: D2R8H4EH8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     13481000 | PA      | $7508767.86    | 0.05%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7136 2.5% 01/20/51                | GINNIE MAE II POOL P#MA7136 2.50000000                                                       | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       264171 | PA      | $225024.97     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN 4% 02/04/30/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: D4S75UTR2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $371884.70     | 0.00%             | 2030-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST 4.75% 05/24/38/AUD/                | SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.75000000                                         | CUSIP: Q85895ZK1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $251760.79     | 0.00%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1% 11/02/33/EUR/                      | A2A SPA /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: T0579BAQ8<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $192276.39     | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6841 6% 01/01/54                     | FANNIE MAE POOL UMBS P#FS6841 6.00000000                                                     | CUSIP: 3140XNS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2551309 | PA      | $2624268.86    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 11/20/34/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 2.25000000                                                 | CUSIP: Q9194YEH3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2500000 | PA      | $1323177.60    | 0.01%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP 2.5% 06/15/30                | BLACK HILLS CORP REGD 2.50000000                                                             | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8997.31       | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL H 3% 07/23/29/EUR/                | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 3.00000000                                         | CUSIP: F235A8AV9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119952.32     | 0.00%             | 2029-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDP FINAN 1.125% 04/06/27/EUR/                | CDP FINANCIAL INC /EUR/ REGD REG S 1.12500000                                                | CUSIP: C2R99VAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      2000000 | PA      | $2313979.08    | 0.02%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1720 4.88% 06/01/28                  | FANNIE MAE POOL UMBS P#BZ1720 4.88000000                                                     | CUSIP: 3140NV4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5168000 | PA      | $5269902.83    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUB 4% 01/20/34/AUD/                | TASMANIAN PUBLIC FINANCE /AUD/ REGD MTN 4.00000000                                           | CUSIP: Q88765RK2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $618924.23     | 0.00%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP 5.75% 09/15/34                | REINSURANCE GRP OF AMER REGD 5.75000000                                                      | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58505.06      | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3565 4.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#SD3565 4.50000000                                                    | CUSIP: 3132DQ6A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        89913 | PA      | $86305.02      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50                | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                       | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6789.49       | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 1.75% 11/01/30                | PHILIP MORRIS INTL INC REGD 1.75000000                                                       | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       244000 | PA      | $212680.22     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEA 2% 06/20/30/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 118 2.00000000                                          | CUSIP: J2615Q3H6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2006800000 | PA      | $14615964.56   | 0.10%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 1.65% 01/15/31                   | AUTOZONE INC REGD 1.65000000                                                                 | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      2595000 | PA      | $2222376.79    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 09/28/26/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.00000000                                           | CUSIP: D4904PXU8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       535000 | PA      | $614933.42     | 0.00%             | 2026-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 02/15/49                         | MPLX LP REGD 5.50000000                                                                      | CUSIP: 55336VAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $54211.17      | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER 0.875% 06/24/32/EUR/                | ALLIANDER NV /EUR/ REGD REG S EMTN 0.87500000                                                | CUSIP: N0373ACF6<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $203062.18     | 0.00%             | 2032-06-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50                  | UNITED STATES TREASURY BOND 1.37500000                                                       | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2877200 | PA      | $1421291.86    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TVA 4.625% 06/07/43/GBP/                      | TENNESSEE VALLEY AUTHORITY /GBP/ 4.62500000                                                  | CUSIP: 880591DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       200000 | PA      | $239479.39     | 0.00%             | 2043-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.25% 11/19/30                          | FEDERAL HOME LOAN MORTGAGE CORP MTN 1.25000000                                               | CUSIP: 3134GXDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        10000 | PA      | $8672.85       | 0.00%             | 2030-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4835 5% 10/01/52                     | FANNIE MAE POOL UMBS P#CB4835 5.00000000                                                     | CUSIP: 3140QQLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       265993 | PA      | $262642.56     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVE 2.5% 07/25/27/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 0727 2.50000000                                        | CUSIP: X8T024SP1<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      8450000 | PA      | $2251080.05    | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY1513 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY1513 5.00000000                                                     | CUSIP: 3140NHVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       114182 | PA      | $112894.02     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY L 0% 11/13/26/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000                                           | CUSIP: L61785AG3<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       400000 | PA      | $458547.55     | 0.00%             | 2026-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6410 3.5% 01/20/50                | GINNIE MAE II POOL P#MA6410 3.50000000                                                       | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       510098 | PA      | $466900.41     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30                | ENERGY TRANSFER LP REGD 6.40000000                                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       620000 | PA      | $667935.27     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 2.875% 01/21/30/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 2.87500000                                         | CUSIP: F0108UTK4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1300000 | PA      | $1543279.39    | 0.01%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.55% 08/20/60                      | APPLE INC REGD 2.55000000                                                                    | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |         5000 | PA      | $2885.18       | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHR 5109 IE 2.5% 05/25/51                     | FREDDIE MAC REMICS SER 5109 CL IE 2.50000000                                                 | CUSIP: 3137H0G69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       901939 | PA      | $116801.64     | 0.00%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/33                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.00000000                                          | CUSIP: 225313AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2622552.55    | 0.02%             | 2033-01-10      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE  1.625% 08/16/33/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.62500000                                      | CUSIP: D1T0VZAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        89000 | PA      | $94239.52      | 0.00%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 4.75% 02/20/35/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000                                         | CUSIP: Q6715QGC5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1820000 | PA      | $1194455.05    | 0.01%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA G 4.18% 05/16/44/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0224 4.18000000                                           | CUSIP: Y2R35QGG0<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      4170000 | PA      | $1042088.99    | 0.01%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 0.375% 04/09/27/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.37500000                                          | CUSIP: F23069MQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114192.63     | 0.00%             | 2027-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FNA 2015-M10 A2 V/R 04/25/27                  | FANNIE MAE-ACES SER 2015-M10 CL A2 V/R 3.09200000                                            | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       362798 | PA      | $356077.43     | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| FFCB 1.74% 06/03/30                           | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.74000000                                            | CUSIP: 3133EMC26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        13000 | PA      | $11637.35      | 0.00%             | 2030-06-03      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 2.67% 12/01/26                | CDW LLC/CDW FINANCE REGD 2.67000000                                                          | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       985000 | PA      | $960080.78     | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.4% 10/01/47                | ENERGY TRANSFER LP REGD 5.40000000                                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        95000 | PA      | $84662.02      | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/47                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1250200 | PA      | $939945.29     | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.6% 03/20/33/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 143 1.60000000                                          | CUSIP: J2615QJL0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1004800000 | PA      | $7181628.42    | 0.05%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIE 2.5% 10/15/31                | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 2.50000000                                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2580000 | PA      | $2262197.48    | 0.02%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ARGENTA S 2.875% 02/03/32/EUR/                | ARGENTA SPAARBANK /EUR/ REGD 2.87500000                                                      | CUSIP: B0R1LSAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       100000 | PA      | $117584.03     | 0.00%             | 2032-02-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 11/02/34                | CAPITAL ONE FINANCIAL CO REGD V/R 7.96400000                                                 | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       140000 | PA      | $162755.49     | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| EMERA US FINAN 2.639% 06/15/31                | EMERA US FINANCE LP REGD 2.63900000                                                          | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8774.24       | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| KFW 3.125% 10/10/28/EUR/                      | KFW /EUR/ REGD REG S EMTN 3.12500000                                                         | CUSIP: D4S46MNJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       800000 | PA      | $970485.66     | 0.01%             | 2028-10-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA 5.125% 04/15/27/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR90 5.12500000                                          | CUSIP: Y6S86ZTD1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 100000000000 | PA      | $6054819.83    | 0.04%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3416 5% 12/01/52                     | FANNIE MAE POOL UMBS P#FS3416 5.00000000                                                     | CUSIP: 3140XJYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       483958 | PA      | $478790.18     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.23% 07/28/21                | REPUBLIC OF PERU REGD 3.23000000                                                             | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |         5000 | PA      | $2668.50       | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| JOHNSON & J 3.6% 02/26/45/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 3.60000000                                                      | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $2052264.98    | 0.01%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ERSTE ABW 3.125% 06/22/26/EUR/                | ERSTE ABWICKLUNGSANSTALT /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: D2473V4F5<br>LEI: 7TG4VWERK338227TR435 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $475994.51     | 0.00%             | 2026-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 3% 03/05/51                  | COCA-COLA CO/THE REGD 3.00000000                                                             | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       230000 | PA      | $152910.34     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2518 4.5% 08/01/52                   | FANNIE MAE POOL UMBS P#FS2518 4.50000000                                                     | CUSIP: 3140XHYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       254360 | PA      | $244594.41     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/36                     | BARCLAYS PLC REGD V/R 5.78500000                                                             | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $613425.04     | 0.00%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.875% 07/15/30/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS84 0.87500000                                     | CUSIP: X7S28MMA3<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       190000 | PA      | $208645.77     | 0.00%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.7% 02/04/51                | ALTRIA GROUP INC REGD 3.70000000                                                             | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       110000 | PA      | $76269.88      | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE V/R 11/30/32/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 3.87500000                       | CUSIP: N22616QD6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2516489.88    | 0.02%             | 2032-11-30      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5836 5% 03/01/53                     | FANNIE MAE POOL UMBS P#CB5836 5.00000000                                                     | CUSIP: 3140QRPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       307668 | PA      | $305053.75     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  3.375% 10/05/54/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.37500000                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      2300000 | PA      | $2468212.49    | 0.02%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.296% 07/15/28                 | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 SER 2018-C12 CL A5 REGD 4.29620000                    | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1380000 | PA      | $1365395.74    | 0.01%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.875% 07/31/33/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000                                              | CUSIP: G4527HVU2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10781000 | PA      | $11362270.72   | 0.08%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMCO SPA 0.75% 04/20/28/EUR/                  | AMCO SPA /EUR/ REGD REG S EMTN 0.75000000                                                    | CUSIP: T60387AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       363000 | PA      | $405913.48     | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 04/01/26/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13G 1.00000000                                   | CUSIP: K741814N3<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       300000 | PA      | $47011.01      | 0.00%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 2.9% 07/01/50                | CENTERPOINT ENER HOUSTON REGD SER AD 2.90000000                                              | CUSIP: 15189XAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $16012.90      | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 11/30/25                  | UNITED STATES TREASURY NOTE 4.87500000                                                       | CUSIP: 91282CJL6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1390000 | PA      | $1392904.88    | 0.01%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 2.63% 06/07/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2307 2.63000000                                        | CUSIP: Y0R4AWPS7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    141700000 | PA      | $20356706.44   | 0.14%             | 2028-06-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GO 2.4% 11/17/27/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.40000000                                               | CUSIP: Y603CLAU8<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     99780000 | PA      | $3139818.89    | 0.02%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 12/31/26                   | UNITED STATES TREASURY NOTE 1.75000000                                                       | CUSIP: 912828YX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       984900 | PA      | $955122.16     | 0.01%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1467500 | PA      | $1125561.04    | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C3 3.102% 10/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C31 CL A5 REGD 3.10200000     | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $486570.10     | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/30                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CJM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5090300 | PA      | $5220937.77    | 0.04%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER 5.125% 10/31/27/EUR/                | SUDZUCKER INT FINANCE /EUR/ REGD REG S 5.12500000                                            | CUSIP: N8T71JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       500000 | PA      | $616226.86     | 0.00%             | 2027-10-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 5.5% 03/11/35                    | TAPESTRY INC REGD 5.50000000                                                                 | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       155000 | PA      | $155479.87     | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF E 4% 10/12/32/EUR/                | REPUBLIC OF ESTONIA /EUR/ REGD REG S SER 10Y 4.00000000                                      | CUSIP: X2235CAU4<br>LEI: N/A                  | Long             | DBT              | USGA              | EE        |       290000 | PA      | $363090.12     | 0.00%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/27                  | UNITED STATES TREASURY NOTE 1.87500000                                                       | CUSIP: 91282CEC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2211900 | PA      | $2143814.95    | 0.01%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65% 03/02/53                      | AMGEN INC REGD 5.65000000                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       450000 | PA      | $440352.35     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.6% 05/30/29                | CONSUMERS ENERGY CO REGD 4.60000000                                                          | CUSIP: 210518DW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10100.18      | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB 1.3% 02/17/27/EUR/                | SWEDBANK AB /EUR/ REGD EMTN SER GMTN 1.30000000                                              | CUSIP: W9423Y6A3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1158553.11    | 0.01%             | 2027-02-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 1.75% 11/21/32/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 165 1.75000000                                    | CUSIP: Q08184ND3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      5800000 | PA      | $3295334.50    | 0.02%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H15 FH V/R 07/20/70                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FH V/R 5.49602000                   | CUSIP: 38380QJA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2485702 | PA      | $2510611.86    | 0.02%             | 2070-07-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50                | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                       | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $645397.99     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORANGE SA V/R /PERP//EUR/                     | ORANGE SA /EUR/ REGD V/R /PERP/ REG S EMTN 3.87500000                                        | CUSIP: F6866TE22<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3492947.54    | 0.02%             | 2174-06-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 06/30/26                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6948800 | PA      | $6989312.06    | 0.05%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM4599 3.5% 11/01/47                   | FREDDIE MAC POOL UMBS P#ZM4599 3.50000000                                                    | CUSIP: 3131XYDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       277722 | PA      | $254871.36     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.75% 07/07/33/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 742 1.75000000                                  | CUSIP: H617316T9<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $67895.90      | 0.00%             | 2033-07-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CR7924 3% 07/20/47                  | GINNIE MAE II POOL P#CR7924 3.00000000                                                       | CUSIP: 3618ANYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       153262 | PA      | $135203.32     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGION WALL 3.5% 03/15/43/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.50000000                                             | CUSIP: B70023UA0<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       400000 | PA      | $435941.38     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIE 0.875% 03/10/32/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD SER 764 0.87500000                                        | CUSIP: H617318X8<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $127645.09     | 0.00%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 3.45% 10/20/30/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 3.45000000                                                    | CUSIP: A0654UB75<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      4480000 | PA      | $5538184.80    | 0.04%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RC1887 2% 03/01/36                     | FREDDIE MAC POOL UMBS P#RC1887 2.00000000                                                    | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       323464 | PA      | $297236.81     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 1% 06/17/27/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD SER LB 1.00000000                                        | CUSIP: Y6065BNV5<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     40000000 | PA      | $1220628.75    | 0.01%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS REA 1.75% 11/24/28/EUR/                | SIRIUS REAL ESTATE LTD /EUR/ REGD REG S 1.75000000                                           | CUSIP: G8187CAB0<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |      1300000 | PA      | $1449814.36    | 0.01%             | 2028-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNINV 0.375% 06/10/26/SEK/                | KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN 0.37500000                                      | CUSIP: W5185Y4F0<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      2000000 | PA      | $208276.17     | 0.00%             | 2026-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPM 0% 10/19/26/EUR/                | INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.00000000                                           | CUSIP: U4592BBY3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $1146752.80    | 0.01%             | 2026-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 1.3% 09/01/30                | JOHNSON & JOHNSON REGD 1.30000000                                                            | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       135000 | PA      | $117409.05     | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 08/15/52                  | DUKE ENERGY CORP REGD 5.00000000                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |        30000 | PA      | $26320.35      | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DE 10% 11/20/36/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 10.00000000                                         | CUSIP: P9767GR78<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      3000000 | PA      | $167748.67     | 0.00%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOUIS DREYF 3.5% 10/22/31/EUR/                | LOUIS DREYFUS FINANCE BV /EUR/ REGD REG S 3.50000000                                         | CUSIP: N5489TVS6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1749130.09    | 0.01%             | 2031-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 3.4% 03/01/50                | FIRSTENERGY CORP REGD SER C 3.40000000                                                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6787.30       | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHR 4710 EI 3.5% 11/15/31                     | FREDDIE MAC REMICS SER 4710 CL EI 3.50000000                                                 | CUSIP: 3137FA3V8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1985886 | PA      | $109389.76     | 0.00%             | 2031-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2661 5.5% 04/01/53                   | FREDDIE MAC POOL UMBS P#SD2661 5.50000000                                                    | CUSIP: 3132DP5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       351110 | PA      | $352467.31     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/31/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 75 1.00000000                                                 | CUSIP: B1124GCC3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       997000 | PA      | $1071156.76    | 0.01%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIO 1% 05/25/40/EUR/                | SOCIETE NATIONALE SNCF S /EUR/ REGD REG S 1.00000000                                         | CUSIP: F847BRBN5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $79992.47      | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED  1% 03/31/30/ILS/                | ISRAEL FIXED BOND /ILS/ REGD SER 0330 1.00000000                                             | CUSIP: M57494CT7<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      1200000 | PA      | $312157.36     | 0.00%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIQA INS 1.375% 07/09/30/EUR/                | UNIQA INSURANCE GROUP AG /EUR/ REGD REG S 1.37500000                                         | CUSIP: A9098YAC2<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $550928.90     | 0.00%             | 2030-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4378 2% 07/01/51                     | FANNIE MAE POOL UMBS P#MA4378 2.00000000                                                     | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2289584 | PA      | $1821024.48    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE 2.375% 06/19/39/GBP/                | BERKSHIRE HATHAWAY FIN /GBP/ REGD 2.37500000                                                 | CUSIP: 084664CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       825000 | PA      | $785958.29     | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAARLAND 2.75% 01/18/30/EUR/                  | SAARLAND /EUR/ REGD 2.75000000                                                               | CUSIP: D6651CFM5<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $357493.72     | 0.00%             | 2030-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY  0.16% 07/30/28/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.16000000                                         | CUSIP: E3124CES8<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $441533.35     | 0.00%             | 2028-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UN 1.5% 10/04/35/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN 1.50000000                                              | CUSIP: L3334EBC0<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      5000000 | PA      | $5053392.64    | 0.03%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.875% 04/30/32/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.87500000                                               | CUSIP: D3R33ABT5<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $713925.74     | 0.00%             | 2032-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0128 6% 03/01/55                     | FANNIE MAE POOL UMBS P#CC0128 6.00000000                                                     | CUSIP: 3140Y6EA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       331248 | PA      | $338343.22     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.5% 02/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.50000000                                        | CUSIP: T6052B6S2<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       850000 | PA      | $1037553.07    | 0.01%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 05/15/41                  | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810QQ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       538600 | PA      | $522420.96     | 0.00%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.4% 04/01/35                         | MPLX LP REGD 5.40000000                                                                      | CUSIP: 55336VBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       580000 | PA      | $575565.77     | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APA 4.95% 03/01/35                | MID-AMERICA APARTMENTS REGD 4.95000000                                                       | CUSIP: 59523UAX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39722.58      | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.5% 11/15/26                    | UNITED STATES TREASURY BOND 6.50000000                                                       | CUSIP: 912810EY0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       182300 | PA      | $189478.06     | 0.00%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACTION LO 0.375% 10/05/31/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 0.37500000                                    | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | USGA              | FR        |       500000 | PA      | $502104.71     | 0.00%             | 2031-10-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.9% 07/30/39/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.90000000                                               | CUSIP: E8922ANG1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8100000 | PA      | $9898872.74    | 0.07%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 3.7% 02/22/30                    | ASSURANT INC REGD 3.70000000                                                                 | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28530.04      | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE V/R 08/23/34/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD V/R REG S 5.62500000                                      | CUSIP: D5714EHQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $122185.34     | 0.00%             | 2034-08-23      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4239 3.5% 09/01/48                   | FANNIE MAE POOL UMBS P#CA4239 3.50000000                                                     | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        69361 | PA      | $62603.30      | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA V/R /PERP//EUR/                 | AROUNDTOWN SA /EUR/ REGD V/R /PERP/ REG S EMTN 1.62500000                                    | CUSIP: L0269FBL2<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3335088.55    | 0.02%             | 2173-07-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/44                      | UNITED STATES TREASURY BOND 3.00000000                                                       | CUSIP: 912810RJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1029100 | PA      | $793411.98     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2014-34 US V/R 06/25/44                   | FANNIE MAE REMICS SER 2014-34 CL US V/R 0.00000000                                           | CUSIP: 3136AKET6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        67394 | PA      | $59081.29      | 0.00%             | 2044-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CO 2.15% 07/15/26                | ARES CAPITAL CORP REGD 2.15000000                                                            | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |         6000 | PA      | $5847.18       | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.999% 01/22/32                | NOMURA HOLDINGS INC REGD 2.99900000                                                          | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       320000 | PA      | $283378.62     | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ3722 5.5% 03/01/55                   | FREDDIE MAC POOL UMBS P#RJ3722 5.50000000                                                    | CUSIP: 3142GUD42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4064371 | PA      | $4087943.83    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.6% 09/30/26/EUR/                | REPUBLIC OF KAZAKHSTAN /EUR/ REGD REG S EMTN 0.60000000                                      | CUSIP: Y7276LDL9<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |     10000000 | PA      | $11422471.18   | 0.08%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER O 4.5% 12/01/34/GBP/                | WELLTOWER OP LLC /GBP/ REGD 4.50000000                                                       | CUSIP: 95040QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $383554.09     | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.375% 02/15/33                | PHILIP MORRIS INTL INC REGD 5.37500000                                                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        81000 | PA      | $83693.39      | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6188 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6188 2.00000000                                                    | CUSIP: 3133KM2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1174735 | PA      | $941901.83     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7578 6% 04/01/55                     | FREDDIE MAC POOL UMBS P#SD7578 6.00000000                                                    | CUSIP: 3132DVM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22100276 | PA      | $22759487.22   | 0.16%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5642 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5642 5.50000000                                                     | CUSIP: 3140QRHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       390107 | PA      | $392473.77     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250702 000003534 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4576128.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 1% 06/22/26/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 77 1.00000000                                                 | CUSIP: B1124GEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3522000 | PA      | $4111401.17    | 0.03%             | 2026-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FE 2.625% 11/06/29/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.62500000                                      | CUSIP: F07336NA8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $580418.66     | 0.00%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WESFARMER 0.954% 10/21/33/EUR/                | WESFARMERS LTD /EUR/ REGD REG S EMTN 0.95400000                                              | CUSIP: Q95870DB6<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $970234.60     | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BK7169 5% 12/20/48                  | GINNIE MAE II POOL P#BK7169 5.00000000                                                       | CUSIP: 3617J76E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       113849 | PA      | $113323.47     | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW 0.05% 09/29/34/EUR/                       | KFW /EUR/ REGD REG S EMTN 0.05000000                                                         | CUSIP: D4S46MHY4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       780000 | PA      | $714138.07     | 0.00%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5651 4% 12/20/48                  | GINNIE MAE II POOL P#MA5651 4.00000000                                                       | CUSIP: 36179UH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       719363 | PA      | $678040.50     | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 3.875% 12/10/26/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2612 3.87500000                                           | CUSIP: Y7277F3H1<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   9000000000 | PA      | $6808190.71    | 0.05%             | 2026-12-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR2 A V/R 02/25/52                 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A2 V/R REGD 144A P/P 2.50000000 | CUSIP: 36262JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       960376 | PA      | $782593.47     | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS INC 4% 03/30/29                 | ENTERGY TEXAS INC REGD 4.00000000                                                            | CUSIP: 29365TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $14814.70      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.6% 09/01/32/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.60000000                                         | CUSIP: Y6S39BX62<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    307900000 | PA      | $45805370.97   | 0.31%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.125% 08/15/40/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 106 7.12500000                                           | CUSIP: Y6S8PTAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  25000000000 | PA      | $1559285.49    | 0.01%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCH 0.5% 06/29/26/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S 0.50000000                                          | CUSIP: D1894ZCT0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $57944.60      | 0.00%             | 2026-06-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4600 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#MA4600 3.50000000                                                     | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1578671 | PA      | $1424555.40    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY C 2.25% 11/20/41/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 2.25000000                                             | CUSIP: Q9194YJQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2500000 | PA      | $1066614.29    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40                  | UNITED STATES TREASURY BOND 1.37500000                                                       | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3283400 | PA      | $2094321.82    | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/31/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3100000 | PA      | $3104601.58    | 0.02%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/28                   | MORGAN STANLEY REGD V/R 6.29600000                                                           | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       110000 | PA      | $114550.00     | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.20PCI6M 07/10/35 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DK        |            1 | NC      | $2677.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 0% 11/26/29/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: D5S07LGK1<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $423915.19     | 0.00%             | 2029-11-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'A 2.75% 02/25/29/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000                                    | CUSIP: F1270CZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2400000 | PA      | $2859221.03    | 0.02%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.55% 03/15/52                | DUKE ENERGY CAROLINAS REGD 3.55000000                                                        | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7218.39       | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BD 2.5% 08/24/26                | GOLUB CAPITAL BDC REGD 2.50000000                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4865.55       | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOIT 2.5% 08/29/29/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.50000000                                           | CUSIP: X5T0S2NH6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       680000 | PA      | $803900.82     | 0.01%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28                   | UNITED STATES TREASURY NOTE 0.75000000                                                       | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2610100 | PA      | $2421173.63    | 0.02%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.75% 05/06/30/EUR/                | REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.75000000                                       | CUSIP: X3446DCN9<br>LEI: N/A                  | Long             | DBT              | USGA              | LT        |       440000 | PA      | $471308.35     | 0.00%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC C 4.3% 06/15/48                | TAMPA ELECTRIC CO REGD 4.30000000                                                            | CUSIP: 875127BE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $8086.96       | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 0% 01/31/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                               | CUSIP: E8922AKV1<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8258000 | PA      | $9226612.23    | 0.06%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA  1.125% 05/17/32/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 1.12500000                                                | CUSIP: X2994QBA7<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       500000 | PA      | $530277.74     | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.35% 02/25/34/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.35000000                                         | CUSIP: Y6S39B5U0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    153200000 | PA      | $22489525.89   | 0.15%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.4% 03/01/32                | PACIFIC GAS & ELECTRIC REGD 4.40000000                                                       | CUSIP: 694308KC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        24000 | PA      | $22466.43      | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  2.05% 08/01/50                | PUBLIC SERVICE ELECTRIC REGD MTN 2.05000000                                                  | CUSIP: 74456QCE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $5323.28       | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T 5.2% 07/31/34/EUR/                | ITALY GOV'T INT BOND /EUR/ REGD MTN 5.20000000                                               | CUSIP: T6088SAF6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       200000 | PA      | $263392.16     | 0.00%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAN 0.25% 05/15/28/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0528 0.25000000                                        | CUSIP: Q54627CR5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      4180000 | PA      | $2322300.38    | 0.02%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATI 5.5% 09/15/28                | LENNOX INTERNATIONAL INC REGD 5.50000000                                                     | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25776.93      | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 3.875% 02/15/29                | VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000                                              | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       215000 | PA      | $207945.86     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO SAN 1.625% 10/22/30/EUR/                | BANCO SANTANDER SA /EUR/ REGD REG S EMTN 1.62500000                                          | CUSIP: E2R99DEZ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $108775.67     | 0.00%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9321 2% 11/01/36                     | FANNIE MAE POOL UMBS P#FM9321 2.00000000                                                     | CUSIP: 3140XDLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1836794 | PA      | $1687789.48    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4797 4% 11/01/37                     | FANNIE MAE POOL UMBS P#MA4797 4.00000000                                                     | CUSIP: 31418EKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       213123 | PA      | $208665.81     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 09/30/27                  | UNITED STATES TREASURY NOTE 0.37500000                                                       | CUSIP: 91282CAL5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2587900 | PA      | $2402602.32    | 0.02%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 1.375% 06/10/30/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3006 1.37500000                                           | CUSIP: Y7277FE71<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |  11707090000 | PA      | $8172222.39    | 0.06%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CARGILL INC 4.76% 11/23/45                    | CARGILL INC REGD P/P 4.76000000                                                              | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       375000 | PA      | $334721.21     | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FHR 4881 IK 4% 05/15/49                       | FREDDIE MAC REMICS SER 4881 CL IK 4.00000000                                                 | CUSIP: 3137FLWD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1439604 | PA      | $279290.58     | 0.00%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BADEN 0.01% 03/07/31/EUR/                | LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000                                          | CUSIP: D1U444BN9<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $407003.98     | 0.00%             | 2031-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 06/22/29/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 13Y 0.00000000                                              | CUSIP: H21069Q53<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       270000 | PA      | $339445.93     | 0.00%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0873 6% 04/01/55                     | FREDDIE MAC POOL UMBS P#SL0873 6.00000000                                                    | CUSIP: 31427M6K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       531193 | PA      | $547202.13     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3362 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3362 3.00000000                                                     | CUSIP: 3140QNWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1528781 | PA      | $1336472.03    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 2.75% 10/15/32                | JEFFERIES FIN GROUP INC REGD 2.75000000                                                      | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1195712.49    | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/31/53/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                              | CUSIP: G4527HWA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     18357000 | PA      | $11431816.35   | 0.08%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW 0% 03/31/27/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MJK2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $569426.91     | 0.00%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA P 1.25% 07/14/33/EUR/                | FINNVERA PLC /EUR/ REGD REG S EMTN 1.25000000                                                | CUSIP: X2994QBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |       200000 | PA      | $208744.52     | 0.00%             | 2033-07-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB.  0% 05/15/36/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 15Y 0.00000000                                 | CUSIP: D2R8H4GD5<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     12190000 | PA      | $10720557.67   | 0.07%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 1.875% 10/31/33/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 1.87500000                                        | CUSIP: N2960PBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       420000 | PA      | $444191.33     | 0.00%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 1.25% 05/27/36/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.25000000                                       | CUSIP: N6S779LV0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       810000 | PA      | $786159.41     | 0.01%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBA 2.25% 01/11/27/EUR/                | BNP PARIBAS /EUR/ REGD REG S EMTN 2.25000000                                                 | CUSIP: F105C9LY2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $587232.80     | 0.00%             | 2027-01-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK V/R 06/11/35/EUR/                | BELFIUS BANK SA/NV /EUR/ REGD V/R REG S EMTN 4.87500000                                      | CUSIP: B11080SV9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       500000 | PA      | $615978.80     | 0.00%             | 2035-06-11      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-366463.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 3% 01/15/34                  | REPUBLIC OF PERU REGD 3.00000000                                                             | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |        60000 | PA      | $50563.20      | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.3% 02/15/51                | T-MOBILE USA INC REGD 3.30000000                                                             | CUSIP: 87264ABN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6635.59       | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CLARION F 2.625% 01/18/29/GBP/                | CLARION FUNDING PLC /GBP/ REGD REG S EMTN 2.62500000                                         | CUSIP: G2R64SAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $256717.66     | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 0.65% 06/22/71/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 93 0.65000000                                                 | CUSIP: B1121KCN3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2128000 | PA      | $792811.98     | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE 0.875% 09/26/28/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.87500000                                              | CUSIP: F7053HA56<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $224462.14     | 0.00%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV4170 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#BV4170 2.50000000                                                     | CUSIP: 3140MHT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2452547 | PA      | $2043648.80    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK 6.5% 09/17/40/GBP/                | LLOYDS BANK PLC /GBP/ REGD REG S EMTN 6.50000000                                             | CUSIP: G4718WR33<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $448458.22     | 0.00%             | 2040-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA 0.687% 03/03/81/EUR/                | REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS87 0.68750000                                     | CUSIP: X7S28MMS4<br>LEI: N/A                  | Long             | DBT              | USGA              | SI        |       121000 | PA      | $42741.24      | 0.00%             | 2081-03-03      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ3494 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#RJ3494 6.00000000                                                    | CUSIP: 3142GT3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1886068 | PA      | $1921395.76    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTS 2.875% 07/09/31/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.87500000                                     | CUSIP: D4902PKT7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $358871.65     | 0.00%             | 2031-07-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 09/10/42/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4209 3.25000000                                           | CUSIP: Y7277FV49<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   2355460000 | PA      | $1841437.45    | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 07/04/44/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 32Y 2.50000000                                 | CUSIP: D206592F0<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      9865000 | PA      | $10812132.97   | 0.07%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4% 02/04/61                  | ALTRIA GROUP INC REGD 4.00000000                                                             | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        60000 | PA      | $42394.42      | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65395 3.5% 10/01/46                  | FREDDIE MAC GOLD POOL P#T65395 3.50000000                                                    | CUSIP: 31322Y7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       159772 | PA      | $144979.05     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BASQUE GOV 0.45% 04/30/32/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 0.45000000                                                | CUSIP: E5R036AV0<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       400000 | PA      | $401158.88     | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1047 4% 02/01/45                     | FANNIE MAE POOL UMBS P#BM1047 4.00000000                                                     | CUSIP: 3140J5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       196917 | PA      | $189901.09     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35                | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                      | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $39933.94      | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 3.375% 05/01/34/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000                                                   | CUSIP: Y280CEYF8<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      1650000 | PA      | $1415745.72    | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.7% 03/01/47/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 2.70000000                                       | CUSIP: T6247A5L6<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3900000 | PA      | $3715217.72    | 0.03%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8415.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALT 2.65% 10/15/30                | UNIVERSAL HEALTH SVCS REGD SER WI 2.65000000                                                 | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       197000 | PA      | $175620.70     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BUNDESREPU 1.25% 08/15/48/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 1.25000000                                 | CUSIP: D2R8H4CU1<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     12840000 | PA      | $10716558.20   | 0.07%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3742 3.5% 08/01/39                   | FANNIE MAE POOL UMBS P#MA3742 3.50000000                                                     | CUSIP: 31418DEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       132531 | PA      | $127285.13     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06061 4% 10/01/40                    | FREDDIE MAC GOLD POOL P#G06061 4.00000000                                                    | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1860086 | PA      | $1799682.91    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 04/30/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CBZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2644700 | PA      | $2471348.17    | 0.02%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 1% 03/15/33/EUR/                  | EQUINIX INC /EUR/ REGD 1.00000000                                                            | CUSIP: N/A<br>LEI: 549300EVUN2BTLJ3GT74       | Long             | DBT              | CORP              | US        |       800000 | PA      | $772681.59     | 0.01%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3666 4% 06/01/49                     | FANNIE MAE POOL UMBS P#CA3666 4.00000000                                                     | CUSIP: 3140QBCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       956772 | PA      | $903612.38     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS 3.5% 06/01/30                | VULCAN MATERIALS CO REGD 3.50000000                                                          | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |        60000 | PA      | $57387.76      | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 1.5% 07/15/39/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.50000000                                                 | CUSIP: N14287DN8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       370000 | PA      | $345563.38     | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6306 6.5% 09/01/54                   | FREDDIE MAC POOL UMBS P#SD6306 6.50000000                                                    | CUSIP: 3132DUAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       414460 | PA      | $430476.70     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 1.65% 03/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 17Y 1.65000000                                       | CUSIP: T6247AY42<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |     10936000 | PA      | $11903282.00   | 0.08%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA9630 6% 08/01/53                     | FREDDIE MAC POOL UMBS P#RA9630 6.00000000                                                    | CUSIP: 3133KRVX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1079966 | PA      | $1107890.59    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONWID 1.375% 06/29/32/EUR/                | NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S EMTN 1.37500000                                     | CUSIP: G6S17FVL8<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1785000 | PA      | $1898192.28    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20250722 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20382.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE DES G 1% 11/26/51/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.00000000                                     | CUSIP: F45204CQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $120942.48     | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN9700 1.5% 03/01/37                   | FREDDIE MAC POOL UMBS P#QN9700 1.50000000                                                    | CUSIP: 3133GGX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       353843 | PA      | $314134.37     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEDER WAT 0.625% 01/18/27/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.62500000                                       | CUSIP: N6S779RJ1<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |      1000000 | PA      | $1152786.50    | 0.01%             | 2027-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 06/07/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HA76<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10970000 | PA      | $15344751.89   | 0.11%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIAO AU 1.095% 09/27/36/EUR/                | REGIAO AUTONOMA ACORES /EUR/ REGD REG S 1.09500000                                           | CUSIP: X73269AW6<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | USGA              | PT        |       200000 | PA      | $177321.52     | 0.00%             | 2036-09-27      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.75% 09/07/37/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                              | CUSIP: G4527HHE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     22950000 | PA      | $23004566.59   | 0.16%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP 3.25% 08/15/51                 | ALLEGHANY CORP REGD 3.25000000                                                               | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |        15000 | PA      | $10053.45      | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.45% 06/01/30                | DUKE ENERGY CORP REGD 2.45000000                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       110000 | PA      | $99813.23      | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 3.75% 10/29/25/AUD/                | DEUTSCHE BAHN FIN GMBH /AUD/ REGD REG S EMTN 3.75000000                                      | CUSIP: D1T0VZCG4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $657386.51     | 0.00%             | 2025-10-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8478 4.79% 06/01/33                  | FANNIE MAE POOL UMBS P#BS8478 4.79000000                                                     | CUSIP: 3140LKM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1266959 | PA      | $1278194.21    | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 3.5% 06/10/34/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3406 3.50000000                                           | CUSIP: Y7277F4Q0<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6536490000 | PA      | $5099093.76    | 0.04%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53                  | UNITED STATES TREASURY BOND 4.12500000                                                       | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2691400 | PA      | $2407961.94    | 0.02%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                     | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $85998.28      | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ICCREA BA 3.875% 01/12/29/EUR/                | ICCREA BANCA SPA /EUR/ REGD REG S EMTN 3.87500000                                            | CUSIP: T5R57ZEY5<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $122680.31     | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX2583 5.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#QX2583 5.50000000                                                    | CUSIP: 31425W2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       644568 | PA      | $651455.39     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/11/33                     | UBS GROUP AG REGD V/R 144A P/P 2.74600000                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $872566.30     | 0.01%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JUL25                      | FNMA 30YR TBA 2.5% JUL25       TO BE ANNOUNCED 2.50000000                                    | CUSIP: 01F022675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -32100000 | PA      | $-26620923.87  | -0.18%            | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.35% 03/15/44                     | ABBVIE INC REGD 5.35000000                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9805.69       | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SWEDISH GO 0.75% 05/12/28/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1060 0.75000000                                      | CUSIP: W7S736GV4<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |     64815000 | PA      | $6670651.37    | 0.05%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.75% 10/20/28                | DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1740000 | PA      | $1743822.05    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS3801 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#FS3801 5.50000000                                                     | CUSIP: 3140XKGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1287114 | PA      | $1292586.25    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% AUG 25                       | FNMA 30YR TBA 6% AUG 25        TO BE ANNOUNCED 6.00000000                                    | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148900000 | PA      | $151224918.64  | 1.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 03/27/28                | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.71500000                                        | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       135000 | PA      | $135844.86     | 0.00%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 0.5% 12/20/38/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 167 0.50000000                                          | CUSIP: J2S39KT55<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2482750000 | PA      | $14437552.02   | 0.10%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WUESTENRO 3.375% 11/28/28/EUR/                | WUESTENROT BAUSPARKASSE /EUR/ REGD REG S SER 20 3.37500000                                   | CUSIP: D9805HAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $121507.81     | 0.00%             | 2028-11-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6219 3.5% 10/20/49                | GINNIE MAE II POOL P#MA6219 3.50000000                                                       | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       431753 | PA      | $395222.33     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNET HOLD 0.5% 11/30/40/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.50000000                                           | CUSIP: N85094QX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $154124.46     | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP 2.75% 05/17/31                    | RAYONIER LP REGD 2.75000000                                                                  | CUSIP: 75508XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         9000 | PA      | $7959.25       | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITA 3.9% 10/04/27                | ACCENTURE CAPITAL INC REGD 3.90000000                                                        | CUSIP: 00440KAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $129595.84     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHR 5013 IQ 3.5% 09/25/50                     | FREDDIE MAC REMICS SER 5013 CL IQ 3.50000000                                                 | CUSIP: 3137FW3G3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4233872 | PA      | $709873.82     | 0.00%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 5.375% 01/15/34                | ESSENTIAL UTILITIES INC REGD 5.37500000                                                      | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10131.64      | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0025 5% 11/20/54                  | GINNIE MAE II POOL P#MB0025 5.00000000                                                       | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4993106 | PA      | $4907738.80    | 0.03%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8161 2.5% 08/01/51                   | FREDDIE MAC POOL UMBS P#SD8161 2.50000000                                                    | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       867676 | PA      | $722342.17     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNO 4.95% 10/15/34                | KEYSIGHT TECHNOLOGIES REGD 4.95000000                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19774.94      | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 5.8% 02/14/39                | ALTRIA GROUP INC REGD 5.80000000                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6078.92       | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0150 5.73% 12/01/33                  | FANNIE MAE POOL UMBS P#BZ0150 5.73000000                                                     | CUSIP: 3140NUEY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       700000 | PA      | $754881.46     | 0.01%             | 2033-12-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LAND THUER 0.05% 05/06/30/EUR/                | LAND THUERINGEN /EUR/ REGD REG S 0.05000000                                                  | CUSIP: D8T44EAS4<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | USGA              | DE        |       260000 | PA      | $272048.54     | 0.00%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/43                  | UNITED STATES TREASURY BOND 2.87500000                                                       | CUSIP: 912810RB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1506300 | PA      | $1162263.43    | 0.01%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ1823 4.94% 05/01/31                  | FANNIE MAE POOL UMBS P#BZ1823 4.94000000                                                     | CUSIP: 3140NWAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1069815 | PA      | $1097414.23    | 0.01%             | 2031-05-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 1.5% 05/15/50/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.50000000                                          | CUSIP: G4R49GAQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      3043000 | PA      | $2452654.73    | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4726 4% 09/01/37                     | FANNIE MAE POOL UMBS P#MA4726 4.00000000                                                     | CUSIP: 31418EHC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       146982 | PA      | $143951.77     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 5% 09/30/30/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 150 5.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     60730000 | PA      | $3051598.55    | 0.02%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND HESS 0.125% 10/10/31/EUR/                | LAND HESSEN /EUR/ REGD 0.12500000                                                            | CUSIP: D3R1TJDG8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       403000 | PA      | $406239.48     | 0.00%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (5  0.005% 03/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 151 0.00500000                                           | CUSIP: J2S39LUC6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2608000000 | PA      | $17902030.62   | 0.12%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 03/10/48/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 4803 2.62500000                                           | CUSIP: Y7277FXH8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   6000000000 | PA      | $4320267.10    | 0.03%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZL2783 3.5% 03/01/42                   | FREDDIE MAC POOL UMBS P#ZL2783 3.50000000                                                    | CUSIP: 3131XJCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1321 | PA      | $1241.93       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES 3.5% 06/25/49/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | FR        |       800000 | PA      | $870599.27     | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6154 3.5% 09/20/49                | GINNIE MAE II POOL P#MA6154 3.50000000                                                       | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1028692 | PA      | $941653.09     | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLCOME  4.625% 07/25/36/GBP/                | WELLCOME TRUST FINANCE /GBP/ REGD 4.62500000                                                 | CUSIP: G9522SAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       225000 | PA      | $298151.83     | 0.00%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FIN 3% 05/20/29/EUR/                | ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.00000000                                        | CUSIP: N2960PNF6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $238057.22     | 0.00%             | 2029-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 5.375% 12/07/28/GBP/                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION /GBP/ 5.37500000                                       | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       460000 | PA      | $652995.83     | 0.00%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 3.375% 02/12/37/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 3.37500000                                           | CUSIP: N8243RGV1<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231045.47     | 0.00%             | 2037-02-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN  1% 04/22/27/EUR/                | GIVAUDAN FIN EUROPE /EUR/ REGD REG S 1.00000000                                              | CUSIP: N35840AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115042.84     | 0.00%             | 2027-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 5.5% 04/25/29/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 5.50000000                                               | CUSIP: F4040SHL3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      4037000 | PA      | $5293527.12    | 0.04%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 3.125% 07/29/30/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 3.12500000                                           | CUSIP: X5S9WA2R6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       400000 | PA      | $484632.18     | 0.00%             | 2030-07-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCF SFH SAC 2.5% 06/28/28/EUR/                | CCF SFH SACA /EUR/ REGD REG S EMTN 2.50000000                                                | CUSIP: F5035ZAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2239477.22    | 0.02%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/30/30                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CHZ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1575000 | PA      | $1634000.98    | 0.01%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BE2334 4.5% 11/20/47                | GINNIE MAE II POOL P#BE2334 4.50000000                                                       | CUSIP: 3617BVSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       695416 | PA      | $670481.89     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 4.087% 11/01/51                | DALLAS-FORT WORTH TX INTERNATI REGD N/C B/E 4.08700000                                       | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       425000 | PA      | $346911.18     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.52% 05/24/31/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD SER 2105 3.52000000                                        | CUSIP: Y0R4AWLT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     38600000 | PA      | $5928058.17    | 0.04%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| LRP LB RHEINLAND S/UP 02/23/28                | LRP LB RHEINLAND-PFALZ REGD S/UP P/P 6.87500000                                              | CUSIP: 514887AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2118093.06    | 0.01%             | 2028-02-23      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BA 0.4% 09/17/41/EUR/                | ABN AMRO BANK NV /EUR/ REGD REG S EMTN 0.40000000                                            | CUSIP: N0R37UBU9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $72118.10      | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LANDBK HE 3.375% 02/26/31/EUR/                | LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 3.37500000                                    | CUSIP: D4S75UXN6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $238208.81     | 0.00%             | 2031-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS5300 3.01% 04/01/32                  | FANNIE MAE POOL UMBS P#BS5300 3.01000000                                                     | CUSIP: 3140LF3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3979148 | PA      | $3665626.13    | 0.03%             | 2032-04-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 0.05% 01/28/30/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S 0.05000000                                            | CUSIP: N6S77BPJ8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       374000 | PA      | $394432.20     | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 3.125% 03/01/30/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.12500000                                    | CUSIP: F1272PHF7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1500000 | PA      | $1811327.80    | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND NORDRH 0.5% 11/25/39/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.50000000                                    | CUSIP: D5S07LGL9<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       110000 | PA      | $87965.15      | 0.00%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2849 4% 08/01/26                     | FANNIE MAE POOL UMBS P#AL2849 4.00000000                                                     | CUSIP: 3138EKEX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5893 | PA      | $5870.51       | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVE 2% 12/01/51/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 2.00000000                                                    | CUSIP: 135087H72<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       530000 | PA      | $284471.15     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% JULY 24                  | GNMA II 30 YR TBA 2% JULY 24   TO BE ANNOUNCED 2.00000000                                    | CUSIP: 21H020675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7600000 | PA      | $6194288.50    | 0.04%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.375% 10/22/30/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000                                              | CUSIP: G4527HRW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11949000 | PA      | $13689117.13   | 0.09%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITA 4.5% 10/04/34                | ACCENTURE CAPITAL INC REGD 4.50000000                                                        | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       595000 | PA      | $579143.51     | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 5003 AS V/R 08/25/50                      | FREDDIE MAC REMICS SER 5003 CL AS V/R 1.68035000                                             | CUSIP: 3137FVHZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6330310 | PA      | $909214.23     | 0.01%             | 2050-08-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.81% 09/14/50/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000                                         | CUSIP: Y6S39BYR5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     70500000 | PA      | $13581486.79   | 0.09%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVE 4.355% 10/01/35                | COLUMBIA UNIVERSITY REGD SER 2024 4.35500000                                                 | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |       300000 | PA      | $287653.32     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.5% 09/24/26/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000                                               | CUSIP: F26348BK1<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      3158000 | PA      | $3746050.45    | 0.03%             | 2026-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INVESTITI 2.875% 02/21/34/EUR/                | INVESTITIONSBK  SCHL-HOL /EUR/ REGD REG S 2.87500000                                         | CUSIP: D3R62XBB8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |       400000 | PA      | $468960.73     | 0.00%             | 2034-02-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6293 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6293 3.00000000                                                     | CUSIP: 3140QD7F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2533043 | PA      | $2217548.29    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNS 429 164 2% 03/25/51                       | FANNIE MAE INTEREST STRIP SER 429 CL 164 2.00000000                                          | CUSIP: 31423YSG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       893730 | PA      | $95093.04      | 0.00%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME 0.01% 10/08/27/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 61 0.01000000                                  | CUSIP: D0476AAA6<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $561247.39     | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITYCON TREAS 5% 03/11/30/EUR/                | CITYCON TREASURY BV /EUR/ REGD REG S EMTN 5.00000000                                         | CUSIP: N2R95FBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3625000 | PA      | $4372627.19    | 0.03%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.1% 04/12/29/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 189 2.10000000                                         | CUSIP: D2R8H4KE8<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     16050000 | PA      | $18945800.00   | 0.13%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANQUE FE 1.875% 06/18/29/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000                                      | CUSIP: F07334S91<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1120864.56    | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.625% 03/15/32                       | HCA INC REGD 3.62500000                                                                      | CUSIP: 404119CK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       170000 | PA      | $156865.40     | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANDORRA IN 1.25% 02/23/27/EUR/                | ANDORRA INTERNATIONAL BD /EUR/ REGD REG S EMTN 1.25000000                                    | CUSIP: X65482AN5<br>LEI: N/A                  | Long             | DBT              | USGA              | AD        |       800000 | PA      | $923299.81     | 0.01%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/31                     | BARCLAYS PLC REGD V/R 5.36700000                                                             | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1310000 | PA      | $1337569.84    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 4.7% 06/01/35/CAD/                | SNCF RESEAU /CAD/ REGD SER MPLE 4.70000000                                                   | CUSIP: 761034AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $75327.92      | 0.00%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  4.2% 02/01/33                | TARGA RESOURCES CORP REGD 4.20000000                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93701.50      | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 10/26/26/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                   | CUSIP: D2R04NCY2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        50000 | PA      | $57284.12      | 0.00%             | 2026-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/2027                | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CGC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1837900 | PA      | $1845581.85    | 0.01%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBRIGACOE 2.875% 10/20/34/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 11Y 2.87500000                                          | CUSIP: X6694NCT6<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      1570000 | PA      | $1837575.02    | 0.01%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| FLEMISH COMMU 4% 09/26/42/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 4.00000000                                           | CUSIP: B2758CCU3<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       300000 | PA      | $360746.71     | 0.00%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.4% 06/01/26/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 461 0.40000000                                           | CUSIP: J2S39L2N3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    345000000 | PA      | $2392491.93    | 0.02%             | 2026-06-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/29/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 154 2.75000000                                          | CUSIP: Q08184NB7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     11105000 | PA      | $7114123.21    | 0.05%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB V/R 12/08/27/GBP/                 | SWEDBANK AB /GBP/ REGD V/R REG S 1.37500000                                                  | CUSIP: W9423YR93<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      1500000 | PA      | $1970694.32    | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| A2A SPA 1% 07/16/29/EUR/                      | A2A SPA /EUR/ REGD REG S EMTN 1.00000000                                                     | CUSIP: T0579BAM7<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $109891.34     | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA 0% 07/16/26/EUR/                | AROUNDTOWN SA /EUR/ REGD REG S EMTN 0.00000000                                               | CUSIP: L0269FBK4<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      3800000 | PA      | $4339157.33    | 0.03%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFIZER NET 3.25% 05/19/32/EUR/                | PFIZER NETHERLANDS INTL /EUR/ REGD 3.25000000                                                | CUSIP: 71708LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $3808551.65    | 0.03%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0088 3.5% 12/20/54                | GINNIE MAE II POOL P#MB0088 3.50000000                                                       | CUSIP: 3618N5C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       499950 | PA      | $454553.15     | 0.00%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R /PERP/                         | US BANCORP REGD V/R /PERP/ 3.70000000                                                        | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2211746.01    | 0.02%             | 2174-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| UNEDIC 0.5% 03/20/29/EUR/                     | UNEDIC /EUR/ REGD REG S EMTN 0.50000000                                                      | CUSIP: F9627PEP3<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1600000 | PA      | $1758010.25    | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF 2.75% 12/03/29/EUR/                      | EFSF /EUR/ REGD EMTN 2.75000000                                                              | CUSIP: L2669HAY3<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      1020000 | PA      | $1219591.69    | 0.01%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 5.15% 10/31/28/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000                                               | CUSIP: E4R46CAV9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8886000 | PA      | $11443806.88   | 0.08%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS R03.35PCAON 12/03/51 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $3570.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.625% 04/15/36/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: D1T0VZDC2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       350000 | PA      | $309837.71     | 0.00%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.05% 12/01/26                | ENERGY TRANSFER LP REGD 6.05000000                                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1745588.20    | 0.01%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.45% 07/15/31/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.45000000                                  | CUSIP: T6052B8M3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6590000 | PA      | $8011018.84    | 0.06%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.875% 11/07/29                | FORD MOTOR CREDIT CO LLC REGD 5.87500000                                                     | CUSIP: 345397G49<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1804799.93    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 5.35% 01/15/53                | DUKE ENERGY CAROLINAS REGD 5.35000000                                                        | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4801.74       | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN  0.5% 09/21/26/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 164 0.50000000                                    | CUSIP: Q2R04NCS1<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     10000000 | PA      | $6365099.95    | 0.04%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3871 4.87% 05/01/35                  | FANNIE MAE POOL UMBS P#BZ3871 4.87000000                                                     | CUSIP: 3140NYJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       400000 | PA      | $405272.42     | 0.00%             | 2035-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8197 2.5% 08/20/52                | GINNIE MAE II POOL P#MA8197 2.50000000                                                       | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       374449 | PA      | $319857.59     | 0.00%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS 4.2% 04/01/49                | ENTERGY ARKANSAS LLC REGD 4.20000000                                                         | CUSIP: 29366MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $7968.82       | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 11/19/45                | GOLDMAN SACHS GROUP INC REGD V/R 5.56100000                                                  | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1527945.98    | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.4% 07/01/49                      | FISERV INC REGD 4.40000000                                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |        87000 | PA      | $71272.18      | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.95% 01/20/32/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.95000000                                          | CUSIP: M2R92QAK0<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       300000 | PA      | $316204.05     | 0.00%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VOLVO TRE 3.125% 08/26/27/EUR/                | VOLVO TREASURY AB /EUR/ REGD REG S EMTN 3.12500000                                           | CUSIP: W9863RK27<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       269000 | PA      | $321111.38     | 0.00%             | 2027-08-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EDP SA 1.625% 04/15/27/EUR/                   | EDP SA /EUR/ REGD REG S EMTN 1.62500000                                                      | CUSIP: X1R4PDPM5<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $232489.63     | 0.00%             | 2027-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL C 2.05% 08/15/30                | CNA FINANCIAL CORP REGD 2.05000000                                                           | CUSIP: 126117AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2202520.93    | 0.02%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1193 6% 03/01/55                     | FANNIE MAE POOL UMBS P#FA1193 6.00000000                                                     | CUSIP: 3140W1KF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2252365 | PA      | $2319549.64    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | RON/USD FWD 20250722 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9096.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESTEC PLC V/R 01/04/32/GBP/                | INVESTEC PLC /GBP/ REGD V/R REG S EMTN 2.62500000                                            | CUSIP: G49188UH9<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1320081.33    | 0.01%             | 2032-01-04      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA 2.478% 06/04/29/EUR/                | AUSTRALIA & NZ BANK /EUR/ REGD REG S EMTN 2.47800000                                         | CUSIP: Q0R2732F1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $117673.29     | 0.00%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| COMERICA INC V/R 01/30/30                     | COMERICA INC REGD V/R 5.98200000                                                             | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |       708000 | PA      | $725265.20     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 2.85% 02/15/52                | ATMOS ENERGY CORP REGD 2.85000000                                                            | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3092.74       | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN- 0% 03/10/31/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD REG S 0.00000000                                              | CUSIP: D6T54YDG4<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       280000 | PA      | $285494.42     | 0.00%             | 2031-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVE 4% 06/17/66/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000                                               | CUSIP: Y6065BBS5<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     78670000 | PA      | $3323359.96    | 0.02%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/31/31                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CLJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880600 | PA      | $1862895.92    | 0.01%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES G 0% 11/25/30/EUR/                | SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: F45204CJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2200000 | PA      | $2239902.51    | 0.02%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 2.375% 03/15/31                | CIGNA GROUP/THE REGD 2.37500000                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |        58000 | PA      | $51525.83      | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBRD 0.65% 02/10/26                           | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 0.65000000                  | CUSIP: 459058JS3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |       750000 | PA      | $733521.43     | 0.01%             | 2026-02-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 10/04/27/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N14288QW2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      2910000 | PA      | $3475255.10    | 0.02%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12031.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 4.375% 11/16/45                | ASTRAZENECA PLC REGD 4.37500000                                                              | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |         8000 | PA      | $6986.58       | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 2.875% 04/05/33/EUR/                 | NRW.BANK /EUR/ REGD REG S EMTN 2.87500000                                                    | CUSIP: D5S268TW7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       600000 | PA      | $708155.26     | 0.00%             | 2033-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 07/31/26                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CLB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2810600 | PA      | $2821798.50    | 0.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGR 0.05% 12/06/29/EUR/                | CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.05000000                                    | CUSIP: F2276HBV0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $105430.54     | 0.00%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE V/R 08/05/79/EUR/                | ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.62500000                                      | CUSIP: D2542NAM8<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113912.33     | 0.00%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| COMMERZBAN 2.75% 01/11/27/EUR/                | COMMERZBANK AG /EUR/ REGD REG S EMTN 2.75000000                                              | CUSIP: D1706CGY4<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $237825.39     | 0.00%             | 2027-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC 0% 09/30/26/EUR/                    | LINDE PLC /EUR/ REGD REG S EMTN 0.00000000                                                   | CUSIP: G5494JAA1<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $572744.29     | 0.00%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 01/31/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                       | CUSIP: 91282CGJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1489900 | PA      | $1472265.63    | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 10/31/26                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 91282CDG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2427700 | PA      | $2340928.69    | 0.02%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EURO STABI 0.75% 09/05/28/EUR/                | EURO STABILITY MECHANISM /EUR/ REGD EMTN SER EUR 0.75000000                                  | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | USGA              | N/A       |      2750000 | PA      | $3099281.40    | 0.02%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL1942 3.15% 03/01/26                  | FANNIE MAE POOL UMBS P#BL1942 3.15000000                                                     | CUSIP: 3140HTEQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3900000 | PA      | $3858617.30    | 0.03%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8140 1.5% 02/01/37                   | FREDDIE MAC POOL UMBS P#SB8140 1.50000000                                                    | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       654143 | PA      | $581150.79     | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.75% 07/09/38/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S MTN SER 743 1.75000000                              | CUSIP: H617316S1<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        50000 | PA      | $68366.00      | 0.00%             | 2038-07-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU 3.75% 04/30/44/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000                                     | CUSIP: F7686GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $336823.91     | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CEPSA FIN 4.125% 04/11/31/EUR/                | CEPSA FINANCE SA /EUR/ REGD REG S EMTN 4.12500000                                            | CUSIP: E2837KAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       400000 | PA      | $480692.17     | 0.00%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| METROPOLITA 7.3% 12/23/25/EUR/                | METROPOLITANO DE LISBOA /EUR/ REGD 7.30000000                                                | CUSIP: X5331DAG9<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |       500000 | PA      | $602310.69     | 0.00%             | 2025-12-23      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  4.875% 03/14/30                | RIO TINTO FIN USA PLC REGD 4.87500000                                                        | CUSIP: 76720AAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       800000 | PA      | $815272.30     | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/28/27                  | UNITED STATES TREASURY NOTE 1.12500000                                                       | CUSIP: 912828ZB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       584700 | PA      | $559599.01     | 0.00%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LOGICOR F 0.875% 01/14/31/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 0.87500000                                      | CUSIP: L6075ZAL0<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $506814.75     | 0.00%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4632 3% 06/01/42                     | FANNIE MAE POOL UMBS P#MA4632 3.00000000                                                     | CUSIP: 31418EEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       298691 | PA      | $269992.11     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JUL 25                     | FNMA 30YR TBA 4.5% JUL 25      TO BE ANNOUNCED 4.50000000                                    | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8268000 | PA      | $7906004.80    | 0.05%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT6838 3% 10/01/51                     | FANNIE MAE POOL UMBS P#BT6838 3.00000000                                                     | CUSIP: 3140LVS42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1599566 | PA      | $1387521.18    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KI 2.375% 04/04/28/EUR/                | NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 2.37500000                                      | CUSIP: X585B5AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $118228.37     | 0.00%             | 2028-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG 4% 10/31/54/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.00000000                                               | CUSIP: E8922APG9<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |       450000 | PA      | $528816.20     | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH G 0.125% 05/12/31/SEK/                | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000                                      | CUSIP: W7S736JQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |      3335000 | PA      | $317065.58     | 0.00%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.85PBW6M 12/03/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-65142.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#ZL3760 3.5% 09/01/42                   | FREDDIE MAC POOL UMBS P#ZL3760 3.50000000                                                    | CUSIP: 3131XKE96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1870523 | PA      | $1756012.54    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.75% 06/15/29/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000                                         | CUSIP: Y6S39BR44<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     87800000 | PA      | $12841133.71   | 0.09%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 3.4% 01/08/28/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2104 3.40000000                                        | CUSIP: Y1456TKG0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     23500000 | PA      | $3425424.80    | 0.02%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH  4.5% 11/15/44                | CARDINAL HEALTH INC REGD 4.50000000                                                          | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4213.24       | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INFORMA P 3.125% 07/05/26/GBP/                | INFORMA PLC /GBP/ REGD REG S EMTN 3.12500000                                                 | CUSIP: G4770LAV8<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1486843.45    | 0.01%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 2.75% 05/25/32/EUR/                | REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 2.75000000                                          | CUSIP: X7327PAS8<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      3000000 | PA      | $3465252.33    | 0.02%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.99PKWDC 09/01/25 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $-7118.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB1400 3% 08/01/51                     | FANNIE MAE POOL UMBS P#CB1400 3.00000000                                                     | CUSIP: 3140QLRW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1059313 | PA      | $930573.83     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANONE SA 3.438% 04/07/33/EUR/                | DANONE SA /EUR/ REGD REG S EMTN 3.43800000                                                   | CUSIP: F2R16UW93<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7145550.60    | 0.05%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/09/27                    | CITIGROUP INC REGD V/R 1.46200000                                                            | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3011840.59    | 0.02%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| THAILAND G 2.05% 04/17/28/THB/                | THAILAND GOVERNMENT BOND /THB/ REGD 2.05000000                                               | CUSIP: Y603FFAB0<br>LEI: N/A                  | Long             | DBT              | USGA              | TH        |     36500000 | PA      | $1142346.41    | 0.01%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 0.125% 09/29/31/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 0.12500000                                         | CUSIP: F0108UPL6<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       300000 | PA      | $296534.15     | 0.00%             | 2031-09-29      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SY 0.25% 12/02/30/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.25000000                                           | CUSIP: B4S13TEZ0<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $304238.74     | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGI 4.2% 09/15/28                | ROPER TECHNOLOGIES INC REGD 4.20000000                                                       | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |        37000 | PA      | $36863.74      | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 2.44% 04/12/34/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2410 2.44000000                                      | CUSIP: Y23862XV5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     16000000 | PA      | $2349304.35    | 0.02%             | 2034-04-12      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8801 5.5% 04/20/53                | GINNIE MAE II POOL P#MA8801 5.50000000                                                       | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1390613 | PA      | $1399299.13    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 3.25% 06/10/27/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2706 3.25000000                                           | CUSIP: Y7277F4R8<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4000000000 | PA      | $3009395.73    | 0.02%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 1.75% 05/25/66/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.75000000                                               | CUSIP: F26348CN4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      6556000 | PA      | $4180090.38    | 0.03%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES T 3% 04/20/29/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S SER 29 3.00000000                                  | CUSIP: Q6715PJM2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     10000000 | PA      | $6432626.14    | 0.04%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLA 0.875% 05/22/47/CHF/                | SWITZERLAND /CHF/ REGD REG S SER . 0.87500000                                                | CUSIP: H7351MTJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |       860000 | PA      | $1129400.19    | 0.01%             | 2047-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4838 3% 03/01/52                     | FANNIE MAE POOL UMBS P#FS4838 3.00000000                                                     | CUSIP: 3140XLLU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       443919 | PA      | $387820.74     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE  1.5% 04/10/29/EUR/                | BLACKSTONE HOLDINGS FINA /EUR/ REGD REG S 1.50000000                                         | CUSIP: U09254AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       167000 | PA      | $186919.75     | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ5582 6% 09/01/54                     | FREDDIE MAC POOL UMBS P#QJ5582 6.00000000                                                    | CUSIP: 3133CWFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       570475 | PA      | $587815.40     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 04/01/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000                                  | CUSIP: T6052BZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      2060000 | PA      | $2392437.45    | 0.02%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF 1.25% 05/28/30/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 751 1.25000000                                  | CUSIP: H617317R2<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $52230.13      | 0.00%             | 2030-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/                | BANK OF AMERICA CORP REGD V/R /PERP/ SER TT 6.12500000                                       | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40625.20      | 0.00%             | 2173-07-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 5.95% 03/15/35                | NATIONAL FUEL GAS CO REGD 5.95000000                                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       130000 | PA      | $132907.68     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH4510 4.5% 11/20/48                | GINNIE MAE II POOL P#BH4510 4.50000000                                                       | CUSIP: 3617H2AK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       366272 | PA      | $353555.40     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4805 4.5% 11/01/52                   | FANNIE MAE POOL UMBS P#MA4805 4.50000000                                                     | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       376218 | PA      | $360496.42     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC2713 1.5% 04/01/51                   | FREDDIE MAC POOL UMBS P#QC2713 1.50000000                                                    | CUSIP: 3133AMAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        39162 | PA      | $29795.93      | 0.00%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL  4.125% 04/12/32/EUR/                | BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 4.12500000                                        | CUSIP: G08820XN0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4300000 | PA      | $5200425.36    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL B 5.25% 02/15/31/EUR/                | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 5.25000000                                    | CUSIP: N4R48AAB5<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      5738000 | PA      | $7312902.24    | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 03/13/32                | M&T BANK CORPORATION REGD V/R 6.08200000                                                     | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |        71000 | PA      | $74955.51      | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3096 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#CB3096 2.50000000                                                     | CUSIP: 3140QNNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       618222 | PA      | $517458.95     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS 2.5% 07/01/31                 | EAGLE MATERIALS REGD 2.50000000                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |        61000 | PA      | $54076.89      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASB BANK L 0.25% 09/08/28/EUR/                | ASB BANK LIMITED /EUR/ REGD REG S EMTN 0.25000000                                            | CUSIP: G0R91TCX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $1093102.24    | 0.01%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5594 3.5% 11/20/48                | GINNIE MAE II POOL P#MA5594 3.50000000                                                       | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       170532 | PA      | $156874.96     | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONDON STO 1.75% 12/06/27/EUR/                | LONDON STOCK EXCHANGE PL /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: G5689UN82<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $925351.21     | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.6% 12/20/53/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 81 1.60000000                                           | CUSIP: J2S39LU44<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1036600000 | PA      | $5514448.54    | 0.04%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSC 0.01% 09/23/26/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 0.01000000                                     | CUSIP: D5715M5E8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114816.26     | 0.00%             | 2026-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMUNITY  0.42% 04/30/31/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.42000000                                         | CUSIP: E3124CEK5<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $309706.61     | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| NVR INC 3% 05/15/30                           | NVR INC REGD 3.00000000                                                                      | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |       112000 | PA      | $104342.50     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUN 1% 01/19/27/EUR/                | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 1.00000000                                            | CUSIP: Q0649WAZ1<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |       300000 | PA      | $347091.21     | 0.00%             | 2027-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASSA ABLO 4.125% 09/13/35/EUR/                | ASSA ABLOY AB /EUR/ REGD REG S EMTN SER GMTN 4.12500000                                      | CUSIP: W0817XNZ4<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |       250000 | PA      | $307181.32     | 0.00%             | 2035-09-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 5% 09/30/25                      | UNITED STATES TREASURY NOTE 5.00000000                                                       | CUSIP: 91282CJB8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |        13000 | PA      | $13020.44      | 0.00%             | 2025-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 6.3% 04/25/29/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 6.30000000                                         | CUSIP: X5S007MS3<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      8160000 | PA      | $1826146.41    | 0.01%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.20PSO/N 05/08/38 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-141763.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUCKLAND  0.125% 09/26/29/EUR/                | AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 0.12500000                                            | CUSIP: Q0649WBE7<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | USGA              | NZ        |      1000000 | PA      | $1059465.88    | 0.01%             | 2029-09-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 0.75% 01/11/28/EUR/                | BNG BANK NV /EUR/ REGD EMTN 0.75000000                                                       | CUSIP: N6S20ZFH8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |      1260000 | PA      | $1433872.34    | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1215 2.5% 10/01/51                   | FANNIE MAE POOL UMBS P#FS1215 2.50000000                                                     | CUSIP: 3140XGK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       799339 | PA      | $667061.24     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAGE GROU 1.625% 02/25/31/GBP/                | SAGE GROUP PLC/THE /GBP/ REGD REG S 1.62500000                                               | CUSIP: G7771KD64<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2317428.45    | 0.02%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.125% 01/31/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.12500000                                              | CUSIP: G4527HSH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     21957000 | PA      | $27581947.91   | 0.19%             | 2028-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPO 1% 03/17/27/SEK/                | SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 197 1.00000000                                  | CUSIP: W9T1222V7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       700000 | PA      | $72706.79      | 0.00%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 1.25% 03/30/37/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.25000000                                                 | CUSIP: N14288EB1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $190443.89     | 0.00%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JUL 25                       | FNMA 30YR TBA 5% JUL 25        TO BE ANNOUNCED 5.00000000                                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4454000 | PA      | $4364650.98    | 0.03%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INVESTITIO 2.75% 10/04/27/EUR/                | INVESTITIONSBANK BERLIN /EUR/ REGD REG S SER 222 2.75000000                                  | CUSIP: D3R62FDA7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       700000 | PA      | $834698.89     | 0.01%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 0.7% 03/20/61/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 14 0.70000000                                           | CUSIP: J2S39LMX9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    650000000 | PA      | $2282233.26    | 0.02%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA 0% 07/18/29/EUR/                  | LA POSTE SA /EUR/ REGD REG S EMTN 0.00000000                                                 | CUSIP: F5548BDA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $210986.39     | 0.00%             | 2029-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20250702 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-176602.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 1% 12/21/30/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 160 1.00000000                                    | CUSIP: Q2R04NCH5<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      6350000 | PA      | $3650994.79    | 0.03%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE 4.5% 12/07/28/GBP/                | LCR FINANCE PLC /GBP/ REGD REG S 4.50000000                                                  | CUSIP: G5373RAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | GB        |       400000 | PA      | $557169.60     | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0789 4% 10/01/48                     | FREDDIE MAC POOL UMBS P#ZT0789 4.00000000                                                    | CUSIP: 3132AC2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2306362 | PA      | $2181071.84    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC 2.63% 08/15/31                | YAMANA GOLD INC REGD 2.63000000                                                              | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |      2705000 | PA      | $2387162.26    | 0.02%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.75% 10/10/27/EUR/                   | HUNGARY /EUR/ REGD REG S SER 10Y 1.75000000                                                  | CUSIP: X93622FJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |       825000 | PA      | $951830.18     | 0.01%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY4015 5% 06/01/53                     | FANNIE MAE POOL UMBS P#BY4015 5.00000000                                                     | CUSIP: 3140NLN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38713 | PA      | $38321.04      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.016% 12/03/29                | VERIZON COMMUNICATIONS REGD SER WI 4.01600000                                                | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1972.84       | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REAL 1% 07/01/28/DKK/                | NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000                                   | CUSIP: K74493RN7<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       400000 | PA      | $61107.37      | 0.00%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.6% 12/20/52/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 77 1.60000000                                           | CUSIP: J2S39LZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    789150000 | PA      | $4262632.05    | 0.03%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COMMUNITY 1.723% 04/30/32/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.72300000                                         | CUSIP: E3124CEU3<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       110000 | PA      | $120124.89     | 0.00%             | 2032-04-30      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FINNISH G 1.375% 04/15/27/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 4Y 1.37500000                                              | CUSIP: X27717ML2<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1760000 | PA      | $2053379.15    | 0.01%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 4.04% 07/06/28/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1810 4.04000000                                        | CUSIP: Y1456TGK6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    139200000 | PA      | $20819292.44   | 0.14%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| LAND HESSE 0.01% 03/11/30/EUR/                | LAND HESSEN /EUR/ REGD REG S SER 2006 0.01000000                                             | CUSIP: D3R1TJCT1<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       990000 | PA      | $1039182.44    | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3542 3.5% 12/01/28                   | FANNIE MAE POOL UMBS P#MA3542 3.50000000                                                     | CUSIP: 31418C5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        29369 | PA      | $29069.90      | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6599 3% 04/20/50                  | GINNIE MAE II POOL P#MA6599 3.00000000                                                       | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6417878 | PA      | $5687255.21    | 0.04%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.8% 11/15/54                | WILLIAMS COMPANIES INC REGD 5.80000000                                                       | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       400000 | PA      | $390556.96     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.75% 07/22/57/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                              | CUSIP: G4527HHB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     24814000 | PA      | $15897272.23   | 0.11%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43                  | UNITED STATES TREASURY BOND 3.62500000                                                       | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2015600 | PA      | $1735778.04    | 0.01%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORO USD 10Y P 5.00000 L 07/22/25 BRC          | ORO USD 10Y P 5.00000 L 07/22/25 BRC 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     20000000 | NC      | $2.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIA COM 2.125% 02/20/34/EUR/                | TELIA COMPANY AB /EUR/ REGD REG S EMTN 2.12500000                                            | CUSIP: W9588LLF4<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |       700000 | PA      | $748145.92     | 0.01%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.35% 06/24/40                 | MERCK & CO INC REGD 2.35000000                                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       150000 | PA      | $105380.39     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A93351 4% 08/01/40                    | FREDDIE MAC GOLD POOL P#A93351 4.00000000                                                    | CUSIP: 312941WL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       203647 | PA      | $196906.67     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.25% 01/25/32/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.25000000                                    | CUSIP: F3R505JN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       400000 | PA      | $493418.65     | 0.00%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/31                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CLZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3390600 | PA      | $3424241.13    | 0.02%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ITV PLC 4.25% 06/19/32/EUR/                   | ITV PLC /EUR/ REGD REG S EMTN 4.25000000                                                     | CUSIP: G4984ACC4<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      2188000 | PA      | $2620762.37    | 0.02%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.125% 06/17/31/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.12500000                                    | CUSIP: F2893TBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1472514.51    | 0.01%             | 2031-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 07/15/36                    | ORACLE CORP REGD 3.85000000                                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       280000 | PA      | $246567.03     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU 5% 03/11/52/GBP/                  | SNCF RESEAU /GBP/ REGD REG S EMTN 5.00000000                                                 | CUSIP: F77540AH9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       145000 | PA      | $175793.01     | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20250702 000004388 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10878.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA 4% 11/29/32/EUR/                      | BPCE SA /EUR/ REGD REG S EMTN 4.00000000                                                     | CUSIP: F1883HCY0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4300000 | PA      | $5308731.01    | 0.04%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1065 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#CB1065 2.50000000                                                     | CUSIP: 3140QLFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       303937 | PA      | $253696.82     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DCLO 2024-6A A1 V/R 04/15/37                  | DIAMETER CAPITAL CLO 6 LTD SER 2024-6A CL A1 V/R REGD 144A P/P 5.86610000                    | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2707073.73    | 0.02%             | 2037-04-15      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC  4.125% 06/15/54/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 4.12500000                                                      | CUSIP: X32332Y71<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |       700000 | PA      | $821763.50     | 0.01%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB3769 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3769 3.50000000                                                     | CUSIP: 3140QPFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       520957 | PA      | $472036.90     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEMASEK FIN 1.5% 03/01/28/EUR/                | TEMASEK FINANCIAL I LTD /EUR/ REGD REG S EMTN 1.50000000                                     | CUSIP: Y8585EAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4700000 | PA      | $5408984.51    | 0.04%             | 2028-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOYA 2017-1A A1R V/R 04/17/30                 | VOYA CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.49140000                          | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       542324 | PA      | $542402.63     | 0.00%             | 2030-04-17      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| REGION OF  2.23% 07/19/32/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 2.23000000                                     | CUSIP: F7717JBU4<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $223936.77     | 0.00%             | 2032-07-19      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| HERA SPA 3.25% 07/15/31/EUR/                  | HERA SPA /EUR/ REGD REG S EMTN 3.25000000                                                    | CUSIP: T5R4E1AA1<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $236046.65     | 0.00%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 06/20/26/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 343 0.10000000                                          | CUSIP: J2S39KNU6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    202900000 | PA      | $1402765.26    | 0.01%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LOGICOR F 1.625% 07/15/27/EUR/                | LOGICOR FINANCING SARL /EUR/ REGD EMTN 1.62500000                                            | CUSIP: L6075ZAE6<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $574505.44     | 0.00%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.35% 03/15/35                | MARRIOTT INTERNATIONAL REGD 5.35000000                                                       | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68565.61      | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.7% 02/01/43                      | ZOETIS INC REGD SER WI 4.70000000                                                            | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |        28000 | PA      | $25604.77      | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 02/20/47/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000                                                    | CUSIP: A0654UAN1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3225000 | PA      | $2661695.54    | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FNR 2016-40 EF V/R 07/25/46                   | FANNIE MAE REMICS SER 2016-40 CL EF V/R 4.91449000                                           | CUSIP: 3136ASL87<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       453598 | PA      | $450618.77     | 0.00%             | 2046-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM5142 4.5% 12/01/47                   | FREDDIE MAC POOL UMBS P#ZM5142 4.50000000                                                    | CUSIP: 3131XYWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       151117 | PA      | $146963.91     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7570 6% 05/01/54                     | FREDDIE MAC POOL UMBS P#SD7570 6.00000000                                                    | CUSIP: 3132DVMT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5482076 | PA      | $5640469.66    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7879 3.5% 05/01/35                   | FANNIE MAE POOL UMBS P#FM7879 3.50000000                                                     | CUSIP: 3140XBXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        36747 | PA      | $36180.77      | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE P 2% 01/23/29/GBP/                | PRS FINANCE PLC /GBP/ REGD REG S 2.00000000                                                  | CUSIP: G7282PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1148309.10    | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITA 2.75% 08/14/50                | NOVARTIS CAPITAL CORP REGD 2.75000000                                                        | CUSIP: 66989HAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $28817.07      | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.4% 05/23/34/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.40000000                                                    | CUSIP: A524806R5<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2173000 | PA      | $2463284.29    | 0.02%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.45% 09/15/26                | MARRIOTT INTERNATIONAL REGD 5.45000000                                                       | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        87000 | PA      | $88063.15      | 0.00%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 11/15/41                  | UNITED STATES TREASURY BOND 3.12500000                                                       | CUSIP: 912810QT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       572200 | PA      | $469740.44     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.25% 05/15/50                   | UNITED STATES TREASURY BOND 1.25000000                                                       | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8710600 | PA      | $4191636.02    | 0.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  0.5% 02/20/32/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 490 0.50000000                                   | CUSIP: H6218UEU0<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       150000 | PA      | $187008.70     | 0.00%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 1.75% 07/13/30/EUR/                   | ROMANIA /EUR/ REGD REG S EMTN 1.75000000                                                     | CUSIP: X7360WBZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $1011829.90    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINA 6.7% 11/29/32                | CAPITAL ONE FINANCIAL CO REGD 6.70000000                                                     | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        35000 | PA      | $38213.37      | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7513 3.5% 04/01/50                   | FREDDIE MAC POOL UMBS P#SD7513 3.50000000                                                    | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2470335 | PA      | $2270644.96    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.5% 12/01/32/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.50000000                                       | CUSIP: T6052BN53<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5120000 | PA      | $5815793.49    | 0.04%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | DKK/USD FWD 20250702 000016440 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3389.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW 3.125% 06/07/30/EUR/                      | KFW /EUR/ REGD REG S EMTN 3.12500000                                                         | CUSIP: D4S46MMB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2678118.28    | 0.02%             | 2030-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROYAL SCH 0.375% 09/08/27/EUR/                | ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.37500000                                     | CUSIP: N76386AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $338670.75     | 0.00%             | 2027-09-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE  0.875% 07/05/28/EUR/                | PROVINCE OF QUEBEC /EUR/ REGD 0.87500000                                                     | CUSIP: C4108FCU8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      1025000 | PA      | $1156871.51    | 0.01%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK N 2.75% 08/28/34/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000                                                 | CUSIP: N142893D7<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       430000 | PA      | $498364.56     | 0.00%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                  | UNITED STATES TREASURY BOND 1.62500000                                                       | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3233400 | PA      | $1706628.94    | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 09/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 364 0.10000000                                          | CUSIP: J2S39LQK3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1836550000 | PA      | $12011895.30   | 0.08%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND HESS 2.875% 01/10/33/EUR/                | LAND HESSEN /EUR/ REGD SER 2301 2.87500000                                                   | CUSIP: D3R1TJDQ6<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |      1100000 | PA      | $1303883.91    | 0.01%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU  3.5% 04/30/33/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F7686GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $237441.09     | 0.00%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWID 3.309% 05/02/34/EUR/                | NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S 3.30900000                                          | CUSIP: G6S17HSC8<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $143973.00     | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERR 2% 04/21/31/AUD/                | NORTHERN TERRITORY TREAS /AUD/ REGD REG S 2.00000000                                         | CUSIP: Q6S62NDB6<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | USGA              | AU        |       300000 | PA      | $173907.57     | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNCI TBA 15YR 1.5% JUL 25                     | FNCI TBA 15YR 1.5% JUL 25      TO BE ANNOUNCED 1.50000000                                    | CUSIP: 01F012478<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2240813 | PA      | $1988955.25    | 0.01%             | 2040-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD7869 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#QD7869 2.50000000                                                    | CUSIP: 3133B5W65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       113405 | PA      | $95227.13      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.927% 08/15/30                | COLUMBIA PIPELINES OPCO REGD 144A P/P 5.92700000                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       185000 | PA      | $195254.88     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS7713 6% 04/01/54                     | FANNIE MAE POOL UMBS P#FS7713 6.00000000                                                     | CUSIP: 3140XPSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       749354 | PA      | $768373.90     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG3366 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#QG3366 5.50000000                                                    | CUSIP: 3133C3W36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       121046 | PA      | $122576.53     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 2.9% 02/20/34/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000                                                    | CUSIP: A0654UD40<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      2450000 | PA      | $2892981.72    | 0.02%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| BAYERISCHE 3.25% 03/15/35/EUR/                | BAYERISCHE LANDESBODEN /EUR/ REGD REG S 3.25000000                                           | CUSIP: D0816ZBH4<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120421.94     | 0.00%             | 2035-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                               | PRS FINANCE PLC                 1.75%            24/11/2026 1.75000000                       | CUSIP: G7282PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       164843 | PA      | $219314.95     | 0.00%             | 2026-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOV 3% 08/15/33/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 486 3.00000000                                           | CUSIP: R34155CH3<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      6100000 | PA      | $572412.56     | 0.00%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESB FINANC 3.75% 01/25/43/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 3.75000000                                             | CUSIP: G31206AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $112807.95     | 0.00%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9671 7% 05/20/54                  | GINNIE MAE II POOL P#MA9671 7.00000000                                                       | CUSIP: 36179YW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1389341 | PA      | $1435792.74    | 0.01%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 04/30/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                       | CUSIP: 912828ZN3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7386100 | PA      | $6963707.41    | 0.05%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.1% 09/20/27/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 154 0.10000000                                           | CUSIP: J2S39LXB5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4855000000 | PA      | $33240423.94   | 0.23%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNR 2019-47 SI V/R 08/25/49                   | FANNIE MAE REMICS SER 2019-47 CL SI V/R 1.87019500                                           | CUSIP: 3136B5RU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8777720 | PA      | $885383.19     | 0.01%             | 2049-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 3% 03/01/50                | COMMONWEALTH EDISON CO REGD 3.00000000                                                       | CUSIP: 202795JS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3242.86       | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/29/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 354 0.10000000                                          | CUSIP: J2S39K3S3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    900000000 | PA      | $6073601.61    | 0.04%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 4% 10/22/63/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000                                              | CUSIP: G4527HA27<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11625000 | PA      | $12705007.76   | 0.09%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC RE 3.9% 01/30/33/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 3.90000000                                                | CUSIP: X32332UG5<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2030000 | PA      | $2533438.17    | 0.02%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLB 1.5% 09/11/29                            | FEDERAL HOME LOAN BANKS 1.50000000                                                           | CUSIP: 3130ALH80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       110000 | PA      | $99649.05      | 0.00%             | 2029-09-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2196 2.5% 05/01/52                   | FANNIE MAE POOL UMBS P#FS2196 2.50000000                                                     | CUSIP: 3140XHNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       795255 | PA      | $663510.31     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEV 0.5% 03/21/29/EUR/                | AFRICAN DEVELOPMENT BANK /EUR/ REGD 0.50000000                                               | CUSIP: V00001LZ4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |      3500000 | PA      | $3849935.15    | 0.03%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0362 3.5% 05/20/55                | GINNIE MAE II POOL P#MB0362 3.50000000                                                       | CUSIP: 3618N5ML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18998114 | PA      | $17273019.21   | 0.12%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICA M 2.125% 03/10/28/EUR/                | AMERICA MOVIL SAB DE CV /EUR/ REGD 2.12500000                                                | CUSIP: P0280AFK2<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1300000 | PA      | $1508856.51    | 0.01%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 1.25% 11/20/30/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 1.25000000                                               | CUSIP: Q6715PU23<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1990000 | PA      | $1142925.79    | 0.01%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 1.375% 08/06/30                | ASTRAZENECA PLC REGD 1.37500000                                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       105000 | PA      | $91157.19      | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BC7705 4.5% 10/20/47                | GINNIE MAE II POOL P#BC7705 4.50000000                                                       | CUSIP: 3617BBR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       252714 | PA      | $244592.83     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATE 1.25% 06/07/32/EUR/                | NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.25000000                                       | CUSIP: N6S779VV9<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | USGA              | NL        |       670000 | PA      | $712837.26     | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.25% 02/18/41/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.25000000                                         | CUSIP: D3R33ABL2<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       394000 | PA      | $285563.85     | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/28/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 350 0.10000000                                          | CUSIP: J2S39KD60<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2453900000 | PA      | $16735528.13   | 0.12%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  5.5% 10/01/35                | ALEXANDRIA REAL ESTATE E REGD 5.50000000                                                     | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $2143109.10    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                     | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6681585 | PA      | $5553043.50    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CO 1.5% 11/20/30/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD 1.50000000                                                 | CUSIP: Q9194YHE7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1400000 | PA      | $809845.64     | 0.01%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA  5% 03/14/32                | RIO TINTO FIN USA PLC REGD 5.00000000                                                        | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       720000 | PA      | $732471.65     | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLIT 3.25% 09/24/27/EUR/                | BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 10 3.25000000                             | CUSIP: Q14900AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1200000 | PA      | $1438340.54    | 0.01%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETWORK RA 4.75% 11/29/35/GBP/                | NETWORK RAIL INFRA FIN /GBP/ REGD EMTN 4.75000000                                            | CUSIP: G6459FAF9<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $683163.76     | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-C7 2.037% 02/15/30                 | BBCMS MORTGAGE TRUST 2020-C7 SER 2020-C7 CL A5 REGD 2.03700000                               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       210000 | PA      | $186095.70     | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HCA INC 6% 04/01/54                           | HCA INC REGD 6.00000000                                                                      | CUSIP: 404119CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $34294.17      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4536 2% 02/01/37                     | FANNIE MAE POOL UMBS P#MA4536 2.00000000                                                     | CUSIP: 31418EBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       777424 | PA      | $710283.40     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE 1.375% 04/24/29/EUR/                | LA BANQUE POSTALE /EUR/ REGD REG S EMTN 1.37500000                                           | CUSIP: F0938VRQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $222984.38     | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.8% 08/01/28/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.80000000                                  | CUSIP: T6052B3H9<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5890000 | PA      | $7257910.52    | 0.05%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL TBA SAL USD 4.23000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -276000 | PA      | $-276000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7818 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#BT7818 2.50000000                                                     | CUSIP: 3140LWVL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        44933 | PA      | $37737.92      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.2% 07/15/36                    | COMCAST CORP REGD 3.20000000                                                                 | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4185.97       | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVNT 2025-REV1 5.42% 01/15/28                 | AVANT LOANS FUNDING TRUST 2025-REV1 SER 2025-REV1 CL B REGD 144A P/P 5.42000000              | CUSIP: 05352BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $251529.80     | 0.00%             | 2034-05-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 10/30/29                | TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000                                                | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       620000 | PA      | $670545.54     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| RECKITT BE 1.75% 05/19/32/GBP/                | RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000                                            | CUSIP: G7420BFM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1675000 | PA      | $1914952.86    | 0.01%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.1% 02/15/45                | ENTERPRISE PRODUCTS OPER REGD 5.10000000                                                     | CUSIP: 29379VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1580832.30    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CRELAN SA 5.75% 01/26/28/EUR/                 | CRELAN SA /EUR/ REGD REG S EMTN 5.75000000                                                   | CUSIP: B1606MXR1<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       900000 | PA      | $1140323.02    | 0.01%             | 2028-01-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VILLE DE PA 3.5% 02/02/44/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 3.50000000                                              | CUSIP: F97647DB8<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $110266.37     | 0.00%             | 2044-02-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE 0% 04/20/28/EUR/                | REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: F7717JBT7<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $220939.20     | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9403 4.88% 09/01/28                  | FANNIE MAE POOL UMBS P#BS9403 4.88000000                                                     | CUSIP: 3140LLNV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1101186 | PA      | $1126562.29    | 0.01%             | 2028-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE B 0.75% 07/16/35/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.75000000                                      | CUSIP: D1T0VZAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $186361.35     | 0.00%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC V/R 03/31/55                     | NISOURCE INC REGD V/R 6.37500000                                                             | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60338.16      | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOV 2.75% 10/25/29/PLN/                | POLAND GOVERNMENT BOND /PLN/ REGD SER 1029 2.75000000                                        | CUSIP: X8T024E27<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     15653000 | PA      | $4005224.77    | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FFCB 1.43% 12/11/30                           | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.43000000                                            | CUSIP: 3133EMKC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        44000 | PA      | $38484.19      | 0.00%             | 2030-12-11      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK 2.75% 02/04/30/EUR/                | ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 2.75000000                                        | CUSIP: C8S08VJF1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $118470.79     | 0.00%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                       | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2429100 | PA      | $1511924.99    | 0.01%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KOREA TRE 2.375% 12/10/31/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 3112 2.37500000                                           | CUSIP: Y7277FQ78<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   3360920000 | PA      | $2444103.71    | 0.02%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB9104 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#QB9104 2.00000000                                                    | CUSIP: 3133AGDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       881504 | PA      | $701300.47     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-142 MT V/R 07/20/47                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL MT V/R 0.05000000                   | CUSIP: 38382JQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10879992 | PA      | $19574.19      | 0.00%             | 2047-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 06/20/33/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000                                               | CUSIP: A05599CG7<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       130000 | PA      | $151684.40     | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVEL 1.8% 09/02/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2403 1.80000000                                        | CUSIP: Y1456TQS8<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     17000000 | PA      | $2383098.01    | 0.02%             | 2027-09-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEA 5.5% 09/19/28/EUR/                | PRAEMIA HEALTHCARE SACA /EUR/ REGD REG S 5.50000000                                          | CUSIP: F7441EAA3<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $4532111.66    | 0.03%             | 2028-09-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL 4% 04/19/32/EUR/                | P3 GROUP SARL /EUR/ REGD REG S EMTN 4.00000000                                               | CUSIP: L7S57TAD2<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $118444.05     | 0.00%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4264 3% 09/01/34                     | FANNIE MAE POOL UMBS P#CA4264 3.00000000                                                     | CUSIP: 3140QBW20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       354472 | PA      | $341934.03     | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y P 4.09800 L 02/06/35 BOA      | ORO FWD USD 10Y P 4.09800 L 02/06/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1900000 | NC      | $131684.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TRE 2.625% 03/10/27/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2703 2.62500000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | KR        |  27300000000 | PA      | $20284515.14   | 0.14%             | 2027-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.7% 06/10/31                | GENERAL MOTORS FINL CO REGD 2.70000000                                                       | CUSIP: 37045XDL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       585000 | PA      | $512065.00     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 3% 03/15/52                  | ALABAMA POWER CO REGD 3.00000000                                                             | CUSIP: 010392FW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $6477.92       | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.4% 06/22/53/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 95 1.40000000                                                 | CUSIP: B1121KEL5<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      3485000 | PA      | $2367028.67    | 0.02%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVE 3.39% 07/10/27/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2009 3.39000000                                        | CUSIP: Y1456TJN7<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     28000000 | PA      | $4045883.75    | 0.03%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| KOREA DEV 2.625% 09/08/27/EUR/                | KOREA DEVELOPMENT BANK /EUR/ REGD 2.62500000                                                 | CUSIP: Y4S22AQC3<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      1500000 | PA      | $1775459.22    | 0.01%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42                  | UNITED STATES TREASURY BOND 3.37500000                                                       | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1655900 | PA      | $1391408.79    | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4785 5% 10/01/52                     | FANNIE MAE POOL UMBS P#MA4785 5.00000000                                                     | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1026544 | PA      | $1011043.89    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.7% 09/20/31/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 131 1.70000000                                          | CUSIP: J261614D8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1135600000 | PA      | $8183291.08    | 0.06%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 4.5% 05/27/32/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 32/G 4.50000000                                       | CUSIP: X51627SV4<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    372050000 | PA      | $964794.16     | 0.01%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGION WALL 3.5% 06/22/35/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.50000000                                             | CUSIP: B7S04CAA0<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |       500000 | PA      | $588297.67     | 0.00%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 2.6% 08/15/29                | ARIZONA PUBLIC SERVICE REGD 2.60000000                                                       | CUSIP: 040555CZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        14000 | PA      | $13065.99      | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BELGIUM KI 0.35% 06/22/32/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 94 0.35000000                                                 | CUSIP: B1121KEA9<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5210000 | PA      | $5206345.46    | 0.04%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50                | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                     | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         7000 | PA      | $5894.10       | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 02/25/28/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000                                    | CUSIP: F1270CXU7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      2200000 | PA      | $2445931.15    | 0.02%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.7% 09/15/63                | CONOCOPHILLIPS COMPANY REGD 5.70000000                                                       | CUSIP: 20826FBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       535000 | PA      | $512354.01     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 3.05% 03/09/52                | ARTHUR J GALLAGHER & CO REGD 3.05000000                                                      | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |        20000 | PA      | $12623.44      | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.30PMUTK 12/03/30 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-35989.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW 0% 06/15/26/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MLE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $578350.47     | 0.00%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 08/24/33/EUR/                | ING GROEP NV /EUR/ REGD V/R REG S 4.12500000                                                 | CUSIP: N4578ELH9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $3010857.82    | 0.02%             | 2033-08-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| COOPERATI 1.375% 02/03/27/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN SER GMTN 1.37500000                           | CUSIP: N7S88V3V6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |        25000 | PA      | $29057.14      | 0.00%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0311 7% 04/20/55                  | GINNIE MAE II POOL P#MB0311 7.00000000                                                       | CUSIP: 3618N5KZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       286618 | PA      | $296008.52     | 0.00%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 6.75% 08/15/26                   | UNITED STATES TREASURY BOND 6.75000000                                                       | CUSIP: 912810EX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       156900 | PA      | $161858.28     | 0.00%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COOPERATI 3.064% 02/01/34/EUR/                | COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 3.06400000                                    | CUSIP: N22616K42<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $237767.28     | 0.00%             | 2034-02-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRI 3.5% 03/11/36/EUR/                | CREDIT AGRICOLE ITALIA /EUR/ REGD REG S EMTN 3.50000000                                      | CUSIP: T3R63EBZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118515.10     | 0.00%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8011 3.5% 09/01/49                   | FREDDIE MAC POOL UMBS P#SD8011 3.50000000                                                    | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       984972 | PA      | $897723.99     | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP8751 3.5% 07/01/50                   | FANNIE MAE POOL UMBS P#BP8751 3.50000000                                                     | CUSIP: 3140KGWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       471089 | PA      | $428951.90     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 4.678% 07/01/14                | MASS INSTITUTE OF TECH REGD 4.67800000                                                       | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |        50000 | PA      | $41662.16      | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.125% 04/19/33/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.12500000                                                 | CUSIP: N142873K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       700000 | PA      | $669031.42     | 0.00%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BPER BANCA 3.75% 10/22/28/EUR/                | BPER BANCA /EUR/ REGD REG S EMTN 3.75000000                                                  | CUSIP: T2R7AKDH5<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $122569.82     | 0.00%             | 2028-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNIO 0% 10/04/28/EUR/                | EUROPEAN UNION /EUR/ REGD EMTN SER UFA 0.00000000                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | N/A       |      1000000 | PA      | $1096989.48    | 0.01%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 2.8% 06/15/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.80000000                                  | CUSIP: T6052BN87<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      4820000 | PA      | $5762771.14    | 0.04%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VIER GAS  3.375% 11/11/31/EUR/                | VIER GAS TRANSPORT GMBH /EUR/ REGD REG S EMTN 3.37500000                                     | CUSIP: D8T1B1AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $3183448.73    | 0.02%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES 2.25% 04/01/31                | NORTHERN STATES PWR-MINN REGD 2.25000000                                                     | CUSIP: 665772CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1305058.73    | 0.01%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRST ABU 0.875% 12/09/25/GBP/                | FIRST ABU DHABI BANK PJS /GBP/ REGD REG S EMTN 0.87500000                                    | CUSIP: M4289D7U9<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $270057.90     | 0.00%             | 2025-12-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 03/01/72/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 50Y 2.15000000                                 | CUSIP: T6052BZK7<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3407000 | PA      | $2412941.81    | 0.02%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK P 6% 02/08/29/GBP/                | LLOYDS BANK PLC /GBP/ REGD REG S 6.00000000                                                  | CUSIP: G4719XFK5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       100000 | PA      | $145255.04     | 0.00%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA 1% 12/11/31/EUR/                  | ITALGAS SPA /EUR/ REGD REG S EMTN 1.00000000                                                 | CUSIP: T5R7AHFT7<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      1125000 | PA      | $1150645.60    | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP I 5% 09/27/25                | WEC ENERGY GROUP INC REGD 5.00000000                                                         | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29996.86      | 0.00%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  5.357% 05/15/52/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0222 5.35700000                                      | CUSIP: Y2R35QDQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      1020000 | PA      | $294287.14     | 0.00%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.82PKWDC 04/28/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $16274.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QN9226 2% 01/01/37                     | FREDDIE MAC POOL UMBS P#QN9226 2.00000000                                                    | CUSIP: 3133GGHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       287858 | PA      | $263505.36     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP 0% 02/15/27                       | HEXCEL CORP REGD 4.20000000                                                                  | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24759.63      | 0.00%             | 2027-02-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 4.95% 05/28/27                | FORD MOTOR CREDIT CO LLC REGD 4.95000000                                                     | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3065000 | PA      | $3044517.59    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.3% 09/20/28/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 162 0.30000000                                           | CUSIP: J2S39LP99<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    600000000 | PA      | $4098107.70    | 0.03%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ACTION LO 3.625% 05/25/43/EUR/                | ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.62500000                                    | CUSIP: F00579AF3<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | USGA              | FR        |       700000 | PA      | $780590.94     | 0.01%             | 2043-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8086 4% 08/01/50                     | FREDDIE MAC POOL UMBS P#SD8086 4.00000000                                                    | CUSIP: 3132DV6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       902422 | PA      | $847458.32     | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIG 4.95% 08/15/34                | CONNECTICUT LIGHT & PWR REGD 4.95000000                                                      | CUSIP: 207597ES0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       338000 | PA      | $337976.93     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 3.625% 01/17/29/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 3.62500000                                     | CUSIP: F14221EU9<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $122058.85     | 0.00%             | 2029-01-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.8% 09/20/33/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 372 0.80000000                                          | CUSIP: J2S39LP32<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1014000000 | PA      | $6795887.78    | 0.05%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT  2% 05/25/48/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000                                               | CUSIP: F26348BT2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      8507000 | PA      | $7213973.04    | 0.05%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NETHERLAND 3.25% 01/15/44/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 3.25000000                                                 | CUSIP: N82128BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      2810000 | PA      | $3375684.15    | 0.02%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMEN 5.849% 05/08/29                | ICON INVESTMENTS SIX DAC REGD 5.84900000                                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |       615000 | PA      | $638002.83     | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC 5.45% 11/15/79                    | CORNING INC REGD 5.45000000                                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13790.19      | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAND NIED 2.625% 01/09/34/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD SER 917 2.62500000                                             | CUSIP: D5S19DDD4<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       700000 | PA      | $809089.76     | 0.01%             | 2034-01-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5071 5% 07/01/53                     | FANNIE MAE POOL UMBS P#MA5071 5.00000000                                                     | CUSIP: 31418ET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1152390 | PA      | $1132336.48    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6140 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6140 2.00000000                                                    | CUSIP: 3133KMZD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       404837 | PA      | $324598.48     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE G 2.625% 05/30/29/EUR/                | SOCIETE GENERALE /EUR/ REGD REG S EMTN 2.62500000                                            | CUSIP: F8586RGK9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1179118.85    | 0.01%             | 2029-05-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 12/20/35/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 21 2.30000000                                           | CUSIP: J2615Q5V3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    704850000 | PA      | $5263823.03    | 0.04%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20250702 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-567651.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNP ASSURANC V/R 06/10/47/EUR/                | CNP ASSURANCES SACA /EUR/ REGD V/R REG S 4.50000000                                          | CUSIP: F1876NAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $241523.09     | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-30 JS V/R 04/25/37                   | FANNIE MAE REMICS SER 2007-30 CL JS V/R 2.02035000                                           | CUSIP: 31396VHR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1168742 | PA      | $136190.60     | 0.00%             | 2037-04-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 03/25/30/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S19DDR3<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       300000 | PA      | $357803.53     | 0.00%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.9% 06/01/52                | CHARTER COMM OPT LLC/CAP REGD 3.90000000                                                     | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       480000 | PA      | $329878.76     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FINNISH GO 0.25% 09/15/40/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 20Y 0.25000000                                             | CUSIP: X27717LL3<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      2934000 | PA      | $2189912.70    | 0.02%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| LAND HESSEN 0% 07/19/28/EUR/                  | LAND HESSEN /EUR/ REGD REG S SER 2104 0.00000000                                             | CUSIP: D3R1TJDC7<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $220153.62     | 0.00%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF  0.9% 10/26/35/CHF/                | PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 600 0.90000000                                   | CUSIP: H6218USQ4<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $50242.36      | 0.00%             | 2035-10-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANC 4.75% 06/15/46                | EMERA US FINANCE LP REGD SER WI 4.75000000                                                   | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45000 | PA      | $37469.41      | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHR 5016 PI 3% 09/25/50                       | FREDDIE MAC REMICS SER 5016 CL PI 3.00000000                                                 | CUSIP: 3137FVVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9339818 | PA      | $1617637.75    | 0.01%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.4% 07/15/34                    | AUTOZONE INC REGD 5.40000000                                                                 | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30720.91      | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL B 0.01% 03/25/28/EUR/                | NATIONAL BANK OF CANADA /EUR/ REGD REG S 0.01000000                                          | CUSIP: C6020PGV0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $110582.95     | 0.00%             | 2028-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN 4% 11/23/43/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 4.00000000                                      | CUSIP: D1T0VZEB3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $366037.59     | 0.00%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 5.843% 01/10/35                | BOSTON GAS COMPANY REGD 144A P/P 5.84300000                                                  | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       715000 | PA      | $743271.84     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS G 0% 01/15/29/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N82128AA2<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      4670000 | PA      | $5108748.22    | 0.04%             | 2029-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20250702 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20431.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 08/15/31                   | UNITED STATES TREASURY NOTE 1.25000000                                                       | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4857600 | PA      | $4154955.74    | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.15% 09/01/52/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 2.15000000                                       | CUSIP: T6052BJ90<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3841000 | PA      | $3068936.14    | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC O 4.15% 03/15/37/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 4.15000000                                                    | CUSIP: A5260RKE2<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      3035000 | PA      | $3924400.63    | 0.03%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| FNR 2020-86 PI 2.5% 12/25/50                  | FANNIE MAE REMICS SER 2020-86 CL PI 2.50000000                                               | CUSIP: 3136BCM72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2873038 | PA      | $399221.82     | 0.00%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.5% 03/15/64                      | ABBVIE INC REGD 5.50000000                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       210000 | PA      | $204046.98     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1 V/R 11/15/30                 | BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.52633000                 | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       477679 | PA      | $477044.45     | 0.00%             | 2030-11-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITA 2.274% 07/03/26/GBP/                | BP CAPITAL MARKETS PLC /GBP/ REGD REG S EMTN 2.27400000                                      | CUSIP: G1279MUY0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2688447.49    | 0.02%             | 2026-07-03      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 0.01% 11/25/27/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD REG S SER 901 0.01000000                                       | CUSIP: D5S19DCM5<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       100000 | PA      | $112003.80     | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.32% 04/15/52/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.32000000                                         | CUSIP: Y6S39BQ94<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    281030000 | PA      | $50246966.62   | 0.35%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.625% 05/15/33/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR65 6.62500000                                          | CUSIP: Y39814HT1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |    400000000 | PA      | $24574.07      | 0.00%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HP INC 5.5% 01/15/33                          | HP INC REGD 5.50000000                                                                       | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |        88000 | PA      | $89841.27      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK 3% 06/04/35/EUR/                     | NRW.BANK /EUR/ REGD REG S EMTN 3.00000000                                                    | CUSIP: D5S269DQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $353792.80     | 0.00%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.18% 08/15/26/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.18000000                                         | CUSIP: Y6S39B3L2<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    249500000 | PA      | $35131511.95   | 0.24%             | 2026-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| IBRD 1% 12/21/29/GBP/                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /GBP/ 1.00000000                         | CUSIP: U4586F6J1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | N/A       |      2000000 | PA      | $2412240.12    | 0.02%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 12/07/40/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HQP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     20045000 | PA      | $25492211.36   | 0.18%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RFCO STRIPS ZCP 07/15/28                      | RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000                                        | CUSIP: 76116EGN4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         7000 | PA      | $6219.21       | 0.00%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS G 0% 07/15/30/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000                                                 | CUSIP: N8T17VZM4<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |      7264000 | PA      | $7626993.74    | 0.05%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.26500 L 05/01/35 BOA      | ORO FWD USD 10Y C 4.26500 L 05/01/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $144700.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.2% 01/31/50                | ENTERPRISE PRODUCTS OPER REGD 4.20000000                                                     | CUSIP: 29379VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $31776.99      | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  1.125% 12/18/28/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.12500000                                      | CUSIP: D1T0VZAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       300000 | PA      | $338484.02     | 0.00%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  4.125% 04/13/33/EUR/                | REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 4.12500000                                          | CUSIP: M2R92QAL8<br>LEI: N/A                  | Long             | DBT              | USGA              | CY        |       360000 | PA      | $459807.47     | 0.00%             | 2033-04-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOV 7.1% 07/31/34/RON/                | ROMANIA GOVERNMENT BOND /RON/ REGD SER 11Y 7.10000000                                        | CUSIP: X5S007MA2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      6060000 | PA      | $1371572.69    | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CAISSE FRA 1.25% 05/11/32/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 1.25000000                                     | CUSIP: F14221BV0<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $105020.37     | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CA 1.5% 09/15/27/EUR/                | ROYAL BK CANADA TORONTO /EUR/ REGD REG S SER . 1.50000000                                    | CUSIP: C4R461QE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $115926.35     | 0.00%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA 7.375% 05/15/48/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR76 7.37500000                                          | CUSIP: Y6S86ZGY9<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  26953000000 | PA      | $1716143.25    | 0.01%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FINNISH G 2.625% 07/04/42/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 30Y 2.62500000                                             | CUSIP: X8T03RAA1<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      1375000 | PA      | $1464809.12    | 0.01%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATL R 2.45% 05/01/50                | CANADIAN NATL RAILWAY REGD 2.45000000                                                        | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       370000 | PA      | $217744.85     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHR 4930 IP 3.5% 09/25/48                     | FREDDIE MAC REMICS SER 4930 CL IP 3.50000000                                                 | CUSIP: 3137FPTR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4265952 | PA      | $511585.39     | 0.00%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GE 1.75% 05/05/34/EUR/                | SOCIETE GENERALE SFH /EUR/ REGD REG S 1.75000000                                             | CUSIP: F849BNER8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $210374.26     | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKET 5.022% 03/21/30                | NATWEST MARKETS PLC REGD 144A P/P MTN 5.02200000                                             | CUSIP: 63906YAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2336066.99    | 0.02%             | 2030-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE 2.875% 01/31/32/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: F7053NUQ5<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117361.75     | 0.00%             | 2032-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/15/27                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CLG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2479871.52    | 0.02%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786597 4.5% 12/20/51                | GINNIE MAE II POOL P#786597 4.50000000                                                       | CUSIP: 3622ACGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1567138 | PA      | $1528340.44    | 0.01%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 5045 DI 2.5% 11/25/50                     | FREDDIE MAC REMICS SER 5045 CL DI 2.50000000                                                 | CUSIP: 3137F6RW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2475324 | PA      | $346381.54     | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5227 EI 4% 04/25/50                       | FREDDIE MAC REMICS SER 5227 CL EI 4.00000000                                                 | CUSIP: 3137H7C27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3421115 | PA      | $300199.04     | 0.00%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTRN PWR 5.875% 3/25/27 /GBP                | NAT GRID ELECTY SW /GBP/ REGD 5.87500000                                                     | CUSIP: G9561EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        20000 | PA      | $28024.30      | 0.00%             | 2027-03-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.35% 03/01/35/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.35000000                                       | CUSIP: T6052BRX8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      8010000 | PA      | $9448494.53    | 0.06%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGD 4% 03/28/32/EUR/                | BELGIUM KINGDOM /EUR/ REGD REG S SER 66 4.00000000                                           | CUSIP: B7108WAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2602000 | PA      | $3304183.69    | 0.02%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA BRC                      | CASH COLLATERAL ISDA BRC 4.23000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |       -50000 | PA      | $-50000.00     | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.25% 04/20/33/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 33/A 2.25000000                                       | CUSIP: X51627GG0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    194590000 | PA      | $417990.04     | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 0.83% 07/02/31/EUR/                | REPUBLIC OF CHILE /EUR/ REGD 0.83000000                                                      | CUSIP: P8056EBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      1050000 | PA      | $1066900.93    | 0.01%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| VILLE DE  1.625% 02/02/33/EUR/                | VILLE DE PARIS /EUR/ REGD REG S EMTN 1.62500000                                              | CUSIP: F7S25ABT3<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $210181.14     | 0.00%             | 2033-02-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 2.6% 09/15/30/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.60000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CN        |    209200000 | PA      | $30709466.63   | 0.21%             | 2030-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREISTAAT  0.03% 04/03/28/EUR/                | FREISTAAT BAYERN /EUR/ REGD REG S SER 132 0.03000000                                         | CUSIP: D0R4E0AB9<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | USGA              | DE        |       270000 | PA      | $299900.74     | 0.00%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED 1.25% 05/26/27/EUR/                | BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.25000000                                      | CUSIP: F073327E7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1155050.63    | 0.01%             | 2027-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  5.875% 07/21/28                | JEFFERIES FIN GROUP INC REGD 5.87500000                                                      | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       405000 | PA      | $420029.46     | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 1.8% 06/20/31/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 129 1.80000000                                          | CUSIP: J2615Q4F9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    233450000 | PA      | $1691043.36    | 0.01%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  3.45% 06/15/27                | ANALOG DEVICES INC REGD SER WI 3.45000000                                                    | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29690.05      | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/03/25                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                   | CUSIP: 912797NX1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    120113000 | PA      | $120084974.03  | 0.83%             | 2025-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.3% 06/22/54/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 98 3.30000000                                                 | CUSIP: B1121KHY4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      4400000 | PA      | $4615588.74    | 0.03%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EXXON MOB 0.835% 06/26/32/EUR/                | EXXON MOBIL CORPORATION /EUR/ REGD 0.83500000                                                | CUSIP: U30276AE6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1058277.63    | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| NORDDEUTS 4.875% 07/11/28/EUR/                | NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 4.87500000                                     | CUSIP: D5714EG21<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $125717.42     | 0.00%             | 2028-07-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN  1.875% 03/08/34/EUR/                | AMERICAN MEDICAL SYST EU /EUR/ REGD 1.87500000                                               | CUSIP: N03206AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2098056.13    | 0.01%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HY 3% 07/11/31/EUR/                | MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S SER 2057 3.00000000                                | CUSIP: D5557EWJ6<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |        25000 | PA      | $29974.32      | 0.00%             | 2031-07-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1708 2% 05/01/37                     | FANNIE MAE POOL UMBS P#FS1708 2.00000000                                                     | CUSIP: 3140XG3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       561015 | PA      | $512374.33     | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENN 0% 08/01/26/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000                                  | CUSIP: T6052BG44<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3447000 | PA      | $3980282.02    | 0.03%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/29/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 357 0.10000000                                          | CUSIP: J2S39K6Z4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1523300000 | PA      | $10184916.77   | 0.07%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STEDIN HO 2.375% 06/03/30/EUR/                | STEDIN HOLDING NV /EUR/ REGD REG S EMTN 2.37500000                                           | CUSIP: N8243RDK8<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $461362.49     | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 7.0% SEPT 25                    | FNMA 30YR TBA 7.0% SEPT 25     TO BE ANNOUNCED 7.00000000                                    | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1300000 | PA      | $1361559.98    | 0.01%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN  6.375% 06/02/55                | SAUDI ARABIAN OIL CO REGD 144A P/P 6.37500000                                                | CUSIP: 80414L3F0<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |      1170000 | PA      | $1169544.11    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY C 2.625% 09/15/29                | ATMOS ENERGY CORP REGD 2.62500000                                                            | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4680.09       | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 01/17/35/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4085UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1043000 | PA      | $1219203.03    | 0.01%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREA 1.25% 03/10/26/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2603 1.25000000                                           | CUSIP: Y7277FM31<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   4145000000 | PA      | $3049290.81    | 0.02%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN I 2.75% 09/13/30/EUR/                | EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EMN 2.75000000                                  | CUSIP: B3821SAC1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       230000 | PA      | $274701.86     | 0.00%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHO 2.625% 06/14/32/EUR/                | KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.62500000                                           | CUSIP: X5T0S2F93<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | USGA              | FI        |       100000 | PA      | $116802.93     | 0.00%             | 2032-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LEASYS SP 3.875% 10/12/27/EUR/                | LEASYS SPA /EUR/ REGD REG S EMTN 3.87500000                                                  | CUSIP: T6S889AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      2300000 | PA      | $2775153.09    | 0.02%             | 2027-10-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0104 4% 02/01/56                     | FANNIE MAE POOL UMBS P#BF0104 4.00000000                                                     | CUSIP: 3140FXDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1979207 | PA      | $1844689.46    | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J17848 3% 01/01/27                    | FREDDIE MAC GOLD POOL P#J17848 3.00000000                                                    | CUSIP: 3128PXWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        36021 | PA      | $35618.69      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE L V/R 11/22/32/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD V/R REG S EMTN 1.37500000                                   | CUSIP: D0R14GAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $112059.56     | 0.00%             | 2032-11-22      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNAT 6.375% 12/15/38                | SHELL INTERNATIONAL FIN REGD 6.37500000                                                      | CUSIP: 822582AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        15000 | PA      | $16646.02      | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EFSF 1.2% 02/17/45/EUR/                       | EFSF /EUR/ REGD EMTN 1.20000000                                                              | CUSIP: L2669HBN6<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      2325000 | PA      | $1844955.13    | 0.01%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 01/31/40/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                              | CUSIP: G4527HM40<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     16460000 | PA      | $21351158.25   | 0.15%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY 1.625% 04/28/32/EUR/                  | HUNGARY /EUR/ REGD REG S SER 12Y 1.62500000                                                  | CUSIP: X93622FN7<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      1000000 | PA      | $1025092.12    | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.1% 06/22/35/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 103 3.10000000                                                | CUSIP: B533BRSF4<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      2270000 | PA      | $2663895.09    | 0.02%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA  2.632% 04/15/31/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0220 2.63200000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | MY        |     45710000 | PA      | $10425115.69   | 0.07%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVER 4.4% 12/12/46/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.40000000                                            | CUSIP: Y5325PBV5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     26000000 | PA      | $5008128.19    | 0.03%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.65% 07/15/26                    | ORACLE CORP REGD 2.65000000                                                                  | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29460.05      | 0.00%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CROATIA 3.25% 02/11/37/EUR/                   | CROATIA /EUR/ REGD REG S 3.25000000                                                          | CUSIP: X5S00BZQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       560000 | PA      | $645129.23     | 0.00%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0684 2% 06/01/51                     | FANNIE MAE POOL UMBS P#CB0684 2.00000000                                                     | CUSIP: 3140QKXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       824890 | PA      | $659094.57     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3057 3.5% 07/01/47                   | FANNIE MAE POOL UMBS P#MA3057 3.50000000                                                     | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       363877 | PA      | $335309.33     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/07/28                | LLOYDS BANKING GROUP PLC REGD V/R 3.57400000                                                 | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1050000 | PA      | $1027653.56    | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| UNITED MEX 1.75% 04/17/28/EUR/                | UNITED MEXICAN STATES /EUR/ REGD EMTN 1.75000000                                             | CUSIP: P6625AAQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      2000000 | PA      | $2288756.81    | 0.02%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUS 4% 06/13/31/EUR/                | UNIVERSAL MUSIC GROUP NV /EUR/ REGD REG S EMTN 4.00000000                                    | CUSIP: N90313CZ3<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      1608000 | PA      | $1973997.26    | 0.01%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5056 PI 2.5% 12/25/50                     | FREDDIE MAC REMICS SER 5056 CL PI 2.50000000                                                 | CUSIP: 3137F74L6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7342608 | PA      | $993565.03     | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREIE HAN 2.625% 01/30/32/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 2.62500000                                               | CUSIP: D3R3LZAA2<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $235082.13     | 0.00%             | 2032-01-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.125% 01/15/49                    | PACIFICORP REGD 4.12500000                                                                   | CUSIP: 695114CT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       165000 | PA      | $126415.40     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9304 5% 11/20/53                  | GINNIE MAE II POOL P#MA9304 5.00000000                                                       | CUSIP: 36179YKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       568664 | PA      | $560257.74     | 0.00%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4% 06/15/29                        | UNUM GROUP REGD 4.00000000                                                                   | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1668537.54    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8332 5.5% 04/01/54                   | FANNIE MAE POOL UMBS P#CB8332 5.50000000                                                     | CUSIP: 3140QUHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       666994 | PA      | $672778.39     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK  0.805% 06/28/49/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 0.80500000                                                 | CUSIP: N14287NR8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       200000 | PA      | $128283.23     | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SNCF RESEA 2.25% 12/20/47/EUR/                | SNCF RESEAU /EUR/ REGD REG S EMTN 2.25000000                                                 | CUSIP: F8446VGH7<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       400000 | PA      | $340019.50     | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SNDPT 2019-2A AR V/R 07/15/34                 | SOUND POINT CLO XXIII SER 2019-2A CL AR V/R REGD 144A P/P 5.68771000                         | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500363.75     | 0.00%             | 2034-07-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ENEXIS HO 0.375% 04/14/33/EUR/                | ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.37500000                                           | CUSIP: N30940DT9<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $380062.84     | 0.00%             | 2033-04-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.00PNI6M 07/10/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NO        |            1 | NC      | $3812.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XUNTA DE  0.268% 07/30/28/EUR/                | XUNTA DE GALICIA /EUR/ REGD 0.26800000                                                       | CUSIP: E98110BM5<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | USGA              | ES        |       300000 | PA      | $331603.05     | 0.00%             | 2028-07-30      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL5348 2.32% 01/01/26                  | FANNIE MAE POOL UMBS P#BL5348 2.32000000                                                     | CUSIP: 3140HW5J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2013212 | PA      | $1985919.57    | 0.01%             | 2026-01-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 4% 04/01/47                | SOUTHERN CAL EDISON REGD 4.00000000                                                          | CUSIP: 842400GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       355000 | PA      | $254998.70     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICG 2020-1A ARR V/R 01/20/35                  | ICG US CLO 2020-1 LTD SER 2020-1A CL ARR V/R REGD 144A P/P 5.36947000                        | CUSIP: 449251AU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2065000 | PA      | $2065005.37    | 0.01%             | 2035-01-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROU V/R 09/14/29/EUR/                | NATWEST GROUP PLC /EUR/ REGD V/R REG S 0.67000000                                            | CUSIP: G6422BAE5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2207626.12    | 0.02%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS 7% 04/07/38/GBP/                | HSBC HOLDINGS PLC /GBP/ REGD REG S EMTN 7.00000000                                           | CUSIP: G463NHAJ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $436325.11     | 0.00%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5% 09/27/26/EUR/                      | ROMANIA /EUR/ REGD REG S EMTN 5.00000000                                                     | CUSIP: X7360WCJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1000000 | PA      | $1211362.17    | 0.01%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GO 1% 11/21/31/AUD/                | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 163 1.00000000                                    | CUSIP: Q2R04NCP7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      8730000 | PA      | $4861968.35    | 0.03%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDE 2.5% 12/03/30/EUR/                | LAND BRANDENBURG /EUR/ REGD 2.50000000                                                       | CUSIP: D1R1PYDL2<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | USGA              | DE        |      1000000 | PA      | $1173663.90    | 0.01%             | 2030-12-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786335 4.5% 09/20/52                | GINNIE MAE II POOL P#786335 4.50000000                                                       | CUSIP: 3622AB4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       409812 | PA      | $393919.24     | 0.00%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 1.75% 03/20/34/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 1.75000000                                         | CUSIP: Q6715P7E3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      5430000 | PA      | $2821800.67    | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL 2.625% 01/15/27                | FS KKR CAPITAL CORP REGD 2.62500000                                                          | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33559.18      | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.85% 09/01/49/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 3.85000000                                       | CUSIP: T6052BSB5<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      6680000 | PA      | $7558757.55    | 0.05%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JUL25                      | FNMA 30YR TBA 2.5% JUL25       TO BE ANNOUNCED 2.50000000                                    | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44500000 | PA      | $36904396.02   | 0.25%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HL 6.35% 03/22/54                | FAIRFAX FINL HLDGS LTD REGD 6.35000000                                                       | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |        60000 | PA      | $60848.75      | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 5.25% 03/27/35                | RELX CAPITAL INC REGD 5.25000000                                                             | CUSIP: 74949LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       525000 | PA      | $537006.90     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA 3% 04/23/30/EUR/                 | CCF SFH SACA /EUR/ REGD REG S EMTN 3.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119206.52     | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COM 5% 01/15/35                | CONOCOPHILLIPS COMPANY REGD 5.00000000                                                       | CUSIP: 20826FBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1129372.10    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3106 5% 10/01/52                     | FANNIE MAE POOL UMBS P#FS3106 5.00000000                                                     | CUSIP: 3140XJNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       227098 | PA      | $223972.14     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.55% 03/15/54                | DUKE ENERGY OHIO INC REGD 5.55000000                                                         | CUSIP: 26442EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $19555.55      | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 0.01% 11/05/35/EUR/                | FREIE HANSESTADT HAMBURG /EUR/ REGD 0.01000000                                               | CUSIP: D3R33ABJ7<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | USGA              | DE        |        70000 | PA      | $60422.70      | 0.00%             | 2035-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES 2018-50A AR V/R 01/15/32                 | ARES L CLO LTD SER 2018-50A CL AR V/R REGD 144A P/P 5.56771000                               | CUSIP: 04018LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1102225 | PA      | $1102242.59    | 0.01%             | 2032-01-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SLOVAKIA  0.375% 04/21/36/EUR/                | SLOVAKIA GOVERNMENT BOND /EUR/ REGD SER 242 0.37500000                                       | CUSIP: X5S008DB8<br>LEI: N/A                  | Long             | DBT              | USGA              | SK        |       379000 | PA      | $318611.70     | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7649 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#CB7649 6.50000000                                                     | CUSIP: 3140QTQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       397796 | PA      | $418642.49     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 07/28/30                | FIFTH THIRD BANCORP REGD V/R 4.77200000                                                      | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |        11000 | PA      | $11068.30      | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3383 3% 08/01/50                     | FREDDIE MAC POOL UMBS P#RA3383 3.00000000                                                    | CUSIP: 3133KJXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1292564 | PA      | $1129428.07    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2344 2% 11/01/36                     | FREDDIE MAC POOL UMBS P#RC2344 2.00000000                                                    | CUSIP: 3133L8S97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1393629 | PA      | $1280569.66    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC 1.25% 03/28/27/EUR/                    | UNEDIC /EUR/ REGD REG S EMTN 1.25000000                                                      | CUSIP: F9627PAN2<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1162546.75    | 0.01%             | 2027-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 04/30/27                   | UNITED STATES TREASURY NOTE 2.75000000                                                       | CUSIP: 91282CEN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2061900 | PA      | $2025172.41    | 0.01%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 1.5% 09/10/66/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 6609 1.50000000                                           | CUSIP: Y7277FVD9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1261010000 | PA      | $660478.31     | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8791 5% 04/01/53                     | FREDDIE MAC POOL UMBS P#RA8791 5.00000000                                                    | CUSIP: 3133KQXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       431530 | PA      | $424991.98     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CA V/R 08/15/55                | NEXTERA ENERGY CAPITAL REGD V/R 6.37500000                                                   | CUSIP: 65339KDE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       125000 | PA      | $127404.07     | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANS 2.75% 01/28/33/EUR/                | FREIE HANSESTADT BREMEN /EUR/ REGD SER 278 2.75000000                                        | CUSIP: D1R2ZQAA3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $234905.94     | 0.00%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.457% 03/31/53/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0123 4.45700000                                           | CUSIP: Y2R35QFJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     12980000 | PA      | $3301275.95    | 0.02%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMOR 0% 11/25/30/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.00000000                                         | CUSIP: F1270CXE3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1400000 | PA      | $1430430.60    | 0.01%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEADOWHALL FIN 4.986% 1/12/32                 | MEADOWHALL FINANCE SERIES A1  /GBP/ 4.98600000                                               | CUSIP: G5945DAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        21421 | PA      | $28285.18      | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8676 3% 11/01/32                     | FREDDIE MAC POOL UMBS P#ZS8676 3.00000000                                                    | CUSIP: 3132A9T98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        73709 | PA      | $71536.97      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 0.9% 02/20/32/EUR/                | REPUBLIC OF AUSTRIA /EUR/ REGD 0.90000000                                                    | CUSIP: A0654UWU1<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |      6190000 | PA      | $6525114.31    | 0.04%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIE 6.5% 11/01/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 6.50000000                                       | CUSIP: T6247ACT1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       890000 | PA      | $1153150.13    | 0.01%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND 0% 06/26/34/CHF/                  | SWITZERLAND /CHF/ REGD REG S SER 15Y 0.00000000                                              | CUSIP: H210696E6<br>LEI: N/A                  | Long             | DBT              | USGA              | CH        |      4839000 | PA      | $5901866.27    | 0.04%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 06/08/29                | CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000                                                 | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        72000 | PA      | $75568.86      | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 2.95% 03/01/50                | DTE ELECTRIC CO REGD 2.95000000                                                              | CUSIP: 23338VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3255.27       | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNR 2020-68 CI 3% 10/25/50                    | FANNIE MAE REMICS SER 2020-68 CL CI 3.00000000                                               | CUSIP: 3136BB4J8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7476387 | PA      | $1334800.52    | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/29                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CKG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2863700 | PA      | $2902069.11    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 2.95% 02/15/27/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 2.95000000                                  | CUSIP: T6052B6R4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3600000 | PA      | $4302299.75    | 0.03%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.1% 09/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 84 2.10000000                                           | CUSIP: J2S39L4X9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1788450000 | PA      | $10656308.03   | 0.07%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8129 2.5% 02/01/51                   | FREDDIE MAC POOL UMBS P#SD8129 2.50000000                                                    | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10993599 | PA      | $9194897.06    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 0.7% 12/20/51/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000                                           | CUSIP: J2S39LSJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      8000000 | PA      | $34471.58      | 0.00%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LONDON &  2.625% 02/28/28/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.62500000                                         | CUSIP: G5689LAF0<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      1225000 | PA      | $1594215.11    | 0.01%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FLUVIUS S 0.625% 11/24/31/EUR/                | FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.62500000                                           | CUSIP: B4S13TGG0<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $99862.90      | 0.00%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5% 06/15/52                      | NISOURCE INC REGD 5.00000000                                                                 | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8856.51       | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.467% 09/15/39/MYR/                | MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0219 4.46700000                                      | CUSIP: Y2R35QBG5<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |      1970000 | PA      | $506056.76     | 0.00%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MASTERCARD  2.1% 12/01/27/EUR/                | MASTERCARD INC /EUR/ REGD 2.10000000                                                         | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $2137311.61    | 0.01%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 4.5% 04/01/48                | MARATHON PETROLEUM CORP REGD SER WI 4.50000000                                               | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |        15000 | PA      | $11652.17      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 0.8% 07/30/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000                                               | CUSIP: E8922AJP6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      5661000 | PA      | $6508533.90    | 0.04%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  SEP25                   | FUTURE CONTRACT ON           EURO-BUND FUTURE  SEP25 /EUR/ 0.00000000                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           61 | NC      | $9351921.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND 1.5% 05/15/31/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0531 1.50000000                                        | CUSIP: Q54627CG9<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      6250000 | PA      | $3303341.38    | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP03.90 05/08/39 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $67985.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QJ4504 5.5% 09/01/54                   | FREDDIE MAC POOL UMBS P#QJ4504 5.50000000                                                    | CUSIP: 3133CVAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       459135 | PA      | $464132.33     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.75% 10/26/57/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: D5S07LFA4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       172000 | PA      | $125998.41     | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CIE FINAN 3.125% 06/06/30/EUR/                | CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.12500000                                     | CUSIP: F23069NX5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120238.68     | 0.00%             | 2030-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2709 2% 01/01/37                     | FANNIE MAE POOL UMBS P#CB2709 2.00000000                                                     | CUSIP: 3140QNAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       443532 | PA      | $407140.66     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2018-77 PF V/R 10/25/48                   | FANNIE MAE REMICS SER 2018-77 CL PF V/R 4.71965000                                           | CUSIP: 3136B3JL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1688824 | PA      | $1633534.99    | 0.01%             | 2048-10-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 07/15/26                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CHM6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1655800 | PA      | $1664434.73    | 0.01%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN H 3.95% 03/19/32/EUR/                | AMERICAN HONDA FINANCE /EUR/ REGD EMTN 3.95000000                                            | CUSIP: 026657BD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2600000 | PA      | $3121546.22    | 0.02%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELE2 AB 3.75% 11/22/29/EUR/                  | TELE2 AB /EUR/ REGD REG S EMTN 3.75000000                                                    | CUSIP: W95878TV1<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |      7800000 | PA      | $9457211.84    | 0.07%             | 2029-11-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIIN 2.5% 09/14/32/EUR/                | NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 2.50000000                                      | CUSIP: X585B5AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |       100000 | PA      | $115357.65     | 0.00%             | 2032-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.55PPR6M 09/10/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CZ        |            1 | NC      | $-302.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                     | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                     | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9760494 | PA      | $7734741.60    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW 0% 04/30/27/EUR/                          | KFW /EUR/ REGD REG S EMTN 0.00000000                                                         | CUSIP: D4S46MQF5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1530000 | PA      | $1739272.11    | 0.01%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EFSF 1.7% 02/13/43/EUR/                       | EFSF /EUR/ REGD REG S EMTN 1.70000000                                                        | CUSIP: L2669HBU0<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | USGA              | LU        |      1900000 | PA      | $1712075.25    | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WHITBREAD 2.375% 05/31/27/GBP/                | WHITBREAD GROUP PLC /GBP/ REGD REG S 2.37500000                                              | CUSIP: G9606PAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1308164.23    | 0.01%             | 2027-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2099 1.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS2099 1.50000000                                                     | CUSIP: 3140XHKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       846455 | PA      | $636464.34     | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA POSTE  1.375% 04/21/32/EUR/                | LA POSTE SA /EUR/ REGD REG S EMTN 1.37500000                                                 | CUSIP: F7S68YBS1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1051122.46    | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.2% 06/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 83 2.20000000                                           | CUSIP: J2S39L3F9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    304250000 | PA      | $1857233.87    | 0.01%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS 2.517% 10/15/50                | PRES & FELLOWS OF HARVAR REGD 2.51700000                                                     | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6082.01       | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CO 5.25% 06/30/29                | HYATT HOTELS CORP REGD 5.25000000                                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       275000 | PA      | $279678.75     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OB 1.45% 10/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000                                               | CUSIP: E8922AEY2<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      7790000 | PA      | $9059508.70    | 0.06%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BS8202 4.14% 04/01/28                  | FANNIE MAE POOL UMBS P#BS8202 4.14000000                                                     | CUSIP: 3140LKDG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       520202 | PA      | $521202.97     | 0.00%             | 2028-04-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 5.3% 08/01/54                | PUBLIC SERVICE ELECTRIC REGD 5.30000000                                                      | CUSIP: 74456QCT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         6000 | PA      | $5748.22       | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.50PCAON 12/03/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |            1 | NC      | $143535.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH - SO 3% 02/20/29/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.00000000                                         | CUSIP: F1R83CFP6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120055.51     | 0.00%             | 2029-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYPO NOE  0.125% 06/30/26/EUR/                | HYPO NOE LB NOE WIEN AG /EUR/ REGD REG S EMTN 0.12500000                                     | CUSIP: A57348AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       200000 | PA      | $230620.93     | 0.00%             | 2026-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBL 4.55% 01/29/34                | PROCTER & GAMBLE CO/THE REGD 4.55000000                                                      | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       565000 | PA      | $566938.05     | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 11/15/32                  | UNITED STATES TREASURY NOTE 4.12500000                                                       | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     77554800 | PA      | $78091018.54   | 0.54%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 1.6% 06/22/47/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 78 1.60000000                                                 | CUSIP: B1124GGY1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      5527000 | PA      | $4396039.76    | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| MARTIN MARIETTA 5.15% 12/01/34                | MARTIN MARIETTA MATERIAL REGD 5.15000000                                                     | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       730000 | PA      | $733591.20     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUONI POLI 3.25% 03/01/38/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.25000000                                       | CUSIP: T6052BN95<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      3490000 | PA      | $3940469.94    | 0.03%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WI TREASURY 3.875% 10/15/27                   | UNITED STATES TREASURY NOTE 3.87500000                                                       | CUSIP: 91282CLQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479100 | PA      | $2487428.24    | 0.02%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 08/14/29                | GE HEALTHCARE TECH INC REGD 4.80000000                                                       | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |        32000 | PA      | $32462.75      | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 3.85% 12/12/26/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.85000000                                            | CUSIP: Y5325PBX1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     19000000 | PA      | $2745136.03    | 0.02%             | 2026-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.6% 03/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 168 0.60000000                                           | CUSIP: J2S39L2F0<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    800000000 | PA      | $5499420.16    | 0.04%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAISSE D' 2.875% 05/25/30/EUR/                | CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: F1270CZF8<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $596631.67     | 0.00%             | 2030-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45                   | UNITED STATES TREASURY BOND 4.75000000                                                       | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2444700 | PA      | $2434386.42    | 0.02%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 1% 04/01/26/DKK/                | REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000                                       | CUSIP: K8094KE90<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       500000 | PA      | $78283.56      | 0.00%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLB 1.25% 06/15/27                           | FEDERAL HOME LOAN BANKS 1.25000000                                                           | CUSIP: 3130AMQH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       337500 | PA      | $320898.42     | 0.00%             | 2027-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SP 7% 11/21/25                | INTESA SANPAOLO SPA REGD 144A P/P 7.00000000                                                 | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1060000 | PA      | $1068337.94    | 0.01%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OGLETHORPE POWE 5.05% 10/01/48                | OGLETHORPE POWER CORP REGD SER WI 5.05000000                                                 | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8845.80       | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/20/28                | BANK OF AMERICA CORP REGD V/R SER WI 3.41900000                                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1211890.60    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7192 2% 02/20/51                  | GINNIE MAE II POOL P#MA7192 2.00000000                                                       | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       893637 | PA      | $729137.48     | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GO 3.15% 10/18/55/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 3.15000000                                          | CUSIP: G4R4EHAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |       920000 | PA      | $1007920.11    | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0301 4% 06/01/26                     | FANNIE MAE POOL UMBS P#AL0301 4.00000000                                                     | CUSIP: 3138EGKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7316 | PA      | $7287.86       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 05/15/27/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                          | CUSIP: G4R49GAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |      4480000 | PA      | $5116007.52    | 0.04%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 4.5% 09/15/42                | TIME WARNER CABLE LLC REGD 4.50000000                                                        | CUSIP: 88732JBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $215168.72     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.5% 08/15/46/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000                                         | CUSIP: D20658Z90<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     11196000 | PA      | $12160858.33   | 0.08%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SC 0% 08/26/49/CHF/                | PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 678 0.00000000                                  | CUSIP: H61731W29<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |        40000 | PA      | $37711.77      | 0.00%             | 2049-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5436 2% 06/01/51                     | FREDDIE MAC POOL UMBS P#RA5436 2.00000000                                                    | CUSIP: 3133KMBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       858174 | PA      | $682672.83     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31                 | BOEING CO/THE REGD SER WI 6.38800000                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        30000 | PA      | $32262.81      | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 1% 06/26/26/CZK/                | CZECH REPUBLIC /CZK/ REGD REG S SER 95 1.00000000                                            | CUSIP: X73311KW5<br>LEI: N/A                  | Long             | DBT              | USGA              | CZ        |       500000 | PA      | $23259.05      | 0.00%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.71% 06/16/33/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 2.71000000                                            | CUSIP: Y5325PCX0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     11000000 | PA      | $1652948.32    | 0.01%             | 2033-06-16      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPU 4% 01/30/37/EUR/                | HELLENIC REPUBLIC /EUR/ REGD REG S 4.00000000                                                | CUSIP: X32332UF7<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      2000000 | PA      | $2484013.33    | 0.02%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CGI INC 4.95% 03/14/30                        | CGI INC REGD 144A P/P 4.95000000                                                             | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |        45000 | PA      | $45444.15      | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| L-BANK BW  2.75% 02/16/28/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD REG S EMTN 2.75000000                                       | CUSIP: D5056KCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $596961.49     | 0.00%             | 2028-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 2.9% 06/15/52                      | PACIFICORP REGD 2.90000000                                                                   | CUSIP: 695114CY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       720000 | PA      | $426938.93     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 Y 1.3% 03/20/63/JPY/                | JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 16 1.30000000                                           | CUSIP: J2S39LG65<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2052350000 | PA      | $8731020.85    | 0.06%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMU 3% 10/12/32/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.00000000                                           | CUSIP: B2758CCG4<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $117623.61     | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8024 6.5% 02/01/54                   | FANNIE MAE POOL UMBS P#CB8024 6.50000000                                                     | CUSIP: 3140QT4J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       718033 | PA      | $758711.44     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ2407 5% 06/01/31                     | FANNIE MAE POOL UMBS P#BZ2407 5.00000000                                                     | CUSIP: 3140NWU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1600000 | PA      | $1645437.39    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8441 2.5% 08/01/51                   | FANNIE MAE POOL UMBS P#FM8441 2.50000000                                                     | CUSIP: 3140XCLX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       640181 | PA      | $538542.05     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPIT 5.25% 10/24/33/AUD/                | AUST CAPITAL TERRITORY /AUD/ REGD REG S 5.25000000                                           | CUSIP: Q0093PAF1<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | USGA              | AU        |       500000 | PA      | $342293.92     | 0.00%             | 2033-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 1.62% 08/15/27/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.62000000                                         | CUSIP: Y6S39B7Y0<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    190000000 | PA      | $26627174.34   | 0.18%             | 2027-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375 05/15/40                   | UNITED STATES TREASURY BOND 4.37500000                                                       | CUSIP: 912810QH4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       557500 | PA      | $545282.91     | 0.00%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA NAT 0.262% 07/30/27/CHF/                | KOREA NATIONAL OIL CORP /CHF/ REGD REG S EMTN 0.26250000                                     | CUSIP: Y49388BU7<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |       300000 | PA      | $377146.46     | 0.00%             | 2027-07-30      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| SAGESS 1.5% 10/25/27/EUR/                     | SAGESS /EUR/ REGD REG S 1.50000000                                                           | CUSIP: F83130AK4<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | USGA              | FR        |      1000000 | PA      | $1157592.65    | 0.01%             | 2027-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSUR 0.375% 03/08/28/EUR/                | CNP ASSURANCES SACA /EUR/ REGD REG S 0.37500000                                              | CUSIP: F1876NBW1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $110820.12     | 0.00%             | 2028-03-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND G 2% 05/15/32/NZD/                | NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0532 2.00000000                                        | CUSIP: Q54627DM5<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      2420000 | PA      | $1280868.17    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEI 1% 10/16/46/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: D5S07LEJ6<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |      1360000 | PA      | $984438.37     | 0.01%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 3.2% 10/31/35/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.20000000                                               | CUSIP: E8922AQV5<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3960000 | PA      | $4653076.20    | 0.03%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 358 0.10000000                                          | CUSIP: J2S39K8M1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4869700000 | PA      | $32448998.50   | 0.22%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 5.95% 03/15/64                | NORFOLK SOUTHERN CORP REGD 5.95000000                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       660000 | PA      | $680123.18     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5280 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#QG5280 5.00000000                                                    | CUSIP: 3133C52M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        48517 | PA      | $47969.52      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBA 4.225% 04/26/33/EUR/                | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 4.22500000                                       | CUSIP: Q9194UBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1450000 | PA      | $1786546.60    | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP03.90 05/08/31 CITCL FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-14750.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHR 4751 EF V/R 05/15/41                      | FREDDIE MAC REMICS SER 4751 CL EF V/R 4.66833000                                             | CUSIP: 3137FDAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1962677 | PA      | $1928833.68    | 0.01%             | 2041-05-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CTE CO TRA 3.75% 01/17/36/EUR/                | CTE CO TRANSP ELEC /EUR/ REGD REG S 3.75000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       300000 | PA      | $352592.71     | 0.00%             | 2036-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS L 2.25% 06/30/29/GBP/                | PROLOGIS LP /GBP/ REGD 2.25000000                                                            | CUSIP: 74340XBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1600000 | PA      | $2015037.99    | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WARNERMED 4.302% 01/17/30/EUR/                | WARNERMEDIA HOLDINGS INC /EUR/ REGD 4.30200000                                               | CUSIP: 55903VBJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2023000 | PA      | $2353586.68    | 0.02%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 3.2% 11/21/29                      | ABBVIE INC REGD SER WI 3.20000000                                                            | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4960000 | PA      | $4743085.76    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLCOME  2.517% 02/07/18/GBP/                | WELLCOME TRUST LTD/THE /GBP/ REGD REG S 2.51700000                                           | CUSIP: G9522TAC3<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $128995.05     | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| LONDON &  2.125% 03/31/32/GBP/                | LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.12500000                                    | CUSIP: G5689LAJ2<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1132933.80    | 0.01%             | 2032-03-31      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 3.5% 06/22/55/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 101 3.50000000                                                | CUSIP: B1121KLN3<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      1470000 | PA      | $1590902.00    | 0.01%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY SE 2.625% 02/15/29                   | TREASURY N/B REGD 2.62500000                                                                 | CUSIP: 9128286B1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5597000 | PA      | $5389298.80    | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSO/N 05/08/39 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-468010.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/29                   | UNITED STATES TREASURY NOTE 4.25000000                                                       | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3280200 | PA      | $3340550.57    | 0.02%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  1.125% 04/04/36/EUR/                | EUROPEAN UNION /EUR/ REGD REG S EMTN 1.12500000                                              | CUSIP: L3334EBD8<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | USGA              | N/A       |      1265000 | PA      | $1216476.76    | 0.01%             | 2036-04-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUB 3.5% 05/30/35/CZK/                | CZECH REPUBLIC /CZK/ REGD SER 145 3.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |     47820000 | PA      | $2146270.49    | 0.01%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 5.45% 02/20/54                    | CUMMINS INC REGD 5.45000000                                                                  | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |        22000 | PA      | $21336.71      | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAND NIEDE 2.75% 02/24/34/EUR/                | LAND NIEDERSACHSEN /EUR/ REGD 2.75000000                                                     | CUSIP: D5S19DDM4<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $233324.95     | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND  4.2% 02/20/47/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD SER 47 4.20000000                                        | CUSIP: Q7943QTR0<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       490000 | PA      | $266527.96     | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BS8227 4.59% 06/01/33                  | FANNIE MAE POOL UMBS P#BS8227 4.59000000                                                     | CUSIP: 3140LKD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1173000 | PA      | $1177852.02    | 0.01%             | 2033-06-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| WOLTERS KL 0.25% 03/30/28/EUR/                | WOLTERS KLUWER NV /EUR/ REGD REG S 0.25000000                                                | CUSIP: N96425LQ9<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1666563.63    | 0.01%             | 2028-03-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8630 1.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8630 1.50000000                                                     | CUSIP: 3140XCSU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1119305 | PA      | $843483.29     | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 4.25% 07/31/34/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000                                              | CUSIP: G4527HK26<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     10095000 | PA      | $13670525.97   | 0.09%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.65% 09/01/28                | PUBLIC SERVICE ELECTRIC REGD MTN 3.65000000                                                  | CUSIP: 74456QBX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9843.67       | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.10PKWDC 03/10/43 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |            1 | NC      | $8987.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA4876 6% 12/01/52                     | FANNIE MAE POOL UMBS P#MA4876 6.00000000                                                     | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       256620 | PA      | $262148.83     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/30/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 361 0.10000000                                          | CUSIP: J2S39LKC7<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4351300000 | PA      | $28748403.50   | 0.20%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF 3.3% 06/02/48/CAD/                | PROVINCE OF SASKATCHEWAN /CAD/ REGD 3.30000000                                               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | USGA              | CA        |       400000 | PA      | $244887.83     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20250917 000011553 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-57827.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING 3.95% 08/15/29                  | OWENS CORNING REGD 3.95000000                                                                | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       500000 | PA      | $490064.88     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2890 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#SD2890 5.50000000                                                    | CUSIP: 3132DQF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       152644 | PA      | $154165.94     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 0.625% 07/08/32/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 0.62500000                                     | CUSIP: F4041GYK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $196729.05     | 0.00%             | 2032-07-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LAND HESS 3.125% 03/10/39/EUR/                | LAND HESSEN /EUR/ REGD REG S 3.12500000                                                      | CUSIP: D3R1TJDZ6<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       340000 | PA      | $394494.19     | 0.00%             | 2039-03-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL 2% 05/21/30/EUR/                | FIDELITY NATL INFO SERV /EUR/ REGD 2.00000000                                                | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       250000 | PA      | $280994.08     | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.5% 09/15/50                  | MICROSOFT CORP REGD 2.50000000                                                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6145.12       | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/15/34                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     83996100 | PA      | $83133171.10   | 0.57%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLI 6% 06/01/54                | SOUTHWESTERN PUBLIC SERV REGD 6.00000000                                                     | CUSIP: 845743BX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $25255.87      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 04/15/29/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER 101 6.87500000                                           | CUSIP: Y6S86ZA58<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  78464000000 | PA      | $4924055.76    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 3.1% 03/01/40/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 3.10000000                                       | CUSIP: T6052BTW8<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      5442000 | PA      | $5913610.32    | 0.04%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ESSILORLU 2.875% 03/05/29/EUR/                | ESSILORLUXOTTICA /EUR/ REGD REG S EMTN 2.87500000                                            | CUSIP: F31665DZ6<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $950070.37     | 0.01%             | 2029-03-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3921 6% 09/01/53                     | FREDDIE MAC POOL UMBS P#SD3921 6.00000000                                                    | CUSIP: 3132E0LA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       759616 | PA      | $776217.56     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHS 0.35% 02/09/32/EUR/                | LAND SACHSEN-ANHALT /EUR/ REGD 0.35000000                                                    | CUSIP: D6T54YDK5<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $608676.91     | 0.00%             | 2032-02-09      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  5.375% 12/01/34/CAD/                | REPUBLIC OF AUSTRIA /CAD/ REGD MTN SER 30Y 5.37500000                                        | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $162327.89     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBL 2.5% 05/31/27/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.50000000                                               | CUSIP: E8922APD6<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      8130000 | PA      | $9668248.61    | 0.07%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAM 2.625% 02/07/31/EUR/                | GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 64 2.62500000                                  | CUSIP: D2R3ZXAB2<br>LEI: 529900JMSS8EHPG02213 | Long             | DBT              | USGA              | DE        |       500000 | PA      | $588738.78     | 0.00%             | 2031-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ILE DE FR 0.675% 11/24/36/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 0.67500000                                     | CUSIP: F49540AA9<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $86322.53      | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| DEVELOPME 0.235% 10/13/27/JPY/                | DEVELOPMENT BK OF JAPAN /JPY/ REGD SER 86 0.23500000                                         | CUSIP: J1R67PES8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    100000000 | PA      | $683443.26     | 0.00%             | 2027-10-13      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08789 4% 11/01/47                    | FREDDIE MAC GOLD POOL P#G08789 4.00000000                                                    | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1415024 | PA      | $1344953.69    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.2% 04/01/43                  | HOME DEPOT INC REGD 4.20000000                                                               | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       800000 | PA      | $681580.84     | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG 0.01% 11/12/27/EUR/                 | DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000                                                   | CUSIP: D2R04NAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |        40000 | PA      | $44733.55      | 0.00%             | 2027-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHUMBR 5.125% 01/23/42/GBP/                | NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 5.12500000                                           | CUSIP: G6670EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1183398.23    | 0.01%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.15% 04/15/34                | T-MOBILE USA INC REGD 5.15000000                                                             | CUSIP: 87264ADF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10129.23      | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                | GINNIE MAE II POOL P#MA7767 2.50000000                                                       | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3306939 | PA      | $2814616.66    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER &  3% 07/01/29                | WISCONSIN POWER & LIGHT REGD 3.00000000                                                      | CUSIP: 976826BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $9494.31       | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COM 1.5% 07/12/38/EUR/                | FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000                                           | CUSIP: B2758CBF7<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | USGA              | BE        |       100000 | PA      | $92467.66      | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9242 6% 10/20/53                  | GINNIE MAE II POOL P#MA9242 6.00000000                                                       | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       716085 | PA      | $729864.30     | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB3891 2% 10/01/50                     | FREDDIE MAC POOL UMBS P#QB3891 2.00000000                                                    | CUSIP: 3133AAKC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       467640 | PA      | $373230.74     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL  2.875% 04/01/30/EUR/                | NZ LOCAL GOVT FUND AGENC /EUR/ REGD REG S EMTN 2.87500000                                    | CUSIP: Q6762SCJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | NZ        |      1500000 | PA      | $1788671.93    | 0.01%             | 2030-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 08/15/39                    | UNITED STATES TREASURY BOND 4.50000000                                                       | CUSIP: 912810QC5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       531300 | PA      | $529701.95     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7880 2% 02/20/52                  | GINNIE MAE II POOL P#MA7880 2.00000000                                                       | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2400627 | PA      | $1957642.89    | 0.01%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.6% 02/21/54                      | INTEL CORP REGD 5.60000000                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       235000 | PA      | $216084.72     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHR 3680 SA V/R 06/15/40                      | FREDDIE MAC REMICS SER 3680 CL SA V/R 0.58167000                                             | CUSIP: 3137A03F0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1858830 | PA      | $116938.96     | 0.00%             | 2040-06-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALT 5.05% 10/15/34                | UNIVERSAL HEALTH SVCS REGD 5.05000000                                                        | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       114000 | PA      | $108814.17     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAND NORDR 1.65% 02/22/38/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000                                    | CUSIP: D5S07LFK2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       480000 | PA      | $473833.04     | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN 1.375% 08/19/30/NOK/                | NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000                                           | CUSIP: R34155BR2<br>LEI: N/A                  | Long             | DBT              | USGA              | NO        |      5050000 | PA      | $448284.32     | 0.00%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 5.15% 11/15/43                | BERKSHIRE HATHAWAY ENERG REGD SER WI 5.15000000                                              | CUSIP: 59562VBD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         6000 | PA      | $5639.80       | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 4.23000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -698843 | PA      | $-698843.29    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.95% 03/15/31                     | ABBVIE INC REGD 4.95000000                                                                   | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10258.94      | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL V/R 12/31/49 4.23000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -638602 | PA      | $-638602.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SMITHSONIAN IN 1.867% 09/01/29                | SMITHSONIAN INSTITUTION REGD 1.86700000                                                      | CUSIP: 832432AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $908626.74     | 0.01%             | 2029-09-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID  5.418% 01/11/34                | NATIONAL GRID PLC REGD 5.41800000                                                            | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |        10000 | PA      | $10273.26      | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                               | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       100000 | PA      | $104152.05     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMP 3.23% 03/23/30/CNY/                | EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2010 3.23000000                                      | CUSIP: Y23862PF9<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     64400000 | PA      | $9618045.14    | 0.07%             | 2030-03-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31                | BAT CAPITAL CORP REGD 5.83400000                                                             | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $68390.15      | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/28                | BANK OF NY MELLON CORP REGD V/R MTN 5.80200000                                               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |         9000 | PA      | $9318.00       | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BASQUE GO 1.875% 07/30/33/EUR/                | BASQUE GOVERNMENT /EUR/ REGD REG S 1.87500000                                                | CUSIP: E5R036AW8<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $216593.43     | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 05/31/30                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      3538000 | PA      | $3571721.57    | 0.02%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STCP 2023-2A AR V/R 01/20/37                  | SYCAMORE TREE CLO 2023-2 LTD SER 2023-2A CL AR V/R REGD 144A P/P 5.94947000                  | CUSIP: 87122CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1617535.84    | 0.01%             | 2037-01-20      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| LAND NORDRH 0.9% 11/15/28/EUR/                | LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.90000000                                    | CUSIP: D5S07LFX4<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | USGA              | DE        |       600000 | PA      | $675142.22     | 0.00%             | 2028-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| IRELAND GOV 0.2% 10/18/30/EUR/                | IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000                                          | CUSIP: G4R49GAT0<br>LEI: N/A                  | Long             | DBT              | USGA              | IE        |       611000 | PA      | $640916.57     | 0.00%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KIN 0.8% 06/22/28/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 85 0.80000000                                                 | CUSIP: B1121KEE1<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |      7892000 | PA      | $8944513.22    | 0.06%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL V/R 09/06/35                | REGIONS FINANCIAL CORP REGD V/R 5.50200000                                                   | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       140000 | PA      | $140317.06     | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9141 2% 02/01/36                     | FANNIE MAE POOL UMBS P#CA9141 2.00000000                                                     | CUSIP: 3140QHEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       873318 | PA      | $802519.78     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32                | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                  | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        41000 | PA      | $35496.48      | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| REGIE AUTO 0.35% 06/20/29/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.35000000                                    | CUSIP: F7706VRQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       500000 | PA      | $538894.45     | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 2.35% 01/15/32                | QUANTA SERVICES INC REGD 2.35000000                                                          | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |        60000 | PA      | $51671.99      | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN 2.5% 10/01/31/EUR/                | LAND HESSEN /EUR/ REGD 2.50000000                                                            | CUSIP: D3R1TJEG7<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | USGA              | DE        |       200000 | PA      | $233789.29     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.80PKL3M 05/17/31 GSISW LONG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |            1 | NC      | $16916.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC 4.35% 01/15/32                 | MASTERCARD INC REGD 4.35000000                                                               | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       255000 | PA      | $253978.33     | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AAREAL BA 2.875% 05/10/28/EUR/                | AAREAL BANK AG /EUR/ REGD REG S EMTN 2.87500000                                              | CUSIP: D0037WTR3<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119420.90     | 0.00%             | 2028-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 12/15/27                      | UNITED STATES TREASURY NOTE 4.00000000                                                       | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2479000 | PA      | $2496333.64    | 0.02%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOV 7% 02/15/33/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR96 7.00000000                                          | CUSIP: Y6S86ZWJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |  46000000000 | PA      | $2893565.75    | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2213 6% 08/01/54                     | FREDDIE MAC POOL UMBS P#RJ2213 6.00000000                                                    | CUSIP: 3142GSN79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       935021 | PA      | $954808.95     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4718 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#RA4718 2.00000000                                                    | CUSIP: 3133KLG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       551414 | PA      | $442133.61     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-176 FW V/R 11/20/50                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-176 CL FW V/R 4.00000000                   | CUSIP: 38382LKJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2349570 | PA      | $2118637.13    | 0.01%             | 2050-11-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGD 3% 06/22/33/EUR/                | BELGIUM KINGDOM /EUR/ REGD SER 97 3.00000000                                                 | CUSIP: B1121KHX6<br>LEI: N/A                  | Long             | DBT              | USGA              | BE        |       800000 | PA      | $949731.12     | 0.01%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS1818 4% 05/01/52                     | FANNIE MAE POOL UMBS P#FS1818 4.00000000                                                     | CUSIP: 3140XHAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1684235 | PA      | $1569296.62    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEA 2.125% 09/27/38/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 2.12500000                                     | CUSIP: F4041GQP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $97722.49      | 0.00%             | 2038-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/26                     | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                           | CUSIP: 912833PB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5000000 | PA      | $4748291.50    | 0.03%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 3.5% 10/04/39/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.50000000                                     | CUSIP: F49540AN1<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       100000 | PA      | $114541.50     | 0.00%             | 2039-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON ING 5.353% 01/15/30                | HUNTINGTON INGALLS INDUS REGD 5.35300000                                                     | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       545000 | PA      | $560235.25     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4695 3% 07/01/42                     | FANNIE MAE POOL UMBS P#MA4695 3.00000000                                                     | CUSIP: 31418EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        70978 | PA      | $64516.51      | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES 2.25% 04/18/34/EUR/                | OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 2.25000000                                          | CUSIP: X0R4CRCC6<br>LEI: N/A                  | Long             | DBT              | USGA              | PT        |      4656000 | PA      | $5214292.87    | 0.04%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20250702 000001733 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1528717.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 03/20/31/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 362 0.10000000                                          | CUSIP: J2S39LLZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    649500000 | PA      | $4277169.82    | 0.03%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.081% 08/02/53                | BAT CAPITAL CORP REGD 7.08100000                                                             | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $16724.79      | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J32373 3% 05/01/29                    | FREDDIE MAC GOLD POOL P#J32373 3.00000000                                                    | CUSIP: 31307NT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2198121 | PA      | $2164321.54    | 0.01%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 1% 07/19/34/EUR/                | ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.00000000                                             | CUSIP: G31206AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $96501.26      | 0.00%             | 2034-07-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 5.15% 05/17/63                 | MERCK & CO INC REGD 5.15000000                                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       205000 | PA      | $189187.15     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8042 2.5% 05/20/52                | GINNIE MAE II POOL P#MA8042 2.50000000                                                       | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       703662 | PA      | $598901.76     | 0.00%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST UNIV 3.424% 03/01/60                | OREGON ST UNIV GEN REVENUE REGD B/E BAM 3.42400000                                           | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |        10000 | PA      | $6919.27       | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3947 3% 01/01/33                     | FANNIE MAE POOL UMBS P#BM3947 3.00000000                                                     | CUSIP: 3140J8L50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        43840 | PA      | $42607.69      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/T 1.375% 03/15/31                | COCA-COLA CO/THE REGD 1.37500000                                                             | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17148.69      | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 5.1% 01/15/35                | JERSEY CENTRAL PWR & LT REGD 5.10000000                                                      | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       670000 | PA      | $668116.70     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LUZERNER K 0.35% 02/05/27/CHF/                | LUZERNER KANTONALBK AG /CHF/ REGD REG S 0.35000000                                           | CUSIP: H51129CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       500000 | PA      | $630507.28     | 0.00%             | 2027-02-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786283 V/R 07/20/72                 | GINNIE MAE II POOL P#786283 V/R 5.80600000                                                   | CUSIP: 3622AB2Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18515917 | PA      | $19432652.95   | 0.13%             | 2072-07-20      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 4.95% 03/17/52                | BROWN & BROWN INC REGD 4.95000000                                                            | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |        30000 | PA      | $25973.80      | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6039 3.5% 07/20/49                | GINNIE MAE II POOL P#MA6039 3.50000000                                                       | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       811025 | PA      | $742573.24     | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMA 2.8% 09/15/50                | REGENERON PHARMACEUTICAL REGD 2.80000000                                                     | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |        75000 | PA      | $44835.46      | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 06/01/34                         | MPLX LP REGD 5.50000000                                                                      | CUSIP: 55336VBX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        22000 | PA      | $22082.92      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.60PCN07 05/11/28 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |            1 | NC      | $421162.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QE0382 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#QE0382 2.50000000                                                    | CUSIP: 3133B9M76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       159947 | PA      | $133745.42     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH 0.1% 03/08/27/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.10000000                                     | CUSIP: D4904PS67<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1180000 | PA      | $1346338.35    | 0.01%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8490 5% 12/20/52                  | GINNIE MAE II POOL P#MA8490 5.00000000                                                       | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1080886 | PA      | $1068075.48    | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/13/28                | MITSUBISHI UFJ FIN GRP REGD V/R 5.35400000                                                   | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      3450000 | PA      | $3524922.37    | 0.02%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN GO 3.5% 09/01/29/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 3.50000000                                                    | CUSIP: 135087R89<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |       100000 | PA      | $75477.44      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FR 0.125% 06/30/31/EUR/                | CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.12500000                                     | CUSIP: F14221DT3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $100081.12     | 0.00%             | 2031-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV 3% 04/23/30/EUR/                  | BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000                                                 | CUSIP: N142883J6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       500000 | PA      | $602182.17     | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.01PMUTK 07/08/34 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-139251.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW 2% 11/15/29/EUR/                          | KFW /EUR/ REGD 2.00000000                                                                    | CUSIP: D3S996CG1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       500000 | PA      | $581270.02     | 0.00%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7107 5.5% 09/01/53                   | FANNIE MAE POOL UMBS P#CB7107 5.50000000                                                     | CUSIP: 3140QS3R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       314883 | PA      | $321131.39     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0527 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#RJ0527 6.50000000                                                    | CUSIP: 3142GQSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        57601 | PA      | $59718.07      | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB 2.9% 08/15/56/EUR/                | BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.90000000                                         | CUSIP: D2R8H4LP2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |      3910000 | PA      | $4420420.03    | 0.03%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GO 0.75% 11/25/28/EUR/                | FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000                                               | CUSIP: F43750JW3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     14272000 | PA      | $15975621.21   | 0.11%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BAA FND 6.75% 12/03/26/GBP/                   | BAA FUNDING LTD /GBP/_________  REGD EMTN 6.75000000                                         | CUSIP: G4R1K3AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       150000 | PA      | $211614.09     | 0.00%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON &  1.15% 11/20/28/EUR/                | JOHNSON & JOHNSON /EUR/ REGD 1.15000000                                                      | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1131298.45    | 0.01%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH.  0% 12/13/28/EUR/                | LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000                                     | CUSIP: D4904PWV7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       720000 | PA      | $784879.38     | 0.01%             | 2028-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2639 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS2639 2.50000000                                                     | CUSIP: 3140XH4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2243830 | PA      | $1869225.99    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGIE AUTO 3.25% 04/11/33/EUR/                | REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 3.25000000                                    | CUSIP: F7706VX77<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       100000 | PA      | $117774.03     | 0.00%             | 2033-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZUR 0% 06/23/28/CHF/                | CANTON OF ZURICH /CHF/ REGD REG S 0.00000000                                                 | CUSIP: H98449DA8<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | USGA              | CH        |       800000 | PA      | $1003213.81    | 0.01%             | 2028-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 03/07/27/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                              | CUSIP: G4527HE72<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      6950000 | PA      | $9528485.59    | 0.07%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 09/27/64                     | ORACLE CORP REGD 5.50000000                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        20000 | PA      | $18242.12      | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTON 2.625% 10/20/28/GBP/                | BLACKSTONE PP EUR HOLD /GBP/ REGD REG S EMTN 2.62500000                                      | CUSIP: L1051PAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1075000 | PA      | $1368737.78    | 0.01%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 2.25% 05/07/41/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD 2.25000000                                               | CUSIP: Q6715PH28<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |       400000 | PA      | $177347.72     | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.09% 06/18/30/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2010 3.09000000                                        | CUSIP: Y1456TJL1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     73800000 | PA      | $10997647.06   | 0.08%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANCA MON 0.875% 10/08/26/EUR/                | BANCA MONTE DEI PASCHI S /EUR/ REGD REG S 0.87500000                                         | CUSIP: T1188BJA5<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $115982.10     | 0.00%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TENNET HO 1.875% 06/13/36/EUR/                | TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.87500000                                           | CUSIP: N85094HZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $206144.33     | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTR 3% 10/24/33/EUR/                | OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.00000000                                             | CUSIP: A586GDBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       500000 | PA      | $594183.30     | 0.00%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 1.6% 12/15/30                | ENTERGY LOUISIANA LLC REGD 1.60000000                                                        | CUSIP: 29364WBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $1988140.13    | 0.01%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CENTRICA P 4.25% 09/12/44/GBP/                | CENTRICA PLC /GBP/ REGD REG S EMTN 4.25000000                                                | CUSIP: G2018ZAX9<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1079147.64    | 0.01%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0900 3.5% 07/01/43                   | FANNIE MAE POOL UMBS P#FS0900 3.50000000                                                     | CUSIP: 3140XGAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5778451 | PA      | $5427851.89    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK  1.875% 07/13/32/EUR/                | BNG BANK NV /EUR/ REGD REG S EMTN 1.87500000                                                 | CUSIP: N14288KF5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | USGA              | NL        |       820000 | PA      | $910378.64     | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION 2.6% 02/01/30                | WASTE CONNECTIONS INC REGD 2.60000000                                                        | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $186081.94     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE  0.625% 12/08/50/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.62500000                                      | CUSIP: D1T0VZCY5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $116058.23     | 0.00%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.2% 02/15/29                | AMERICAN TOWER CORP REGD 5.20000000                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56270.03      | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLR KREDIT A/ 1% 04/01/28/DKK/                | DLR KREDIT A/S /DKK/ REGD SER CCB 1.00000000                                                 | CUSIP: K3184NTS8<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |       700000 | PA      | $107210.55     | 0.00%             | 2028-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8538 2% 08/01/36                     | FANNIE MAE POOL UMBS P#FM8538 2.00000000                                                     | CUSIP: 3140XCPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       889728 | PA      | $816735.94     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KI 0.375% 10/22/26/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000                                              | CUSIP: G4527HTY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     14747000 | PA      | $19407533.62   | 0.13%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 3.5% 04/06/28                | ENEL FINANCE INTL NV REGD 144A P/P 3.50000000                                                | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1267543.94    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GRAND DUCH 1.75% 05/25/42/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 1.75000000                                           | CUSIP: L61785AP3<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       710000 | PA      | $653101.41     | 0.00%             | 2042-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YE 0.9% 12/20/29/JPY/                | JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 175 0.90000000                                           | CUSIP: J2S39L6H2<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   2000000000 | PA      | $13854102.29   | 0.10%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NETHERLAND 3.25% 01/15/44/EUR/                | NETHERLANDS GOVERNMENT /EUR/ REGD 3.25000000                                                 | CUSIP: N82128BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | NL        |       500000 | PA      | $600655.54     | 0.00%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/30                | BHP BILLITON FIN USA LTD REGD 5.25000000                                                     | CUSIP: 055451BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |         9000 | PA      | $9326.33       | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK0946 2.5% 01/20/52                | GINNIE MAE II POOL P#CK0946 2.50000000                                                       | CUSIP: 3617XVBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       386958 | PA      | $324331.74     | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7937 3% 03/20/52                  | GINNIE MAE II POOL P#MA7937 3.00000000                                                       | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       378038 | PA      | $334376.37     | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6360 3% 01/01/51                     | FANNIE MAE POOL UMBS P#FM6360 3.00000000                                                     | CUSIP: 3140XAB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       249983 | PA      | $218392.19     | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BA 0.5% 04/09/27/EUR/                | DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.50000000                                      | CUSIP: D1T0VZBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       140000 | PA      | $160098.53     | 0.00%             | 2027-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDO 1% 01/31/32/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.00000000                                              | CUSIP: G4527HWK3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     11852000 | PA      | $13389379.93   | 0.09%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE 1.875% 05/25/30/EUR/                | BPIFRANCE SACA /EUR/ REGD REG S EMTN 1.87500000                                              | CUSIP: F7053HCS4<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $226768.56     | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 3.125% 03/20/33/EUR/                | AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.12500000                                        | CUSIP: F0109PJZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $234833.87     | 0.00%             | 2033-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DONG ENER 5.75% 04/09/40 /GBP/                | DONG ENER 5.75% 04/09/40 /GBP/ 5.75000000                                                    | CUSIP: K3185AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       425000 | PA      | $550808.09     | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCA 1% 01/31/28/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.00000000                                    | CUSIP: F0108UGE2<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |      1600000 | PA      | $1824088.53    | 0.01%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 3.75% 02/15/50                | CONSUMERS ENERGY CO REGD 3.75000000                                                          | CUSIP: 210518DE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $3791.57       | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK C 3.1% 03/26/30                | KIMBERLY-CLARK CORP REGD 3.10000000                                                          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |         8000 | PA      | $7624.29       | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLB 2.05% 03/19/35                           | FEDERAL HOME LOAN BANKS 2.05000000                                                           | CUSIP: 3130AJE96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       279508 | PA      | $223125.90     | 0.00%             | 2035-03-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 2.256% 09/01/50                | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 2.25600000                                           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1480000 | PA      | $842606.77     | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 4.29% 05/22/29/CNH/                | CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.29000000                                            | CUSIP: Y5325PAT1<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |      3000000 | PA      | $462584.75     | 0.00%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| FHR 4147 JI 3.5% 12/15/32                     | FREDDIE MAC REMICS SER 4147 CL JI 3.50000000                                                 | CUSIP: 3137AXDS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3160513 | PA      | $229818.93     | 0.00%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN S 2.75% 10/02/34/EUR/                | AUTOBAHN SCHNELL AG /EUR/ REGD REG S EMTN 2.75000000                                         | CUSIP: A05599CR3<br>LEI: N/A                  | Long             | DBT              | USGA              | AT        |       200000 | PA      | $230541.30     | 0.00%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 5.7% 03/01/35                | MARATHON PETROLEUM CORP REGD 5.70000000                                                      | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35496.05      | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CNY/USD FWD 20250702 000009049 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4369282.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA5073 6% 07/01/53                     | FANNIE MAE POOL UMBS P#MA5073 6.00000000                                                     | CUSIP: 31418ET75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1097258 | PA      | $1117401.85    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 3.25% 08/21/29/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 3.25000000                                               | CUSIP: Q7943QVE6<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      2970000 | PA      | $1920048.47    | 0.01%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SNAP-ON INC 3.1% 05/01/50                     | SNAP-ON INC REGD 3.10000000                                                                  | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6742.01       | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA  8.25% 05/15/29/IDR/                | INDONESIA GOVERNMENT /IDR/ REGD SER FR78 8.25000000                                          | CUSIP: Y6S86ZKJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |   1000000000 | PA      | $65693.87      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUER 3% 09/26/31/EUR/                | LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.00000000                                            | CUSIP: D4884T8R9<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        60000 | PA      | $71969.86      | 0.00%             | 2031-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC V/R 08/28/56/EUR/                   | AVIVA PLC /EUR/ REGD V/R REG S 4.62500000                                                    | CUSIP: G0R23NE93<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      3975000 | PA      | $4775407.15    | 0.03%             | 2056-08-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.25 03/20/29 MSNYUS33XXX FLOAT                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-462877.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#BH0035 4.5% 05/20/48                | GINNIE MAE II POOL P#BH0035 4.50000000                                                       | CUSIP: 3617GWBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2056678 | PA      | $1982904.06    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 1.5% 09/30/34/EUR/                | REPUBLIC OF KAZAKHSTAN /EUR/ REGD REG S EMTN 1.50000000                                      | CUSIP: Y7276LDM7<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |       400000 | PA      | $403563.13     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROFINS S 4.75% 09/06/30/EUR/                | EUROFINS SCIENTIFIC SE /EUR/ REGD REG S 4.75000000                                           | CUSIP: L31839CP3<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      2200000 | PA      | $2740967.10    | 0.02%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 4.75% 02/01/33                   | AUTOZONE INC REGD 4.75000000                                                                 | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       650000 | PA      | $643261.15     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGION WA 3.125% 06/22/32/EUR/                | REGION WALLONNE /EUR/ REGD REG S EMTN 3.12500000                                             | CUSIP: B70023ZX5<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | USGA              | BE        |      1300000 | PA      | $1527134.52    | 0.01%             | 2032-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 07/15/27                  | UNITED STATES TREASURY NOTE 4.37500000                                                       | CUSIP: 91282CKZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2461700 | PA      | $2492086.61    | 0.02%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2356 3% 07/01/45                     | FANNIE MAE POOL UMBS P#MA2356 3.00000000                                                     | CUSIP: 31418BTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        29558 | PA      | $25695.07      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6427 3% 12/01/51                     | FREDDIE MAC POOL UMBS P#RA6427 3.00000000                                                    | CUSIP: 3133KND83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3406400 | PA      | $2947752.36    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20250702 000009605 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42333.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LA BANQUE POS 3% 01/31/31/EUR/                | LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 3.00000000                                    | CUSIP: F55246BR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119142.20     | 0.00%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5748 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD5748 2.00000000                                                    | CUSIP: 3133B3L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1949469 | PA      | $1543723.64    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1641 5.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1641 5.50000000                                                    | CUSIP: 31425VZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       432279 | PA      | $436940.81     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.625% 02/12/35                | EUROPEAN INVESTMENT BANK REGD 4.62500000                                                     | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |       190000 | PA      | $195513.35     | 0.00%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.319% 11/15/38                | DUPONT DE NEMOURS INC REGD 5.31900000                                                        | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |        24000 | PA      | $24861.96      | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 3.4% 05/01/30                | NXP BV/NXP FDG/NXP USA REGD 3.40000000                                                       | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000000 | PA      | $946573.41     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P01.15RSO/N 05/08/33 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-41960.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#787213 3.5% 06/20/49                | GINNIE MAE II POOL P#787213 3.50000000                                                       | CUSIP: 3622AC3W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1709156 | PA      | $1545244.81    | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5711 4.5% 01/20/49                | GINNIE MAE II POOL P#MA5711 4.50000000                                                       | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1530154 | PA      | $1494664.80    | 0.01%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 6.75% 11/17/28                | LPL HOLDINGS INC REGD 6.75000000                                                             | CUSIP: 50212YAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       430000 | PA      | $458500.69     | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/15/28                   | UNITED STATES TREASURY NOTE 3.75000000                                                       | CUSIP: 91282CND9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2713100 | PA      | $2716703.32    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIB 1.875% 12/14/27/GBP/                | BNP PARIBAS /GBP/ REGD REG S 1.87500000                                                      | CUSIP: F1233MQH8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2581071.29    | 0.02%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBI 7.25% 09/01/36                | BRITISH COLUMBIA PROV OF REGD 7.25000000                                                     | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |       300000 | PA      | $362064.18     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 5.625% 08/16/32                | FAIRFAX FINL HLDGS LTD REGD SER WI 5.62500000                                                | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       475000 | PA      | $487916.99     | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7803 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#CB7803 6.50000000                                                     | CUSIP: 3140QTU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       419747 | PA      | $437135.76     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95504 4% 11/01/40                    | FREDDIE MAC GOLD POOL P#A95504 4.00000000                                                    | CUSIP: 312944DH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       473905 | PA      | $458319.52     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.375% 10/12/29/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.37500000                                    | CUSIP: F3R505JL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       500000 | PA      | $621742.51     | 0.00%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  5.55% 08/01/33                | ARIZONA PUBLIC SERVICE REGD 5.55000000                                                       | CUSIP: 040555DG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1407151.89    | 0.01%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L-BANK BW  0.75% 03/16/32/EUR/                | L-BANK BW FOERDERBANK /EUR/ REGD EMTN 0.75000000                                             | CUSIP: D5056KCJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $207867.18     | 0.00%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JUL 25                       | FNMA 30YR TBA 6% JUL 25        TO BE ANNOUNCED 6.00000000                                    | CUSIP: 01F060675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -4000000 | PA      | $-4066049.60   | -0.03%            | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AU 3.25% 07/20/28/AUD/                | WESTERN AUST TREAS CORP /AUD/ REGD MTN SER 28 3.25000000                                     | CUSIP: Q96417EE8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |      1000000 | PA      | $654062.85     | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 C 4.67% 12/15/27                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL C REGD 4.67000000                          | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       770000 | PA      | $770866.25     | 0.01%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BH0034 4.5% 05/20/48                | GINNIE MAE II POOL P#BH0034 4.50000000                                                       | CUSIP: 3617GWBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1397484 | PA      | $1348728.17    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/46                    | UNITED STATES TREASURY BOND 2.50000000                                                       | CUSIP: 912810RQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1068200 | PA      | $741272.38     | 0.01%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% JUL12                      | FNMA 30YR TBA 3.0% JUL12       TO BE ANNOUNCED 3.00000000                                    | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59403000 | PA      | $51366678.81   | 0.35%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 2.64% 01/08/31/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 2401 2.64000000                                        | CUSIP: Y1456TQB5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     61300000 | PA      | $8963553.26    | 0.06%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HELLENIC  4.375% 07/18/38/EUR/                | HELLENIC REPUBLIC /EUR/ REGD 4.37500000                                                      | CUSIP: X32332U34<br>LEI: N/A                  | Long             | DBT              | USGA              | GR        |      1100000 | PA      | $1395720.29    | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OHIOHEALTH COR 2.297% 11/15/31                | OHIOHEALTH CORP REGD 2.29700000                                                              | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |       830000 | PA      | $725977.86     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8154 1.5% 07/01/51                   | FREDDIE MAC POOL UMBS P#SD8154 1.50000000                                                    | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       819988 | PA      | $616878.27     | 0.00%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6234 2% 11/01/51                     | FREDDIE MAC POOL UMBS P#RA6234 2.00000000                                                    | CUSIP: 3133KM4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1202072 | PA      | $963821.33     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCH 3.25% 03/02/43/EUR/                | GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 3.25000000                                           | CUSIP: L61785AR9<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | USGA              | LU        |       100000 | PA      | $114376.59     | 0.00%             | 2043-03-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVER 3% 09/15/34/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000                                             | CUSIP: X27717NJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3060000 | PA      | $3624387.88    | 0.02%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#DC0229 5.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC0229 5.50000000                                                     | CUSIP: 3140AMHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       607720 | PA      | $614814.11     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6091 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6091 2.00000000                                                    | CUSIP: 3133KMXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       534098 | PA      | $428114.43     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVE 3.48% 01/08/29/CNY/                | CHINA DEVELOPMENT BANK /CNY/ REGD SER 1905 3.48000000                                        | CUSIP: Y1456THC3<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |    328200000 | PA      | $48697542.39   | 0.33%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| AGRICUL DE 3.48% 02/04/28/CNY/                | AGRICUL DEV BANK CHINA /CNY/ REGD 3.48000000                                                 | CUSIP: Y0R4AWLQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     10400000 | PA      | $1518632.01    | 0.01%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0938 6% 03/01/55                     | FANNIE MAE POOL UMBS P#FA0938 6.00000000                                                     | CUSIP: 3140W1BG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1851595 | PA      | $1910249.68    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/15/33                    | UNITED STATES TREASURY NOTE 4.50000000                                                       | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     80472500 | PA      | $82669776.66   | 0.57%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIE 1.7% 09/01/51/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 1.70000000                                       | CUSIP: T6052BYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      7797000 | PA      | $5730745.65    | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH  2.875% 01/15/27/EUR/                | BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 2.87500000                                         | CUSIP: F1883HV37<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119100.99     | 0.00%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/15/30                | PHILIP MORRIS INTL INC REGD 5.12500000                                                       | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66869.02      | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ5525 6.5% 09/01/54                   | FREDDIE MAC POOL UMBS P#QJ5525 6.50000000                                                    | CUSIP: 3133CWD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       810829 | PA      | $850065.81     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCI 3.875% 03/19/29                | TRUIST FINANCIAL CORP REGD MTN 3.87500000                                                    | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1368234.60    | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERP 3.25% 05/15/30                | COLONIAL ENTERPRISES INC REGD 144A P/P 3.25000000                                            | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1224300.51    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBL 4.9% 07/30/40/EUR/                | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.90000000                                               | CUSIP: E89228K38<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |      3809000 | PA      | $5155148.96    | 0.04%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| COMMUNITY 1.773% 04/30/28/EUR/                | COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.77300000                                         | CUSIP: E3124CDK6<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | USGA              | ES        |       200000 | PA      | $232436.39     | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8674 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#FS8674 6.50000000                                                     | CUSIP: 3140XQT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       889486 | PA      | $923823.80     | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 09/15/51                      | SOUTHERN CO REGD V/R SER 21-A 3.75000000                                                     | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9862.21       | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ILE DE FRAN 3.4% 05/25/43/EUR/                | ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.40000000                                     | CUSIP: F49540AK7<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $219657.04     | 0.00%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORO FWD USD 10Y C 4.47000 L 06/04/35 BOA      | ORO FWD USD 10Y C 4.47000 L 06/04/35 BOA 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2500000 | NC      | $161313.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 3.314% 06/15/25                 | CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST SER 2016-C7 CL ASB REGD 3.31430000                   | CUSIP: 12637UAX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         1454 | PA      | $1451.57       | 0.00%             | 2049-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL V/R /PERP//EUR/                | IBERDROLA INTL BV /EUR/ REGD V/R /PERP/ REG S SER NC8 2.25000000                             | CUSIP: N434523S3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2237214.39    | 0.02%             | 2174-04-28      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.4% 02/04/41                | ALTRIA GROUP INC REGD 3.40000000                                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        75000 | PA      | $55710.71      | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R00.05PMUTK 07/08/32 CITCL FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |            1 | NC      | $-56570.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFFINITY  5.981% 09/17/38/GBP/                | AFFINITY SUTTON CM PLC /GBP/ REGD EMTN 5.98100000                                            | CUSIP: G0128NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1411400.75    | 0.01%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20250702 000004066 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3311921.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SB1153 2.5% 11/01/37                   | FREDDIE MAC POOL UMBS P#SB1153 2.50000000                                                    | CUSIP: 3132CXH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1861185 | PA      | $1737278.26    | 0.01%             | 2037-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIG 2.2% 04/13/28/EUR/                | BUNDESOBLIGATION /EUR/ REGD REG S SER 187 2.20000000                                         | CUSIP: D2R8H4KC2<br>LEI: N/A                  | Long             | DBT              | USGA              | DE        |     10230000 | PA      | $12146831.73   | 0.08%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4399 2.5% 08/01/51                   | FANNIE MAE POOL UMBS P#MA4399 2.50000000                                                     | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       606088 | PA      | $504446.99     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.35% 06/01/40                | ANHEUSER-BUSCH INBEV WOR REGD 4.35000000                                                     | CUSIP: 035240AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4467.49       | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE  0.25% 03/29/30/EUR/                | BPIFRANCE SACA /EUR/ REGD EMTN 0.25000000                                                    | CUSIP: F7053H2L0<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | USGA              | FR        |       200000 | PA      | $210781.66     | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL B 1.75% 03/18/33/EUR/                | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 1.75000000                                    | CUSIP: N4R48AAA7<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      1040000 | PA      | $1056677.49    | 0.01%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREAS 3.5% 09/10/28/KRW/                | KOREA TREASURY BOND /KRW/ REGD SER 2809 3.50000000                                           | CUSIP: Y7277F2Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5800000000 | PA      | $4426891.08    | 0.03%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVE 2.04% 11/25/34/CNY/                | CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.04000000                                         | CUSIP: Y6S39BAK6<br>LEI: N/A                  | Long             | DBT              | USGA              | CN        |     93700000 | PA      | $13449687.67   | 0.09%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 4.375% 04/15/40                | T-MOBILE USA INC REGD SER WI 4.37500000                                                      | CUSIP: 87264AAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $10633.14      | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FINNISH GOV 0.5% 09/15/28/EUR/                | FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000                                             | CUSIP: X27717KB6<br>LEI: N/A                  | Long             | DBT              | USGA              | FI        |      3874000 | PA      | $4333224.25    | 0.03%             | 2028-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLI 5.25% 11/01/29/EUR/                | BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.25000000                                       | CUSIP: T6247AJL1<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      1777000 | PA      | $2335944.48    | 0.02%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROATIA 1.75% 03/04/41/EUR/                   | CROATIA /EUR/ REGD REG S 1.75000000                                                          | CUSIP: X7330ZFP2<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |       500000 | PA      | $456182.13     | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9082 2% 10/01/51                     | FANNIE MAE POOL UMBS P#FM9082 2.00000000                                                     | CUSIP: 3140XDCU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       716665 | PA      | $574453.68     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES I 4.95% 04/15/50                | EOG RESOURCES INC REGD 4.95000000                                                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |        23000 | PA      | $20484.54      | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAND BERL 2.375% 06/04/30/EUR/                | LAND BERLIN /EUR/ REGD 2.37500000                                                            | CUSIP: D09856G47<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | USGA              | DE        |       400000 | PA      | $468993.62     | 0.00%             | 2030-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/30                   | MORGAN STANLEY REGD V/R 4.65400000                                                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3335000 | PA      | $3340784.39    | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FOX CORP 5.476% 01/25/39                      | FOX CORP REGD SER WI 5.47600000                                                              | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |        95000 | PA      | $92997.61      | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T IN 2.875% 10/17/29                | ITALY GOV'T INT BOND REGD SER 10Y 2.87500000                                                 | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |       200000 | PA      | $187556.00     | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 5.75% 10/15/52                | ATMOS ENERGY CORP REGD 5.75000000                                                            | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10004.88      | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SGD/USD FWD 20250917 000006038 USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12549.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#RB5166 3% 07/01/42                     | FREDDIE MAC POOL UMBS P#RB5166 3.00000000                                                    | CUSIP: 3133KYW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       305889 | PA      | $278254.10     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITA 1.637% 06/26/29/EUR/                | BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 1.63700000                                      | CUSIP: G1279MSM9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1129590.42    | 0.01%             | 2029-06-26      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| PROXIMUS  4.125% 11/17/33/EUR/                | PROXIMUS SADP /EUR/ REGD REG S EMTN 4.12500000                                               | CUSIP: B6949WKC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |       300000 | PA      | $369334.81     | 0.00%             | 2033-11-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-B1 3.458% 08/15/27                 | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 SER 2017-B1 CL A4 REGD 3.45800000                     | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1100000 | PA      | $1077283.02    | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COMMUNAUT 1.625% 05/03/32/EUR/                | COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 1.62500000                                          | CUSIP: B2763WF39<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | USGA              | BE        |       200000 | PA      | $214804.36     | 0.00%             | 2032-05-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KFW 2.75% 02/20/31/EUR/                       | KFW /EUR/ REGD REG S EMTN 2.75000000                                                         | CUSIP: D4S46MRQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1313538.15    | 0.01%             | 2031-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 3.75% 03/15/27                | RPM INTERNATIONAL INC REGD 3.75000000                                                        | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |       190000 | PA      | $187636.68     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.259% 03/25/28                | BAT CAPITAL CORP REGD 2.25900000                                                             | CUSIP: 05526DBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       101000 | PA      | $95506.82      | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FNR 2020-99 IQ 3% 01/25/51                    | FANNIE MAE REMICS SER 2020-99 CL IQ 3.00000000                                               | CUSIP: 3136BDFY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       830495 | PA      | $144879.50     | 0.00%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/31                  | UNITED STATES TREASURY NOTE 4.62500000                                                       | CUSIP: 91282CKN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1880700 | PA      | $1952475.15    | 0.01%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO SAN 5.125% 01/25/30/GBP/                | BANCO SANTANDER SA /GBP/ REGD REG S EMTN 5.12500000                                          | CUSIP: E2R99DC60<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1395273.97    | 0.01%             | 2030-01-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED KING 4.5% 09/07/34/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000                                              | CUSIP: G4527HPM7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     13760000 | PA      | $19043479.98   | 0.13%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE 4.25% 06/21/27/EUR/                | BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 4.25000000                                       | CUSIP: D0R14GQX6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       400000 | PA      | $487954.00     | 0.00%             | 2027-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785423 V/R 02/20/71                 | GINNIE MAE II POOL P#785423 V/R 6.66900000                                                   | CUSIP: 3622AA4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1790642 | PA      | $1835506.74    | 0.01%             | 2071-02-20      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK  1.25% 01/11/27/EUR/                | CAIXABANK SA /EUR/ REGD REG S 1.25000000                                                     | CUSIP: E2R193RG1<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $232457.59     | 0.00%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP5066 3% 07/20/47                  | GINNIE MAE II POOL P#CP5066 3.00000000                                                       | CUSIP: 3617FUTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       272397 | PA      | $240231.69     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FR 1.625% 05/25/32/EUR/                | AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 1.62500000                                         | CUSIP: F0108UQV3<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |       200000 | PA      | $214956.55     | 0.00%             | 2032-05-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 Y 0.1% 12/20/28/JPY/                | JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 353 0.10000000                                          | CUSIP: J2S39KS72<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   4700000000 | PA      | $31804840.11   | 0.22%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ERDOEL LAG 2.75% 03/20/28/EUR/                | ERDOEL LAGERGESELLSCHAFT /EUR/ REGD 2.75000000                                               | CUSIP: A1945YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |       200000 | PA      | $236277.92     | 0.00%             | 2028-03-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT 3.125% 10/11/27/EUR/                | UNICREDIT BANK CZECH RE /EUR/ REGD REG S 3.12500000                                          | CUSIP: X9435GCT9<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |      1900000 | PA      | $2267627.81    | 0.02%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.25% 02/03/32                    | ORACLE CORP REGD 5.25000000                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92298.27      | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPE 5.875% 04/23/45                | SOUTHERN COPPER CORP REGD 5.87500000                                                         | CUSIP: 84265VAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $59327.17      | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9171 5.5% 09/20/53                | GINNIE MAE II POOL P#MA9171 5.50000000                                                       | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2973521 | PA      | $2992973.70    | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.375% 07/01/39/SGD/                | SINGAPORE GOVERNMENT /SGD/ REGD 2.37500000                                                   | CUSIP: Y280CEAP2<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |      2110000 | PA      | $1669331.10    | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Six Circles Trust

**Signature:** Tricia Larkin

**Name of Signer:** Tricia Larkin

**Title:** Treasurer/Principal Financial Officer