# EDGAR Filing Document

**Accession Number:** 0000930007
**File Stem:** 0001410368-26-034031
**Filing Date:** 2026-3
**Character Count:** 202074
**Document Hash:** 091b12f80868856cc5b58045faf1212f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034031.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001410368-26-034031

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACE SELECT ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0000930007

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08764
- **FILM NUMBER:** 26813535

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** UBS PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 20020716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAINEWEBBER PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 19980212

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
- **DATE OF NAME CHANGE:** 19941212

## Series and Classes Contracts Data

### PACE Global Fixed Income Investments (Series ID: S000002700)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007369 | Class P      | PCGLX           |
| C000007370 | CLASS A      | PWFAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACE SELECT ADVISORS TRUST

- **b. Investment Company Act file number:** 811-08764

- **c. CIK number of Registrant:** 0000930007

- **d. LEI of Registrant:** 549300TPB2UX3QR3SC50

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

  - **Street Address 1:** 1285 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-821-3000

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

- **a. Name of Series:** PACE Global Fixed Income Investments

- **b. EDGAR series identifier (if any):** S000002700

- **c. LEI of Series:** 549300J62KK310TS1N80

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $168450041.71

**Total Liabilities:** $3776076.51

**Net Assets:** $164673965.20

**Cash Not Reported:** $1609280.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -154.59000000 | **1-Year:** -4376.60000000 | **5-Year:** -15483.60000000 | **10-Year:** -11636.44000000 | **30-Year:** -2964.28000000

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

- **3-Month:** -42.42000000 | **1-Year:** -701.14000000 | **5-Year:** -2356.03000000 | **10-Year:** -2617.44000000 | **30-Year:** -707.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007369 | 0.08%                | 0.44%                | 1.06%                |
| Class ID C000007370 | 0.06%                | 0.54%                | 0.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $192391.63               | $-353958.91                                |
| Month 2  | $225187.27               | $212771.40                                 |
| Month 3  | $192844.31               | $551103.57                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate (Returns Universe)

- **Index Identifier:** LEHM.MC.LEHMRT0038UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                                              | AbbVie, Inc.                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       81000 | PA      | $72094.20     | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie, Inc.                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      170000 | PA      | $140019.59    | 0.09%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      592000 | PA      | $547717.67    | 0.33%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      175000 | PA      | $181202.81    | 0.11%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 A PTT                                 | American Airlines Pass-Through Trust                                          | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45853 | PA      | $43990.68     | 0.03%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 A PTT                                 | American Airlines Pass-Through Trust                                          | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56438 | PA      | $53775.29     | 0.03%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co.                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83801.85     | 0.05%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co.                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65847.18     | 0.04%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                             | Cencora, Inc.                                                                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       51000 | PA      | $48034.01     | 0.03%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen, Inc.                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      139000 | PA      | $135899.43    | 0.08%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust                                                      | CUSIP: 03464RAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       36284 | PA      | $35570.06     | 0.02%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                    | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209404.00    | 0.13%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Issuer Trust                                                     | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      182444 | PA      | $184286.11    | 0.11%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      305000 | PA      | $307577.30    | 0.19%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                         | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200572.41    | 0.12%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      155000 | PA      | $161141.10    | 0.10%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      741000 | PA      | $766727.52    | 0.47%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      165000 | PA      | $171409.43    | 0.10%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      405000 | PA      | $411779.70    | 0.25%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      157000 | PA      | $130391.31    | 0.08%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $424845.20    | 0.26%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $297187.80    | 0.18%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                        | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $241738.16    | 0.15%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      830000 | PA      | $879590.61    | 0.53%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $278156.47    | 0.17%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $495885.80    | 0.30%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                       | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $249327.30    | 0.15%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                            | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $223766.20    | 0.14%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                            | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $444025.60    | 0.27%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp.                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      311000 | PA      | $280593.49    | 0.17%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp.                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       71000 | PA      | $66654.69     | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp.                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      645000 | PA      | $665084.35    | 0.40%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| GOVT OF BERMUDA                                         | Bermuda Government International Bonds                                        | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      910000 | PA      | $918790.60    | 0.56%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      290000 | PA      | $298674.10    | 0.18%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $210047.03    | 0.13%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                               | Boeing Co.                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      240000 | PA      | $218455.60    | 0.13%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia                                                  | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $165079.87    | 0.10%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom, Inc.                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81748.53     | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom, Inc.                                                                | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31819.56     | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust                                                 | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $334603.37    | 0.20%             | 2050-11-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                             | CFE Fibra E                                                                   | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |      198334 | PA      | $196449.63    | 0.12%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                       | CF Industries, Inc.                                                           | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      159000 | PA      | $143498.72    | 0.09%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL Commercial Mortgage Trust                                               | CUSIP: 12636MAL2<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $302767.07    | 0.18%             | 2049-01-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                      | Coterra Energy, Inc.                                                          | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155708.55    | 0.09%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      230000 | PA      | $256387.04    | 0.16%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                  | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      415000 | PA      | $431304.65    | 0.26%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $196809.63    | 0.12%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $234830.43    | 0.14%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $131647.41    | 0.08%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54738.45     | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      440000 | PA      | $441690.14    | 0.27%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup, Inc.                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      460000 | PA      | $456582.37    | 0.28%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup, Inc.                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      415000 | PA      | $414936.65    | 0.25%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup, Inc.                                                               | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      330000 | PA      | $299342.28    | 0.18%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup, Inc.                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      580000 | PA      | $595950.71    | 0.36%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup, Inc.                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110088.59    | 0.07%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup, Inc.                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      488000 | PA      | $492036.83    | 0.30%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      680000 | PA      | $502010.00    | 0.30%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bonds                                       | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $198700.00    | 0.12%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $68862.41     | 0.04%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $245566.24    | 0.15%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $169090.18    | 0.10%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                                | Corp. Inmobiliaria Vesta SAB de CV                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $199580.00    | 0.12%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                            | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      355000 | PA      | $373558.57    | 0.23%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                            | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $251887.91    | 0.15%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                            | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $249191.88    | 0.15%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust                                             | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      571000 | PA      | $575319.16    | 0.35%             | 2034-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank AS                                                                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      230000 | PA      | $239190.32    | 0.15%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG                                                              | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      390000 | PA      | $428540.99    | 0.26%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG                                                              | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      185000 | PA      | $197321.40    | 0.12%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      155000 | PA      | $156811.73    | 0.10%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      350000 | PA      | $377599.90    | 0.23%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                | Digicel International Finance Ltd./Difl U.S. LLC                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $207964.00    | 0.13%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy, Inc.                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      327000 | PA      | $330525.64    | 0.20%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |           1 | NC      | $7646.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased SGD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |           1 | NC      | $-6006.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased ZAR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $4125.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $42979.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $425.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $28913.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $857.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2629.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $62783.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased CHF / Sold SEK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $492.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-5620.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $247.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $440.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9088.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $-336.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased CHF / Sold NZD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $-8528.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased DKK / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |           1 | NC      | $7115.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased ILS / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $5151.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold MXN                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2842.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-34938.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased NOK / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $7461.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased ZAR / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $15518.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-86936.72    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |           1 | NC      | $54017.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-160763.94   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased PLN / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $19338.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |           1 | NC      | $-1370.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold HUF                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-10274.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $100176.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased RON / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $2659.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-25868.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $172093.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $215354.93    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased CNH / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $2671.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased EUR / Sold AUD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-14673.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased CZK / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |           1 | NC      | $9142.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |           1 | NC      | $4855.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $54145.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-73405.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $13682.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $5567.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5777.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $10278.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $3670.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |           1 | NC      | $-2877.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-10641.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-312.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-24350.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-337.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-6053.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $10222.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2482.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $39736.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3267.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $10298.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $19295.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased ZAR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $3685.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $13363.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased USD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-3290.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-151.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-262.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-39190.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased CNH / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-249.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased EUR / Sold CHF                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-20811.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $5112.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-19.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased SEK / Sold CAD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $1220.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |           1 | NC      | $418.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $189.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $3695.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $2289.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $463.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased GBP / Sold CHF                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-6489.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $3535.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-214.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $389.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $117.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-815.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $1733.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $459.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased SGD / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $-747.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased CNH / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-491.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $964.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased USD / Sold CNH                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $125.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2221.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $1100.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Purchased CNH / Sold USD                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |           1 | NC      | $-34.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-3698.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-5374.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $247.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $-7950.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $-4265.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $-1489.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased GBP / Sold NZD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $-261.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | Purchased TRY / Sold EUR                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |           1 | NC      | $4407.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Purchased CAD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $392.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | Purchased ZAR / Sold GBP                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |           1 | NC      | $-19957.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $556.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased CAD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $453.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-292.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3252.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $214250.00    | 0.13%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       63000 | PA      | $65197.45     | 0.04%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                      | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222289.30    | 0.13%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                            | Enbridge, Inc.                                                                | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $109946.98    | 0.07%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge, Inc.                                                                | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $268251.33    | 0.16%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                            | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82365.06     | 0.05%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      613000 | PA      | $613029.42    | 0.37%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                           | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199200.00    | 0.12%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                 | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $187733.84    | 0.11%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp.                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      257000 | PA      | $269060.50    | 0.16%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp.                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25024.28     | 0.02%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                             | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       74000 | PA      | $73605.66     | 0.04%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132267.64    | 0.08%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust                                           | CUSIP: 29425AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314650 | PA      | $305210.87    | 0.19%             | 2058-09-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                       | EUSHI Finance, Inc.                                                           | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $82039.39     | 0.05%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                       | EUSHI Finance, Inc.                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $111467.31    | 0.07%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                           | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      175000 | PA      | $188957.14    | 0.11%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms, Inc.                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      120000 | PA      | $110591.42    | 0.07%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms, Inc.                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      165000 | PA      | $158669.54    | 0.10%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms, Inc.                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      103000 | PA      | $101881.80    | 0.06%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms, Inc.                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      210000 | PA      | $199811.31    | 0.12%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSGF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      634576 | PA      | $655324.71    | 0.40%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      566168 | PA      | $556666.34    | 0.34%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      642518 | PA      | $653728.85    | 0.40%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      221008 | PA      | $226525.13    | 0.14%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      798360 | PA      | $812044.89    | 0.49%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2296431 | PA      | $2329558.58   | 1.41%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      902835 | PA      | $933010.13    | 0.57%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KRUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      623024 | PA      | $643846.72    | 0.39%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BKYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1309329 | PA      | $1180766.23   | 0.72%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 3140FXJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1070201 | PA      | $994319.79    | 0.60%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156387 | PA      | $161244.02    | 0.10%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      692947 | PA      | $597146.15    | 0.36%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 3140XJHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1359361 | PA      | $1223598.86   | 0.74%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      612746 | PA      | $623155.78    | 0.38%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      647186 | PA      | $553752.56    | 0.34%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1618189 | PA      | $1623565.12   | 0.99%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      909166 | PA      | $921874.63    | 0.56%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                         | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368886 | PA      | $368769.39    | 0.22%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159856.42    | 0.10%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      210000 | PA      | $203706.08    | 0.12%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv, Inc.                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99403.56     | 0.06%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      260000 | PA      | $276496.05    | 0.17%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                      | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1857522 | PA      | $1677461.91   | 1.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                      | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      370253 | PA      | $361685.43    | 0.22%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust                                                  | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $265043.87    | 0.16%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                   | GM Financial Automobile Leasing Trust                                         | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      168413 | PA      | $168743.96    | 0.10%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust                                           | CUSIP: 362963AA8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |       95622 | PA      | $93766.04     | 0.06%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      745000 | PA      | $776102.45    | 0.47%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       87000 | PA      | $93800.56     | 0.06%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      461000 | PA      | $482683.15    | 0.29%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments, Inc.                                                         | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114035.94    | 0.07%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      660000 | PA      | $680523.57    | 0.41%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      370000 | PA      | $367889.71    | 0.22%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      203000 | PA      | $200169.33    | 0.12%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      295000 | PA      | $294888.77    | 0.18%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      168000 | PA      | $167279.69    | 0.10%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bonds                                                    | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      201000 | PA      | $209291.25    | 0.13%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA, Inc.                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66062.52     | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA, Inc.                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9058.27      | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA, Inc.                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      117000 | PA      | $112489.41    | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA, Inc.                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      190000 | PA      | $128947.32    | 0.08%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA, Inc.                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47551.81     | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                             | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $189038.58    | 0.11%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                             | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $456234.24    | 0.28%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203620.77    | 0.12%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      470000 | PA      | $471986.81    | 0.29%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bonds                                        | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      321000 | PA      | $319074.00    | 0.19%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                            | Hydro-Quebec                                                                  | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $662367.35    | 0.40%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                       | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $364894.02    | 0.22%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                  | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      580000 | PA      | $583549.28    | 0.35%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      405000 | PA      | $446644.43    | 0.27%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp.                                                            | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42502.77     | 0.03%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp.                                                            | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      370000 | PA      | $380038.81    | 0.23%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp.                                                            | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      140000 | PA      | $145768.78    | 0.09%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings           | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       65000 | PA      | $67563.70     | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings           | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      265000 | PA      | $278472.60    | 0.17%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings           | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      120000 | PA      | $135923.28    | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co.                                              | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      330000 | PA      | $297773.40    | 0.18%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                  | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      225000 | PA      | $229393.17    | 0.14%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                  | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $199377.75    | 0.12%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                       | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11918.75     | 0.01%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $423576.68    | 0.26%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                      | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $286048.40    | 0.17%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                    | M&T Bank Corp.                                                                | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63730.52     | 0.04%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                    | M&T Bank Corp.                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       84000 | PA      | $85177.06     | 0.05%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars, Inc.                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153577.02    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars, Inc.                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144517.92    | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology, Inc.                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $165904.32    | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology, Inc.                                                      | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      346000 | PA      | $355648.88    | 0.22%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd.                                                    | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199774.00    | 0.12%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                             | Merchants Fleet Funding LLC                                                   | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      282564 | PA      | $284189.29    | 0.17%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                    | Monongahela Power Co.                                                         | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $63547.04     | 0.04%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                          | Morgan Stanley                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      199000 | PA      | $208153.05    | 0.13%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      156000 | PA      | $161498.21    | 0.10%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      480000 | PA      | $485884.46    | 0.30%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      245000 | PA      | $252231.27    | 0.15%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      256000 | PA      | $254579.71    | 0.15%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74080.74     | 0.04%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      195000 | PA      | $194871.40    | 0.12%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                 | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253286.15    | 0.15%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd.                                                          | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      340000 | PA      | $348500.00    | 0.21%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                             | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226050.00    | 0.14%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      160000 | PA      | $170004.32    | 0.10%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                            | NiSource, Inc.                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      190000 | PA      | $197885.38    | 0.12%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX Trust                                                                     | CUSIP: 670855AA3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      152727 | PA      | $153397.92    | 0.09%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX Trust                                                                     | CUSIP: 67448TBE4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |       47481 | PA      | $46790.42     | 0.03%             | 2060-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp.                                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       72000 | PA      | $57721.43     | 0.04%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario                                                           | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3430000 | PA      | $2548223.11   | 1.55%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp.                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       41000 | PA      | $32941.67     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp.                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       96000 | PA      | $84025.63     | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp.                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67083.18     | 0.04%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      155000 | PA      | $157237.45    | 0.10%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30716.65     | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44958.21     | 0.03%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      143000 | PA      | $152390.40    | 0.09%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      210000 | PA      | $222681.30    | 0.14%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      265000 | PA      | $274898.03    | 0.17%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      225000 | PA      | $235474.14    | 0.14%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                         | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      270000 | PA      | $175466.25    | 0.11%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $998190.00    | 0.61%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      455000 | PA      | $409500.00    | 0.25%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential Trust                                                    | CUSIP: 74334BAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      415000 | PA      | $395152.63    | 0.24%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services, Inc.                                                         | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      215000 | PA      | $214881.76    | 0.13%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec                                                            | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $860805.64    | 0.52%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec                                                            | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3360000 | PA      | $2474651.78   | 1.50%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                      | RWE Finance U.S. LLC                                                          | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157500.07    | 0.10%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group, Inc.                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      248000 | PA      | $264183.73    | 0.16%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies, Inc.                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110254.35    | 0.07%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Institutional U.S. Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |      487506 | NS      | $487505.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander U.K. Group Holdings PLC                                             | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $344391.00    | 0.21%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander U.K. Group Holdings PLC                                             | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200323.03    | 0.12%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust                                        | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96000 | PA      | $96689.10     | 0.06%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd.                                                           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      152000 | PA      | $166514.02    | 0.10%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp.                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      230000 | PA      | $227962.14    | 0.14%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86959.09     | 0.05%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                 | Sierra Pacific Power Co.                                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169160.42    | 0.10%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72196 | PA      | $72587.61     | 0.04%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $264528.75    | 0.16%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                           | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      580000 | PA      | $577238.50    | 0.35%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp.                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      290000 | PA      | $302561.13    | 0.18%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                       | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      490000 | PA      | $402733.45    | 0.24%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bonds                       | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      231000 | PA      | $224243.25    | 0.14%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co.                                                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37037.73     | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co.                                                | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      118000 | PA      | $119308.71    | 0.07%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                 | Southern Co. Gas Capital Corp.                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105752.13    | 0.06%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                       | Southern Power Co.                                                            | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26930.91     | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                       | Southern Power Co.                                                            | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |       71000 | PA      | $69758.82     | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp.                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      338000 | PA      | $344013.81    | 0.21%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      343000 | PA      | $338204.86    | 0.21%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                        | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207800.00    | 0.13%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204138.00    | 0.12%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                        | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $243784.80    | 0.15%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust                                           | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10945 | PA      | $10578.43     | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                | Stellantis Financial Services U.S. Corp.                                      | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $391062.95    | 0.24%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bonds                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      200000 | PA      | $215450.00    | 0.13%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                          | Tecpetrol SA                                                                  | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |       50000 | PA      | $49952.50     | 0.03%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                  | Tesla Auto Lease Trust                                                        | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93741 | PA      | $94014.94     | 0.06%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                | Toyota Lease Owner Trust                                                      | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |       88371 | PA      | $88604.93     | 0.05%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                       | Transcanada Trust                                                             | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $164618.11    | 0.10%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp.                                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      245000 | PA      | $241221.28    | 0.15%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bonds                                        | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      529000 | PA      | $523710.00    | 0.32%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bonds                                        | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      597000 | PA      | $590283.75    | 0.36%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust                                                 | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $417770.98    | 0.25%             | 2051-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15915.86     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies, Inc.                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      450000 | PA      | $445200.08    | 0.27%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | U.S. Bancorp                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68159.72     | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       30800 | PA      | $30111.81     | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       56000 | PA      | $54766.25     | 0.03%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      525000 | PA      | $526558.59    | 0.32%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3028000 | PA      | $3006472.80   | 1.83%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5975000 | PA      | $5970798.86   | 3.63%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      209000 | PA      | $208115.93    | 0.13%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68142.30     | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138399.71    | 0.08%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26914.06     | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64356.14     | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79569.57     | 0.05%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                         | WHARF Commercial Mortgage Trust                                               | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $103062.50    | 0.06%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co.                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      201000 | PA      | $209468.42    | 0.13%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co.                                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      304000 | PA      | $308325.17    | 0.19%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      560000 | PA      | $578569.50    | 0.35%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co.                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      415000 | PA      | $427329.77    | 0.26%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co.                                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      360000 | PA      | $356062.74    | 0.22%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| GATWICK FUNDING LIMITED                                 | Gatwick Funding Ltd.                                                          | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $137026.60    | 0.08%             | 2026-03-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis, Inc.                                                                  | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90616.00     | 0.06%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bonds                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18220000 | PA      | $1158438.40   | 0.70%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $1036954.41   | 0.63%             | 2034-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bonds                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19821000000 | PA      | $1334806.96   | 0.81%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bonds                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6600000 | PA      | $418144.42    | 0.25%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                         | WPC Eurobond BV                                                               | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      200000 | PA      | $230208.06    | 0.14%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                | Banque Ouest Africaine de Developpement                                       | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $233000.00    | 0.14%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                       | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116359.27    | 0.07%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                           | Netflix, Inc.                                                                 | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      700000 | PA      | $877222.28    | 0.53%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $473613.53    | 0.29%             | 2032-01-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romania Government International Bonds                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      570000 | PA      | $459103.66    | 0.28%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                   | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $274697.15    | 0.17%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                      | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229448.11    | 0.14%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $374574.39    | 0.23%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                | Banque Ouest Africaine de Developpement                                       | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      227000 | PA      | $228750.00    | 0.14%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $235146.18    | 0.14%             | 2031-09-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                 | Volkswagen Leasing GmbH                                                       | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $220369.45    | 0.13%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                              | Vonovia SE                                                                    | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $434024.69    | 0.26%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      600000 | PA      | $560064.00    | 0.34%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                      | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116638.56    | 0.07%             | 2027-12-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SILVERSTONE MASTER ISSUER                               | Silverstone Master Issuer PLC                                                 | CUSIP: 000000000<br>LEI: 549300P6OXWKM20QS303 | Long             | ABS-MBS          | CORP              | GB        |      552000 | PA      | $754106.50    | 0.46%             | 2070-01-21      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                      | Segro Capital SARL                                                            | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |      200000 | PA      | $236670.53    | 0.14%             | 2026-03-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $590934.01    | 0.36%             | 2028-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    55350000 | PA      | $200384.45    | 0.12%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                   | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $354186.93    | 0.22%             | 2027-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $612946.98    | 0.37%             | 2028-09-06      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                    | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $253257.04    | 0.15%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30000000 | PA      | $1616550.58   | 0.98%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $255557.10    | 0.16%             | 2028-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   224900000 | PA      | $1149219.24   | 0.70%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co. LLC                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      677000 | PA      | $827568.71    | 0.50%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp.                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $129942.44    | 0.08%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $499682.50    | 0.30%             | 2029-07-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $865947.92    | 0.53%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   189100000 | PA      | $966504.32    | 0.59%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                                | Mersin Uluslararasi Liman Isletmeciligi AS                                    | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $208000.00    | 0.13%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 PLC                                                   | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $96608.95     | 0.06%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                             | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $102241.26    | 0.06%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      980000 | PA      | $1144798.75   | 0.70%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                     | Turkiye Varlik Fonu Yonetimi AS                                               | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |      210000 | PA      | $225028.13    | 0.14%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bonds                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3193870000 | PA      | $2190061.33   | 1.33%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $257220.85    | 0.16%             | 2029-10-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $260991.69    | 0.16%             | 2032-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                               | Alstom SA                                                                     | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $125580.06    | 0.08%             | 2029-05-29      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122230.44    | 0.07%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco SARL                                                | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      255000 | PA      | $264389.10    | 0.16%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18530000 | PA      | $2743946.99   | 1.67%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $254613.08    | 0.15%             | 2031-12-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5395000 | PA      | $6396367.73   | 3.88%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                      | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $250957.62    | 0.15%             | 2032-06-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      100000 | PA      | $91000.00     | 0.06%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                     | Africa Finance Corp.                                                          | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $203978.00    | 0.12%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                          | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $125124.99    | 0.08%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     7500000 | PA      | $35530.98     | 0.02%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                        | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240424.84    | 0.15%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18280000 | PA      | $2690547.32   | 1.63%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   138100000 | PA      | $686047.18    | 0.42%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $253664.80    | 0.15%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                           | ARES European CLO XXI DAC                                                     | CUSIP: 000000000<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-CBDO         | CORP              | IE        |      394000 | PA      | $467142.15    | 0.28%             | 2038-04-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7870000 | PA      | $10749586.03  | 6.53%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                                     | RRE 24 Loan Management DAC                                                    | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-CBDO         | CORP              | IE        |      400000 | PA      | $473910.81    | 0.29%             | 2040-04-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $213800.00    | 0.13%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ravensdale Park CLO DAC                                 | Ravensdale Park CLO DAC                                                       | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-CBDO         | CORP              | IE        |      287000 | PA      | $340195.32    | 0.21%             | 2038-04-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XXXII DAC                                                           | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |      396000 | PA      | $469924.15    | 0.29%             | 2039-04-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                 | Unibail-Rodamco-Westfield SE                                                  | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $244152.33    | 0.15%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   232750000 | PA      | $1182233.44   | 0.72%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $242301.26    | 0.15%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                           | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $124241.83    | 0.08%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                    | Banco de Sabadell SA                                                          | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $251545.40    | 0.15%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $248293.75    | 0.15%             | 2030-11-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                          | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $126348.07    | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                              | Palmer Square European CLO DAC                                                | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |      381000 | PA      | $452575.61    | 0.27%             | 2038-07-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                | Benteler International AG                                                     | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $126685.06    | 0.08%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill SARL                                                              | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $123053.47    | 0.07%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1115000 | PA      | $1299102.62   | 0.79%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                        | Bundesobligation                                                              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5970000 | PA      | $7024227.08   | 4.27%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    19160000 | PA      | $2691810.72   | 1.63%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14750000 | PA      | $2126431.32   | 1.29%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                  | China Development Bank                                                        | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     3370000 | PA      | $480208.33    | 0.29%             | 2035-09-05      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                 | Bundesschatzanweisungen                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1870000 | PA      | $2214054.57   | 1.34%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      350000 | PA      | $342674.50    | 0.21%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | Future                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          59 | NC      | $-19996.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | Future                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -59 | NC      | $6096.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -23 | NC      | $-322.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         225 | NC      | $4298.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -5 | NC      | $-657.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -71 | NC      | $48874.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          48 | NC      | $41658.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          31 | NC      | $-1140.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          64 | NC      | $-114115.94   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -89 | NC      | $11316.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -24 | NC      | $-42.48       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          66 | NC      | $-32478.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         113 | NC      | $19255.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -38 | NC      | $22910.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | Future                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          12 | NC      | $-20552.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | Future                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          22 | NC      | $-17289.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                | Future                                                                        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         -25 | NC      | $20887.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Option                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |         115 | NC      | $14375.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           2 | NC      | $-23656.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Hipotecario                                   | Fondo de Titulizacion de Activos Santander Hipotecario 2                      | CUSIP: 000000000<br>LEI: 549300ISKPV6TXQWCV66 | Long             | ABS-MBS          | CORP              | ES        |       92083 | PA      | $108403.31    | 0.07%             | 2049-01-18      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd.                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $515000.27    | 0.31%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd.                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      478000 | PA      | $667351.83    | 0.41%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                  | Krung Thai Bank PCL                                                           | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $199625.00    | 0.12%             | 2026-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                                | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      866628 | PA      | $859290.31    | 0.52%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                 | EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA                   | CUSIP: 000000000<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $186130.00    | 0.11%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     1647160 | NS      | $1647160.00   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $193570.00    | 0.12%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco SARL                                                      | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      320000 | PA      | $324800.00    | 0.20%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $193235.00    | 0.12%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       78000 | PA      | $80691.00     | 0.05%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $171178.50    | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                               | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $187000.00    | 0.11%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                 | India Clean Energy Holdings                                                   | CUSIP: 000000000<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $196840.00    | 0.12%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLD                                  | India Green Power Holdings                                                    | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |      216650 | PA      | $212430.74    | 0.13%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-20

**Name of Applicant:** PACE SELECT ADVISORS TRUST

**Signature:** Joanne Kilkeary

**Name of Signer:** Joanne Kilkeary

**Title:** Vice President and Treasurer