# EDGAR Filing Document

**Accession Number:** 0000883676
**File Stem:** 0001410368-26-018316
**Filing Date:** 2026-2
**Character Count:** 1087062
**Document Hash:** 8ba0c3ecb5cd0f4a70cdc2a2d5bfce58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018316.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018316

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06554
- **FILM NUMBER:** 26682789

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**AB Global Bond Fund** 

**Portfolio of Investments** 

**December 31, 2025 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - TREASURIES – 44.3%** |  |  |  |
|  **Australia – 0.8%** |  |  |  |
|  Australia Government Bond<br>Series 140<br>4.50%, 04/21/2033<sup>(a)</sup> | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79338 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52844049 |
|  **Austria – 0.5%** |  |  |  |
|  Republic of Austria Government Bond<br>0.90%, 02/20/2032<sup>(a)</sup> | EUR | 33061 | 34787250 |
|  **Belgium – 0.4%** |  |  |  |
|  Kingdom of Belgium Government Bond<br>Series 100<br>2.85%, 10/22/2034<sup>(a)</sup> |  | 11236 | 12808416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 104<br>3.45%, 06/22/2042<sup>(a)</sup> |  | 14547 | 16105518 |
|  |  |  | 28913934 |
|  **Canada – 1.8%** |  |  |  |
|  Canadian Government Bond<br>2.75%, 03/01/2030 | CAD | 128798 | 93294656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/01/2055 |  | 37740 | 22166385 |
|  |  |  | 115461041 |
|  **China – 2.4%** |  |  |  |
|  China Government Bond<br>Series INBK<br>1.61%, 02/15/2035 | CNY | 38350 | 5369437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 07/15/2055 |  | 294200 | 38341289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.11%, 08/25/2034 |  | 805830 | 117661616 |
|  |  |  | 161372342 |
|  **Finland – 0.2%** |  |  |  |
|  Finland Government Bond<br>Series 10Y<br>1.50%, 09/15/2032<sup>(a)</sup> | EUR | 10467 | 11296979 |
|  **France – 1.8%** |  |  |  |
|  French Republic Government Bond OAT<br>Series OAT<br>3.00%, 11/25/2034<sup>(a)</sup> |  | 12354 | 14045466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/25/2035<sup>(a)</sup> |  | 89256 | 104384632 |
|  |  |  | 118430098 |
|  **Germany – 2.0%** |  |  |  |
|  Bundesrepublik Deutschland Bundesanleihe<br>2.60%, 05/15/2041<sup>(a)</sup> |  | 49470 | 53689041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/04/2042<sup>(a)</sup> |  | 68021 | 79709053 |
|  |  |  | 133398094 |
|  **Hungary – 1.4%** |  |  |  |
|  Hungary Government Bond<br>Series 35/A<br>7.00%, 10/24/2035 | HUF | 30499680 | 94486261 |
|  **Indonesia – 0.7%** |  |  |  |
|  Indonesia Treasury Bond<br>Series 101<br>6.875%, 04/15/2029 | IDR | 699500000 | 43877842 |
|  **Italy – 1.6%** |  |  |  |
|  Italy Buoni Poliennali Del Tesoro<br>Series 7Y<br>3.45%, 07/15/2031<sup>(a)</sup> | EUR | 11525 | 13924626 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 10Y<br>4.20%, 03/01/2034<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48856 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61142538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 13Y<br>4.05%, 10/30/2037<sup>(a)</sup> |  | 17818 | 21708424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 16Y<br>3.25%, 03/01/2038<sup>(a)</sup> |  | 6560 | 7371208 |
|  |  |  | 104146796 |
|  **Japan – 7.9%** |  |  |  |
|  Japan Government Five Year Bond<br>Series 176<br>1.00%, 12/20/2029 | JPY | 6843300 | 42946549 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 179<br>1.00%, 06/20/2030 |  | 65350 | 408166 |
|  Japan Government Forty Year Bond<br>Series 16<br>1.30%, 03/20/2063 |  | 2529000 | 8905861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4<br>2.20%, 03/20/2051 |  | 6389350 | 33010002 |
|  Japan Government Ten Year Bond<br>Series 357<br>0.10%, 12/20/2029 |  | 4210700 | 25492341 |
|  Japan Government Thirty Year Bond<br>Series 32<br>2.30%, 03/20/2040 |  | 1070000 | 6647659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 65<br>0.40%, 12/20/2049 |  | 604000 | 2053759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 68<br>0.60%, 09/20/2050 |  | 3699600 | 12961664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 81<br>1.60%, 12/20/2053 |  | 2350700 | 10192202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 82<br>1.80%, 03/20/2054 |  | 10605100 | 48333340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 88<br>3.20%, 09/20/2055 |  | 1518200 | 9405149 |
|  Japan Government Twenty Year Bond<br>Series 169<br>0.30%, 06/20/2039 |  | 1984250 | 9556815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 183<br>1.40%, 12/20/2042 |  | 8080800 | 42188132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 191<br>2.00%, 12/20/2044 |  | 400000 | 2223158 |
|  Japan Government Two Year Bond<br>Series 468<br>0.60%, 01/01/2027 |  | 6560150 | 41748305 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 469<br>0.70%, 02/01/2027 |  | 34033550 | 216722787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 479<br>1.00%, 12/01/2027 |  | 1840000 | 11715953 |
|  |  |  | 524511842 |
|  **Malaysia – 0.5%** |  |  |  |
|  Malaysia Government Bond<br>Series 0219<br>3.885%, 08/15/2029 | MYR | 69178 | 17444175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 0318<br>4.64%, 11/07/2033 |  | 67962 | 18085295 |
|  |  |  | 35529470 |
|  **Mexico – 3.1%** |  |  |  |
|  Mexican Bonos<br>Series M<br>8.00%, 02/21/2036 | MXN | 2232118 | 114820985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/28/2030 |  | 1662628 | 92589418 |
|  |  |  | 207410403 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Poland – 0.2%** |  |  |  |
|  Republic of Poland Government Bond<br>Series 1035<br>5.00%, 10/25/2035 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34021 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9360632 |
|  **South Korea – 0.7%** |  |  |  |
|  Korea Treasury Bond<br>Series 3412<br>3.00%, 12/10/2034 | KRW | 32285770 | 21649752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 5509<br>2.625%, 09/10/2055 |  | 38612440 | 23587305 |
|  |  |  | 45237057 |
|  **Spain – 2.4%** |  |  |  |
|  Spain Government Bond<br>3.20%, 10/31/2035<sup>(a)</sup> | EUR | 120691 | 140847514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2041<sup>(a)</sup> |  | 13189 | 15096028 |
|  |  |  | 155943542 |
|  **Thailand – 0.4%** |  |  |  |
|  Thailand Government Bond<br>2.41%, 03/17/2035 | THB | 823923 | 27916096 |
|  **United Kingdom – 4.8%** |  |  |  |
|  United Kingdom Gilt<br>0.875%, 01/31/2046<sup>(a)</sup> | GBP | 42708 | 27161362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/22/2045<sup>(a)</sup> |  | 1810 | 1966197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/22/2053<sup>(a)</sup> |  | 158 | 167938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/22/2031<sup>(a)</sup> |  | 115591 | 155111003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/07/2040<sup>(a)</sup> |  | 38665 | 48484629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/07/2030<sup>(a)</sup> |  | 26745 | 36673776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/31/2040<sup>(a)</sup> |  | 31839 | 40736464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/07/2030<sup>(a)</sup> |  | 6610 | 9253997 |
|  |  |  | 319555366 |
|  **United States – 10.7%** |  |  |  |
|  U.S. Treasury Bonds<br>1.125%, 05/15/2040 | U.S.$| 131422 | 83693993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 08/15/2040 |  | 122779 | 77394128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/2045 |  | 98736 | 70199199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/2045 |  | 16638 | 12761865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2054 |  | 2585 | 2448884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/2055 |  | 75018 | 74042181 |
|  U.S. Treasury Notes<br>0.625%, 11/30/2027 |  | 51826 | 49119115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/31/2028 |  | 188151 | 178434295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 11/30/2027 |  | 1010 | 1008185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2030 |  | 46288 | 46056958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/31/2030 |  | 108643 | 108303491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/2032 |  | 5393 | 5429866 |
|  |  |  | 708892160 |
|  Total Governments - Treasuries<br>(cost $3,059,817,002) |  |  | 2933371254 |
|  **CORPORATES - INVESTMENT GRADE – 24.0%** |  |  |  |
|  **Industrial – 10.7%** |  |  |  |
|  **Basic – 0.8%** |  |  |  |
|  Air Liquide Finance SA<br>Series E<br>3.375%, 05/29/2034<sup>(a)</sup> | EUR | 300 | 352047 |
|  Alpek SAB de CV<br>3.25%, 02/25/2031<sup>(a)</sup> | U.S.$| 200 | 169750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/18/2029<sup>(a)</sup> |  | 1496 | 1397358 |
|  Amcor Flexibles North America, Inc.<br>4.80%, 03/17/2028 |  | 137 | 138857 |
|  Amcor UK Finance PLC<br>3.20%, 11/17/2029 | EUR | 4692 | 5514378 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Anglo American Capital PLC<br>2.625%, 09/10/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 03/17/2031<sup>(a)</sup> |  | 316 | 291920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/05/2034<sup>(a)</sup> |  | 200 | 210021 |
|  AngloGold Ashanti Holdings PLC<br>3.375%, 11/01/2028 |  | 403 | 391192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/2030 |  | 208 | 199589 |
|  Antofagasta PLC<br>6.25%, 05/02/2034<sup>(a)</sup> |  | 460 | 493291 |
|  BHP Billiton Finance Ltd.<br>Series 17<br>1.50%, 04/29/2030<sup>(a)</sup> | EUR | 230 | 253275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.18%, 09/04/2031<sup>(a)</sup> |  | 360 | 420434 |
|  BHP Billiton Finance USA Ltd.<br>4.125%, 02/24/2042 | U.S.$| 468 | 405861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/30/2043 |  | 392 | 373878 |
|  Celulosa Arauco y Constitucion SA<br>5.50%, 04/30/2049<sup>(a)</sup> |  | 260 | 232388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 05/05/2032<sup>(a)</sup> |  | 240 | 247548 |
|  Dow Chemical Co. (The)<br>4.80%, 01/15/2031 |  | 57 | 56668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/30/2048 |  | 435 | 382350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/15/2036 |  | 57 | 56789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 05/15/2053 |  | 67 | 68788 |
|  Freeport Indonesia PT<br>4.76%, 04/14/2027<sup>(a)</sup> |  | 320 | 320800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.315%, 04/14/2032<sup>(a)</sup> |  | 204 | 207618 |
|  Freeport-McMoRan, Inc.<br>4.25%, 03/01/2030 |  | 420 | 416689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/2043 |  | 220 | 213250 |
|  Fresnillo PLC<br>4.25%, 10/02/2050<sup>(a)</sup> |  | 240 | 191700 |
|  Glencore Capital Finance DAC<br>Series E<br>3.75%, 02/04/2032<sup>(a)</sup> | EUR | 16025 | 18991802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/29/2031<sup>(a)</sup> |  | 665 | 805837 |
|  Gold Fields Orogen Holdings BVI Ltd.<br>6.125%, 05/15/2029<sup>(a)</sup> | U.S.$| 200 | 210250 |
|  Industrias Penoles SAB de CV<br>4.75%, 08/06/2050<sup>(a)</sup> |  | 230 | 192338 |
|  Inversiones CMPC SA<br>3.00%, 04/06/2031<sup>(a)</sup> |  | 210 | 187186 |
|  LYB International Finance III LLC<br>5.125%, 01/15/2031 |  | 56 | 56231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 01/15/2036 |  | 269 | 267852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/15/2035 |  | 12 | 12318 |
|  Ma'aden Sukuk Ltd.<br>5.50%, 02/13/2035<sup>(a)</sup> |  | 262 | 271347 |
|  MEGlobal BV<br>2.625%, 04/28/2028<sup>(a)</sup> |  | 260 | 249600 |
|  Mondi Finance PLC<br>Series E<br>3.75%, 05/31/2032<sup>(a)</sup> | EUR | 231 | 272977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/18/2033<sup>(a)</sup> |  | 353 | 411922 |
|  Newmont Corp./Newcrest Finance Pty Ltd.<br>5.35%, 03/15/2034 | U.S.$| 507 | 531146 |
|  Nexa Resources SA<br>6.75%, 04/09/2034<sup>(a)</sup> |  | 230 | 246055 |
|  OCP SA<br>6.70%, 03/01/2036<sup>(a)</sup> |  | 240 | 256874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/02/2054<sup>(a)</sup> |  | 270 | 298345 |
|  Orbia Advance Corp. SAB de CV<br>6.80%, 05/13/2030<sup>(a)</sup> |  | 10689 | 10539354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/13/2035<sup>(a)</sup> |  | 768 | 745045 |
|  POSCO<br>5.75%, 01/17/2028<sup>(a)</sup> |  | 200 | 205980 |
|  SIG Combibloc PurchaseCo SARL<br>3.75%, 03/19/2030<sup>(a)</sup> | EUR | 100 | 118893 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  SKF AB<br>3.125%, 09/14/2028<sup>(a)</sup> | EUR | 369 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436341 |
|  Smurfit Kappa Treasury ULC<br>3.49%, 11/24/2031 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 | 1514349 |
|  SNF Group SACA<br>3.125%, 03/15/2027<sup>(a)</sup> | U.S.$| 1664 | 1636381 |
|  Sociedad Quimica y Minera de Chile SA<br>5.50%, 09/10/2034<sup>(a)</sup> |  | 550 | 555792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/07/2033<sup>(a)</sup> |  | 250 | 270428 |
|  Steel Dynamics, Inc.<br>4.00%, 12/15/2028 |  | 56 | 55944 |
|  Suzano Austria GmbH<br>3.125%, 01/15/2032 |  | 300 | 267618 |
|  Vale Overseas Ltd.<br>6.00%, 02/25/2056<sup>(a)</sup> |  | 355 | 354219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/12/2033 |  | 200 | 213754 |
|  |  |  | 53478070 |
|  **Capital Goods – 0.5%** |  |  |  |
|  3M Co.<br>2.375%, 08/26/2029 |  | 786 | 741186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 10/15/2027 |  | 752 | 739325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/15/2030 |  | 71 | 67838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/01/2029 |  | 180 | 176409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.75%, 05/15/2030 | EUR | 597 | 664207 |
|  ABB Finance BV<br>Series E<br>3.375%, 01/15/2034<sup>(a)</sup> |  | 209 | 245288 |
|  BAE Systems PLC<br>5.00%, 03/26/2027<sup>(a)</sup> | U.S.$| 679 | 687334 |
|  Boeing Co. (The)<br>3.25%, 02/01/2028 |  | 99 | 97328 |
|  Bouygues SA<br>4.625%, 06/07/2032<sup>(a)</sup> | EUR | 100 | 125492 |
|  Carrier Global Corp.<br>4.125%, 05/29/2028 |  | 247 | 298901 |
|  Caterpillar Financial Services Corp.<br>3.95%, 11/14/2028 | U.S.$| 319 | 319673 |
|  Caterpillar, Inc.<br>4.75%, 05/15/2064 |  | 774 | 681458 |
|  CNH Industrial Capital LLC<br>4.55%, 04/10/2028 |  | 674 | 678703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 04/20/2029 |  | 177 | 180894 |
|  CNH Industrial Finance Europe SA<br>Series E<br>1.75%, 03/25/2027<sup>(a)</sup> | EUR | 100 | 116465 |
|  CNH Industrial NV<br>Series E<br>3.75%, 06/11/2031<sup>(a)</sup> |  | 359 | 427364 |
|  CRH America Finance, Inc.<br>4.40%, 02/09/2031 | U.S.$| 58 | 58033 |
|  CRH SMW Finance DAC<br>5.125%, 01/09/2030 |  | 673 | 694223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/21/2029 |  | 666 | 687849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.00%, 07/11/2027<sup>(a)</sup> | EUR | 190 | 228096 |
|  Eaton Capital ULC<br>4.45%, 05/09/2030 | U.S.$| 228 | 230595 |
|  FCC Servicios Medio Ambiente Holding SA<br>3.715%, 10/08/2031<sup>(a)</sup> | EUR | 100 | 117548 |
|  General Electric Co.<br>Series E<br>4.125%, 09/19/2035<sup>(a)</sup> |  | 153 | 187210 |
|  Heraeus Finance GmbH<br>2.625%, 06/09/2027<sup>(a)</sup> |  | 100 | 117076 |
|  John Deere Financial Ltd.<br>5.05%, 06/28/2029 | AUD | 12710 | 8513445 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Johnson Controls International PLC/Tyco Fire & Security Finance SCA<br>0.375%, 09/15/2027 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/2028 |  | 502 | 593425 |
|  L3Harris Technologies, Inc.<br>5.40%, 01/15/2027 | U.S.$| 453 | 459513 |
|  Metso Oyj<br>Series E<br>0.875%, 05/26/2028<sup>(a)</sup> | EUR | 179 | 201573 |
|  Northrop Grumman Corp.<br>3.25%, 01/15/2028 | U.S.$| 754 | 743985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/2034 |  | 417 | 422668 |
|  Parker-Hannifin Corp.<br>2.90%, 03/01/2030 | EUR | 8422 | 9840984 |
|  RTX Corp.<br>2.15%, 05/18/2030 |  | 647 | 732343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/2027 | U.S.$| 548 | 545258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2029 |  | 600 | 627549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 03/15/2054 |  | 134 | 147490 |
|  Siemens Financieringsmaatschappij NV<br>3.625%, 02/24/2043<sup>(a)</sup> | EUR | 500 | 553409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 02/22/2044<sup>(a)</sup> |  | 100 | 110180 |
|  Smiths Group PLC<br>Series E<br>2.00%, 02/23/2027<sup>(a)</sup> |  | 203 | 237063 |
|  Stanley Black & Decker, Inc.<br>4.25%, 11/15/2028 | U.S.$| 641 | 641882 |
|  UltraTech Cement Ltd.<br>2.80%, 02/16/2031<sup>(a)</sup> |  | 210 | 192373 |
|  Veralto Corp.<br>4.15%, 09/19/2031 | EUR | 521 | 634860 |
|  |  |  | 33879770 |
|  **Communications - Media – 0.5%** |  |  |  |
|  Comcast Corp.<br>2.94%, 11/01/2056 | U.S.$| 608 | 341914 |
|  Cox Communications, Inc.<br>5.80%, 12/15/2053<sup>(a)</sup> |  | 775 | 661939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/01/2054<sup>(a)</sup> |  | 285 | 249753 |
|  Grupo Televisa SAB<br>4.625%, 01/30/2026 |  | 200 | 199078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/13/2045 |  | 270 | 179550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 01/15/2040 |  | 350 | 304920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 03/11/2032 |  | 231 | 244452 |
|  Informa PLC<br>Series E<br>3.375%, 06/09/2031<sup>(a)</sup> | EUR | 124 | 145348 |
|  Meta Platforms, Inc.<br>4.45%, 08/15/2052 | U.S.$| 61 | 49692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/2062 |  | 1572 | 1268590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/15/2045 |  | 291 | 282831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/2064 |  | 689 | 640033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2063 |  | 753 | 723592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 19011 | 18160829 |
|  Paramount Global<br>4.375%, 03/15/2043 |  | 12 | 8354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/2045 |  | 417 | 290004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/2044 |  | 131 | 94325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/2031 |  | 589 | 565342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/19/2050 |  | 751 | 528990 |
|  Prosus NV<br>3.68%, 01/21/2030<sup>(a)</sup> |  | 792 | 758340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 02/08/2051<sup>(a)</sup> |  | 1120 | 749405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 01/19/2052<sup>(a)</sup> |  | 380 | 302457 |
|  TDF Infrastructure SASU<br>5.625%, 07/21/2028<sup>(a)</sup> | EUR | 400 | 494730 |
|  Tencent Holdings Ltd.<br>2.39%, 06/03/2030<sup>(a)</sup> | U.S.$| 510 | 476636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 04/22/2031<sup>(a)</sup> |  | 200 | 188530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>3.10%, 09/23/2055<sup>(a)</sup> | CNH | 28900 | 4184323 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Time Warner Cable Enterprises LLC<br>8.375%, 07/15/2033 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415530 |
|  Time Warner Cable LLC<br>5.25%, 07/15/2042 | GBP | 100 | 113367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/2041 | U.S.$| 150 | 131579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/2039 |  | 355 | 359023 |
|  |  |  | 33113456 |
|  **Communications - Telecommunications – 0.5%** |  |  |  |
|  America Movil SAB de CV<br>6.125%, 11/15/2037 |  | 200 | 215188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/30/2040 |  | 300 | 319593 |
|  AT&T, Inc.<br>2.30%, 06/01/2027 |  | 393 | 384173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/19/2028<sup>(a)</sup> | AUD | 6050 | 4000652 |
|  Axiata SPV2 Bhd<br>Series E<br>2.16%, 08/19/2030<sup>(a)</sup> | U.S.$| 200 | 180918 |
|  Bell Telephone Co. of Canada or Bell Canada<br>3.00%, 03/17/2031 | CAD | 714 | 502020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/10/2032 |  | 10096 | 8077368 |
|  Global Switch Holdings Ltd.<br>Series E<br>2.25%, 05/31/2027<sup>(a)</sup> | EUR | 546 | 636134 |
|  Ooredoo International Finance Ltd.<br>2.625%, 04/08/2031<sup>(a)</sup> | U.S.$| 420 | 387265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/10/2034<sup>(a)</sup> |  | 200 | 200063 |
|  PLDT, Inc.<br>2.50%, 01/23/2031<sup>(a)</sup> |  | 200 | 182750 |
|  SES SA<br>Series E<br>4.125%, 06/24/2030<sup>(a)</sup> | EUR | 166 | 195465 |
|  SingTel Group Treasury Pte. Ltd.<br>Series E<br>2.375%, 08/28/2029<sup>(a)</sup> | U.S.$| 290 | 273769 |
|  TDC Net A/S<br>Series E<br>5.06%, 05/31/2028<sup>(a)</sup> | EUR | 111 | 135871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 02/06/2030<sup>(a)</sup> |  | 237 | 297251 |
|  Telefonica Emisiones SA<br>4.10%, 03/08/2027 | U.S.$| 150 | 149922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.055%, 01/24/2036<sup>(a)</sup> | EUR | 400 | 466629 |
|  TELUS Corp.<br>3.40%, 05/13/2032 | U.S.$| 521 | 480605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/18/2031 | CAD | 762 | 583424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/09/2056 | U.S.$| 4722 | 4720382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/2055 |  | 303 | 315144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series CAG<br>5.25%, 11/15/2032 | CAD | 10638 | 8240167 |
|  Verizon Communications, Inc.<br>Series 20Y<br>2.875%, 01/15/2038 | EUR | 263 | 274435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/17/2027<sup>(a)</sup> | AUD | 5520 | 3675016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2033 | U.S.$| 56 | 55958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/30/2055 |  | 56 | 55363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/30/2065 |  | 56 | 55332 |
|  Vodafone Group PLC<br>Series E<br>6.375%, 07/03/2050<sup>(a)</sup> | GBP | 100 | 137470 |
|  |  |  | 35198327 |
|  **Consumer Cyclical - Automotive – 0.9%** |  |  |  |
|  American Honda Finance Corp.<br>3.50%, 06/27/2031 | EUR | 349 | 409911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.50%, 10/19/2027 | GBP | 100 | 128357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/23/2031 | EUR | 528 | 625968 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Aptiv Swiss Holdings Ltd.<br>4.25%, 06/11/2036 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299273 |
|  BorgWarner, Inc.<br>1.00%, 05/19/2031 |  | 640 | 661465 |
|  Ford Credit Canada Co./Canada<br>6.38%, 11/10/2028 | CAD | 12312 | 9437440 |
|  Ford Motor Credit Co. LLC<br>3.815%, 11/02/2027 | U.S.$| 676 | 665765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 08/03/2027 | EUR | 557 | 673764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 05/03/2029 | U.S.$| 1311 | 1313535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 10/31/2035<sup>(b)</sup> |  | 536 | 529480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/12/2028 |  | 200 | 208671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 03/06/2030 |  | 4309 | 4624689 |
|  General Motors Financial Co., Inc.<br>2.40%, 04/10/2028 |  | 1120 | 1078264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/06/2029 |  | 2587 | 2628130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 07/15/2029 |  | 4741 | 4914702 |
|  General Motors Financial of Canada Ltd.<br>5.10%, 07/14/2028 | CAD | 2944 | 2230317 |
|  Hyundai Capital America<br>2.375%, 10/15/2027<sup>(a)</sup> | U.S.$| 300 | 290917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/18/2028<sup>(a)</sup> |  | 58 | 57984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/18/2030<sup>(a)</sup> |  | 4746 | 4738350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/01/2027<sup>(a)</sup> |  | 167 | 169119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/27/2030<sup>(a)</sup> |  | 78 | 79844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/08/2027<sup>(a)</sup> |  | 4163 | 4207346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 06/26/2028<sup>(a)</sup> |  | 6331 | 6534166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/21/2028<sup>(a)</sup> |  | 59 | 61722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/16/2029<sup>(a)</sup> |  | 147 | 155532 |
|  Hyundai Capital Services, Inc.<br>5.125%, 02/05/2029<sup>(a)</sup> |  | 320 | 326531 |
|  Lear Corp.<br>3.80%, 09/15/2027 |  | 704 | 700525 |
|  Stellantis NV<br>Series E<br>0.75%, 01/18/2029<sup>(a)</sup> | EUR | 395 | 431595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/16/2031<sup>(a)</sup> |  | 300 | 359225 |
|  Toyota Finance Australia Ltd.<br>4.65%, 09/17/2029 | AUD | 12010 | 7951345 |
|  VW Credit Canada, Inc.<br>3.81%, 11/19/2030 | CAD | 350 | 253816 |
|  |  |  | 56747748 |
|  **Consumer Cyclical - Entertainment – 0.1%** |  |  |  |
|  Polaris, Inc.<br>5.60%, 03/01/2031 | U.S.$| 4299 | 4344832 |
|  Universal Music Group NV<br>Series E<br>4.00%, 06/13/2031<sup>(a)</sup> | EUR | 342 | 413276 |
|  |  |  | 4758108 |
|  **Consumer Cyclical - Other – 0.5%** |  |  |  |
|  Flutter Treasury DAC<br>4.00%, 06/04/2031<sup>(a)</sup> |  | 5593 | 6549482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/04/2031<sup>(a)</sup> | U.S.$| 693 | 702999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/04/2031<sup>(a)</sup> | GBP | 2982 | 4053964 |
|  GENM Capital Labuan Ltd.<br>3.88%, 04/19/2031<sup>(a)</sup> | U.S.$| 8903 | 8059975 |
|  Gohl Capital Ltd.<br>4.25%, 01/24/2027<sup>(a)</sup> |  | 290 | 287462 |
|  IHG Finance LLC<br>Series E<br>3.625%, 09/27/2031<sup>(a)</sup> | EUR | 202 | 238096 |
|  JH North America Holdings, Inc.<br>5.875%, 01/31/2031<sup>(a)</sup> | U.S.$| 3992 | 4077982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 07/31/2032<sup>(a)</sup> |  | 65 | 66687 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Kingspan Securities Ireland DAC<br>Series E<br>3.50%, 10/31/2031<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155118 |
|  Las Vegas Sands Corp.<br>3.90%, 08/08/2029 | U.S.$| 410 | 399413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 06/01/2027 |  | 284 | 289430 |
|  Sands China Ltd.<br>2.85%, 03/08/2029<sup>(b)</sup> |  | 277 | 262132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/08/2031<sup>(b)</sup> |  | 450 | 415372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/18/2030<sup>(b)</sup> |  | 499 | 491583 |
|  Sekisui House US, Inc.<br>6.00%, 01/15/2043 |  | 5890 | 5507772 |
|  |  |  | 31557467 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Alimentation Couche-Tard, Inc.<br>3.65%, 05/12/2031<sup>(a)</sup> | EUR | 204 | 243487 |
|  AutoNation, Inc.<br>4.45%, 01/15/2029 | U.S.$| 3942 | 3953143 |
|  CK Hutchison International 21 Ltd.<br>2.50%, 04/15/2031<sup>(a)</sup> |  | 460 | 419889 |
|  Dollarama, Inc.<br>5.53%, 09/26/2028 | CAD | 231 | 177809 |
|  El Puerto de Liverpool SAB de CV<br>6.66%, 01/22/2037<sup>(a)</sup> | U.S.$| 200 | 214980 |
|  Genuine Parts Co.<br>4.95%, 08/15/2029 |  | 683 | 694420 |
|  Home Depot, Inc. (The)<br>5.30%, 06/25/2054 |  | 293 | 280475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/25/2064 |  | 213 | 203761 |
|  Lowe's Cos., Inc.<br>3.95%, 10/15/2027 |  | 323 | 323283 |
|  Ralph Lauren Corp.<br>5.00%, 06/15/2032 |  | 508 | 522168 |
|  Tapestry, Inc.<br>5.50%, 03/11/2035 |  | 673 | 688612 |
|  Target Corp.<br>7.00%, 01/15/2038 |  | 639 | 746944 |
|  |  |  | 8468971 |
|  **Consumer Non-Cyclical – 1.9%** |  |  |  |
|  Altria Group, Inc.<br>2.45%, 02/04/2032 |  | 746 | 660015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/15/2031 | EUR | 12911 | 14971456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 02/06/2035 | U.S.$| 500 | 519819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/14/2049 |  | 680 | 680344 |
|  Asahi Group Holdings Ltd.<br>0.34%, 04/19/2027<sup>(a)</sup> | EUR | 337 | 385029 |
|  BAT Capital Corp.<br>4.625%, 03/22/2033 | U.S.$| 114 | 113215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 08/02/2053 |  | 561 | 636720 |
|  BAT International Finance PLC<br>Series E<br>2.25%, 01/16/2030<sup>(a)</sup> | EUR | 143 | 162255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/12/2032<sup>(a)</sup> |  | 11373 | 13725505 |
|  BAT Netherlands Finance BV<br>Series E<br>5.375%, 02/16/2031<sup>(a)</sup> |  | 300 | 383934 |
|  Baxter International, Inc.<br>1.915%, 02/01/2027 | U.S.$| 239 | 233258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.54%, 02/01/2032 |  | 287 | 250110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/2029 |  | 32 | 32082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/2030 |  | 56 | 56374 |
|  Bayer US Finance LLC<br>6.375%, 11/21/2030<sup>(a)</sup> |  | 267 | 285545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/21/2033<sup>(a)</sup> |  | 559 | 605252 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Bayer US Finance II LLC<br>4.375%, 12/15/2028<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398399 |
|  Bimbo Bakeries USA, Inc.<br>5.375%, 01/09/2036<sup>(a)</sup> |  | 200 | 203076 |
|  BMS Ireland Capital Funding DAC<br>3.36%, 11/10/2033 | EUR | 191 | 221943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 11/10/2055 |  | 130 | 149153 |
|  British American Tobacco PLC<br>Series NC8<br>3.75%, 06/27/2029<sup>(a) (c)</sup> |  | 477 | 557825 |
|  Cardinal Health, Inc.<br>3.41%, 06/15/2027 | U.S.$| 747 | 741359 |
|  Cargill, Inc.<br>3.875%, 04/24/2030<sup>(a)</sup> | EUR | 5792 | 7038134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/23/2030<sup>(a)</sup> | U.S.$| 374 | 372431 |
|  Cencora, Inc.<br>3.45%, 12/15/2027 |  | 683 | 677096 |
|  Cencosud SA<br>4.375%, 07/17/2027<sup>(a)</sup> |  | 230 | 230000 |
|  Cia Cervecerias Unidas SA<br>3.35%, 01/19/2032<sup>(a)</sup> |  | 200 | 180410 |
|  Coca-Cola Co. (The)<br>1.25%, 03/08/2031 | EUR | 170 | 183392 |
|  CommonSpirit Health<br>4.35%, 09/01/2030 | U.S.$| 3378 | 3365845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 12/01/2034 |  | 14313 | 14588034 |
|  DENTSPLY SIRONA, Inc.<br>3.25%, 06/01/2030 |  | 711 | 656992 |
|  Edwards Lifesciences Corp.<br>4.30%, 06/15/2028 |  | 399 | 401491 |
|  Electrolux AB<br>Series E<br>4.50%, 09/29/2028<sup>(a)</sup> | EUR | 389 | 472138 |
|  Eli Lilly & Co.<br>4.15%, 03/15/2059 | U.S.$| 79 | 62686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/09/2064 |  | 130 | 119921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 08/14/2064 |  | 596 | 561083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/12/2065 |  | 633 | 634977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 10/15/2065 |  | 57 | 57519 |
|  GE HealthCare Technologies, Inc.<br>4.15%, 12/15/2028 |  | 58 | 58166 |
|  General Mills, Inc.<br>3.60%, 04/17/2032 | EUR | 13835 | 16330048 |
|  Haleon US Capital LLC<br>3.375%, 03/24/2029 | U.S.$| 717 | 700048 |
|  HCA, Inc.<br>4.30%, 11/15/2030 |  | 128 | 127509 |
|  Illumina, Inc.<br>4.75%, 12/12/2030 |  | 56 | 56556 |
|  Imperial Brands Finance PLC<br>4.50%, 06/30/2028<sup>(a)</sup> |  | 4522 | 4560838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/01/2034<sup>(a)</sup> |  | 385 | 403080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.875%, 02/12/2034<sup>(a)</sup> | EUR | 191 | 220776 |
|  Indofood CBP Sukses Makmur Tbk PT<br>3.40%, 06/09/2031<sup>(a)</sup> | U.S.$| 490 | 459375 |
|  JDE Peet's NV<br>Series E<br>0.50%, 01/16/2029<sup>(a)</sup> | EUR | 228 | 247964 |
|  Johnson & Johnson<br>3.70%, 02/26/2055 |  | 100 | 106709 |
|  JT International Financial Services BV<br>Series E<br>2.75%, 09/28/2033<sup>(a)</sup> | GBP | 100 | 114872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/17/2035<sup>(a)</sup> | EUR | 152 | 179800 |
|  Kenvue, Inc.<br>5.05%, 03/22/2053 | U.S.$| 751 | 685251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/22/2063 |  | 742 | 673942 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Keurig Dr. Pepper, Inc.<br>3.95%, 04/15/2029 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/2029 |  | 393 | 401483 |
|  Loblaw Cos. Ltd.<br>6.54%, 02/17/2033<sup>(a)</sup> | CAD | 3182 | 2634568 |
|  Louis Dreyfus Co. Finance BV<br>3.50%, 10/22/2031<sup>(a)</sup> | EUR | 159 | 185526 |
|  McKesson Corp.<br>4.65%, 05/30/2030 | U.S.$| 401 | 407991 |
|  Medtronic Global Holdings SCA<br>0.75%, 10/15/2032 | EUR | 128 | 127080 |
|  Merck & Co., Inc.<br>3.85%, 03/15/2029 | U.S.$| 272 | 272005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/2031 |  | 58 | 57822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/04/2032 |  | 58 | 58109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/04/2035 |  | 58 | 57879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/17/2053 |  | 679 | 624426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/17/2063 |  | 804 | 739158 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/2046 |  | 58 | 57926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 12/04/2055 |  | 58 | 57327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/04/2065 |  | 214 | 211993 |
|  Molson Coors Beverage Co.<br>3.80%, 06/15/2032 | EUR | 224 | 266673 |
|  Nestle Finance International Ltd.<br>Series E<br>2.80%, 05/29/2035<sup>(a)</sup> | CNH | 34880 | 5015645 |
|  Pfizer, Inc.<br>5.60%, 11/15/2055 | U.S.$| 56 | 55533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2065 |  | 56 | 55191 |
|  Philip Morris International, Inc.<br>1.75%, 11/01/2030 |  | 734 | 654120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/30/2030 |  | 433 | 435727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 11/17/2027 |  | 284 | 290173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/17/2029 |  | 32 | 33646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/07/2033 |  | 267 | 283160 |
|  Reckitt Benckiser Treasury Services PLC<br>3.00%, 06/26/2027<sup>(a)</sup> |  | 494 | 487215 |
|  Roche Holdings, Inc.<br>4.075%, 12/02/2030<sup>(a)</sup> |  | 532 | 530571 |
|  Saputo, Inc.<br>5.49%, 11/20/2030 | CAD | 20702 | 16227888 |
|  Sudzucker International Finance BV<br>4.125%, 01/29/2032<sup>(a)</sup> | EUR | 353 | 418783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/31/2027<sup>(a)</sup> |  | 200 | 242278 |
|  Sysco Corp.<br>5.10%, 09/23/2030 | U.S.$| 299 | 308532 |
|  Thermo Fisher Scientific Finance I BV<br>3.63%, 12/01/2035 | EUR | 325 | 380589 |
|  Utah Acquisition Sub, Inc.<br>5.25%, 06/15/2046 | U.S.$| 185 | 152180 |
|  Viatris, Inc.<br>3.85%, 06/22/2040 |  | 331 | 254016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/22/2050 |  | 1084 | 722220 |
|  |  |  | 123342620 |
|  **Energy – 2.0%** |  |  |  |
|  Adnoc Murban Rsc Ltd.<br>5.125%, 09/11/2054<sup>(a)</sup> |  | 200 | 188080 |
|  Antero Midstream Partners LP/Antero Midstream Finance Corp.<br>5.375%, 06/15/2029<sup>(a)</sup> |  | 303 | 303153 |
|  APA Infrastructure Ltd.<br>Series E<br>0.75%, 03/15/2029<sup>(a)</sup> | EUR | 100 | 109709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 07/15/2030<sup>(a)</sup> |  | 352 | 393288 |
|  Boardwalk Pipelines LP<br>4.80%, 05/03/2029 | U.S.$| 733 | 741983 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  BP Capital Markets PLC<br>3.25%, 03/22/2026<sup>(a) (c)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/22/2029<sup>(a) (c)</sup> |  | 8895 | 10453235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/22/2027<sup>(a) (c)</sup> | GBP | 486 | 648613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/28/2029<sup>(a)</sup> | AUD | 9360 | 6209871 |
|  Canadian Natural Resources Ltd.<br>3.85%, 06/01/2027 | U.S.$| 140 | 139637 |
|  Cenovus Energy, Inc.<br>4.65%, 03/20/2031 |  | 4582 | 4569284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/20/2036 |  | 4719 | 4713368 |
|  Colonial Enterprises, Inc.<br>5.63%, 11/15/2035<sup>(a)</sup> |  | 208 | 209843 |
|  ConocoPhillips Co.<br>4.025%, 03/15/2062 |  | 210 | 152770 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(a)</sup> |  | 2050 | 1788101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/2028 |  | 204 | 203519 |
|  DCC Group Finance Ireland DAC<br>Series E<br>4.375%, 06/27/2031<sup>(a)</sup> | EUR | 531 | 640874 |
|  Enbridge, Inc.<br>5.30%, 04/05/2029 | U.S.$| 282 | 290726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 11/09/2032 | CAD | 16978 | 13753989 |
|  Eni SpA<br>5.75%, 05/19/2035<sup>(a)</sup> | U.S.$| 2613 | 2738713 |
|  Enterprise Products Operating LLC<br>5.20%, 01/15/2036 |  | 366 | 372507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.25%, 08/16/2077 |  | 96 | 95729 |
|  EOG Resources, Inc.<br>5.65%, 12/01/2054 |  | 199 | 195085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/15/2055 |  | 296 | 302046 |
|  EQT Corp.<br>4.50%, 01/15/2029 |  | 5952 | 5961918 |
|  Greensaif Pipelines Bidco SARL<br>5.85%, 02/23/2036<sup>(a)</sup> |  | 200 | 209086 |
|  Hanwha Energy USA Holdings Corp.<br>4.375%, 07/02/2028<sup>(a)</sup> |  | 250 | 252352 |
|  Harbour Energy PLC<br>6.33%, 04/01/2035<sup>(a)</sup> |  | 149 | 151265 |
|  Kinder Morgan, Inc.<br>2.25%, 03/16/2027 | EUR | 333 | 390034 |
|  ONEOK Partners LP<br>6.65%, 10/01/2036 | U.S.$| 5550 | 6044115 |
|  ONEOK, Inc.<br>5.40%, 10/15/2035 |  | 8912 | 9009682 |
|  ORLEN SA<br>6.00%, 01/30/2035<sup>(a)</sup> |  | 380 | 399950 |
|  Ovintiv, Inc.<br>7.375%, 11/01/2031 |  | 461 | 514434 |
|  Phillips 66<br>5.875%, 05/01/2042 |  | 737 | 745720 |
|  Pluspetrol Camisea SA/Pluspetrol Lote 56 SA<br>6.24%, 07/03/2036<sup>(a)</sup> |  | 230 | 243766 |
|  Qatarenergy LNG S3<br>5.84%, 09/30/2027<sup>(a)</sup> |  | 185 | 187472 |
|  Raizen Fuels Finance SA<br>5.70%, 01/17/2035<sup>(a)</sup> |  | 220 | 170796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/08/2032<sup>(a)</sup> |  | 1017 | 854507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/05/2034<sup>(a)</sup> |  | 5285 | 4345048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(a)</sup> |  | 3880 | 3165948 |
|  Reliance Industries Ltd.<br>3.625%, 01/12/2052<sup>(a)</sup> |  | 300 | 220560 |
|  Santos Finance Ltd.<br>5.75%, 11/13/2035<sup>(a)</sup> |  | 375 | 373965 |
|  Saudi Arabian Oil Co.<br>2.25%, 11/24/2030<sup>(a)</sup> |  | 1100 | 993966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/24/2050<sup>(a)</sup> |  | 410 | 273007 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/16/2039<sup>(a)</sup> |  | 330 | 299429 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/17/2054<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/17/2064<sup>(a)</sup> |  | 280 | 271950 |
|  Shell Finance US, Inc.<br>4.125%, 11/06/2030 |  | 57 | 56998 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/06/2036 |  | 57 | 56877 |
|  Suncor Energy, Inc.<br>4.34%, 09/13/2046 | CAD | 474 | 306859 |
|  Targa Resources Corp.<br>4.35%, 01/15/2029 | U.S.$| 348 | 348871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/2030 |  | 95 | 96856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 08/15/2035 |  | 302 | 309370 |
|  Tengizchevroil Finance Co. International Ltd.<br>3.25%, 08/15/2030<sup>(a)</sup> |  | 280 | 259176 |
|  Tennessee Gas Pipeline Co. LLC<br>2.90%, 03/01/2030<sup>(a)</sup> |  | 250 | 235901 |
|  Terega SASU<br>0.625%, 02/27/2028<sup>(a)</sup> | EUR | 100 | 112062 |
|  Thaioil Treasury Center Co., Ltd.<br>2.50%, 06/18/2030<sup>(a)</sup> | U.S.$| 330 | 298970 |
|  TotalEnergies Capital International SA<br>Series E<br>1.66%, 07/22/2026<sup>(a)</sup> | GBP | 300 | 399405 |
|  TotalEnergies Capital SA<br>5.425%, 09/10/2064 | U.S.$| 671 | 630441 |
|  TotalEnergies SE<br>2.00%, 01/17/2027<sup>(a) (c)</sup> | EUR | 11880 | 13772033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.12%, 11/19/2029<sup>(a) (c)</sup> |  | 548 | 656736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series NC7<br>1.625%, 10/25/2027<sup>(a) (c)</sup> |  | 1650 | 1879009 |
|  TransCanada PipeLines Ltd.<br>5.33%, 05/12/2032 | CAD | 227 | 177088 |
|  Transportadora de Gas del Peru SA<br>4.25%, 04/30/2028<sup>(a)</sup> | U.S.$| 120 | 119626 |
|  Transportadora de Gas Internacional SA ESP<br>5.55%, 11/01/2028<sup>(a)</sup> |  | 200 | 202477 |
|  Var Energi ASA<br>6.50%, 05/22/2035<sup>(a)</sup> |  | 3927 | 4156863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(a)</sup> |  | 6774 | 7171841 |
|  Venture Global Calcasieu Pass LLC<br>3.875%, 08/15/2029<sup>(a)</sup> |  | 274 | 257369 |
|  Williams Cos., Inc. (The)<br>3.75%, 06/15/2027 |  | 412 | 410335 |
|  Wintershall Dea Finance BV<br>1.82%, 09/25/2031<sup>(a)</sup> | EUR | 12200 | 12705724 |
|  Woodside Finance Ltd.<br>5.40%, 05/19/2030 | U.S.$| 75 | 77111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/19/2035 |  | 194 | 202362 |
|  |  |  | 133776521 |
|  **Other Industrial – 0.0%** |  |  |  |
|  Alfa Desarrollo SpA<br>4.55%, 09/27/2051<sup>(a)</sup> |  | 305 | 245179 |
|  CITIC Ltd.<br>Series E<br>2.85%, 02/25/2030<sup>(a)</sup> |  | 250 | 237565 |
|  LKQ Dutch Bond BV<br>4.125%, 03/13/2031 | EUR | 539 | 647568 |
|  Mitsui & Co., Ltd.<br>2.19%, 01/19/2027<sup>(a)</sup> | U.S.$| 677 | 664185 |
|  |  |  | 1794497 |
|  **Services – 0.8%** |  |  |  |
|  Alibaba Group Holding Ltd.<br>2.125%, 02/09/2031 |  | 430 | 389946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 11/28/2029<sup>(a)</sup> | CNH | 97910 | 14290023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/26/2035 | U.S.$| 200 | 208138 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Amazon.com, Inc.<br>2.70%, 06/03/2060 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/12/2061 |  | 133 | 85033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/13/2062 |  | 884 | 678726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/2057 |  | 845 | 678587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/20/2035 |  | 58 | 57758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/20/2055 |  | 695 | 679195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/20/2065 |  | 477 | 462776 |
|  Booking Holdings, Inc.<br>4.00%, 03/01/2044 | EUR | 156 | 169932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2031 |  | 3282 | 4084763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/2034 |  | 241 | 304085 |
|  Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV<br>8.50%, 01/15/2031<sup>(a)</sup> | GBP | 424 | 610109 |
|  eBay, Inc.<br>4.25%, 03/06/2029 | U.S.$| 57 | 57198 |
|  Fiserv Funding ULC<br>3.50%, 06/15/2032 | EUR | 10822 | 12453255 |
|  Global Payments, Inc.<br>4.50%, 11/15/2028 | U.S.$| 2555 | 2560213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2030 |  | 2974 | 2976770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/17/2031 | EUR | 8602 | 10524049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/15/2032 | U.S.$| 48 | 47991 |
|  Meituan<br>4.50%, 04/02/2028<sup>(a)</sup> |  | 200 | 200769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/05/2031<sup>(a)</sup> |  | 260 | 257134 |
|  MercadoLibre, Inc.<br>4.90%, 01/15/2033 |  | 350 | 346658 |
|  Moody's Corp.<br>3.25%, 01/15/2028 |  | 295 | 291159 |
|  Nexi SpA<br>Series E<br>3.875%, 05/21/2031<sup>(a)</sup> | EUR | 558 | 658775 |
|  S&P Global, Inc.<br>4.25%, 01/15/2031<sup>(a)</sup> | U.S.$| 214 | 214067 |
|  |  |  | 53908703 |
|  **Technology – 1.6%** |  |  |  |
|  Alphabet, Inc.<br>2.25%, 08/15/2060 |  | 1107 | 567466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/06/2029 | EUR | 5446 | 6370108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/06/2034 |  | 239 | 274194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/06/2044 |  | 274 | 313880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/06/2064 |  | 160 | 179276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/15/2035 | U.S.$| 155 | 155099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/2055 |  | 42 | 40252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/2065 |  | 1186 | 1115918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 |  | 7145 | 7040814 |
|  Amphenol Corp.<br>3.80%, 11/15/2027 |  | 58 | 57958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/2030 |  | 58 | 57700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/12/2028 |  | 55 | 55528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/15/2033 |  | 58 | 57390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2036 |  | 58 | 56876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/15/2054 |  | 175 | 169981 |
|  Apple, Inc.<br>2.55%, 08/20/2060 |  | 1292 | 720306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/08/2061 |  | 1128 | 661769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/05/2061 |  | 1044 | 617085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/08/2062 |  | 697 | 547502 |
|  Baidu, Inc.<br>2.375%, 08/23/2031 |  | 320 | 291878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 03/12/2030<sup>(a)</sup> | CNH | 47140 | 6853468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/12/2035<sup>(a)</sup> |  | 46220 | 6757908 |
|  Broadcom, Inc.<br>4.15%, 04/15/2032<sup>(a)</sup> | U.S.$| 377 | 368600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/2030 |  | 278 | 277768 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Cadence Design Systems, Inc.<br>4.20%, 09/10/2027 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/10/2029 |  | 204 | 204978 |
|  CDW LLC/CDW Finance Corp.<br>3.25%, 02/15/2029 |  | 436 | 419999 |
|  Cisco Systems, Inc.<br>4.85%, 02/26/2029 |  | 145 | 148895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/26/2034 |  | 591 | 608348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/26/2054 |  | 361 | 346223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/26/2064 |  | 759 | 719387 |
|  Constellation Software, Inc./Canada<br>5.16%, 02/16/2029<sup>(a)</sup> |  | 83 | 84563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.46%, 02/16/2034<sup>(a)</sup> |  | 683 | 688786 |
|  Dell International LLC/EMC Corp.<br>4.15%, 02/15/2029 |  | 375 | 374683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/2031 |  | 57 | 56967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/2028 |  | 78 | 79141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.35%, 07/15/2046 |  | 541 | 686937 |
|  DXC Capital Funding DAC<br>4.25%, 12/09/2030<sup>(a)</sup> | EUR | 1975 | 2320021 |
|  Fiserv, Inc.<br>2.65%, 06/01/2030 | U.S.$| 362 | 333811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/2049 |  | 853 | 669800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/24/2031 | EUR | 4609 | 5595009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 03/15/2031 | U.S.$| 674 | 691552 |
|  Fortive Corp.<br>3.70%, 08/15/2029 | EUR | 100 | 120031 |
|  Foundry JV Holdco LLC<br>5.90%, 01/25/2030<sup>(a)</sup> | U.S.$| 216 | 226041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 01/25/2033<sup>(a)</sup> |  | 6027 | 6312414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/25/2036<sup>(a)</sup> |  | 300 | 314160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 01/25/2032<sup>(a)</sup> |  | 1156 | 1224655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/25/2035<sup>(a)</sup> |  | 3565 | 3783199 |
|  Foxconn Far East Ltd.<br>Series E<br>2.50%, 10/28/2030<sup>(a)</sup> |  | 200 | 184011 |
|  Hewlett Packard Enterprise Co.<br>4.05%, 09/15/2027 |  | 57 | 57018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/25/2027 |  | 380 | 381989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/2054 |  | 698 | 647416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/15/2045<sup>(b)</sup> |  | 526 | 540174 |
|  Honeywell International, Inc.<br>0.75%, 03/10/2032 | EUR | 7272 | 7332756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.10%, 03/01/2027 | U.S.$| 410 | 397489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/15/2029 |  | 611 | 583088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/01/2030 | EUR | 100 | 118804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/17/2032 |  | 4468 | 5320792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/2029 | U.S.$| 488 | 491753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 02/15/2028 |  | 13 | 13274 |
|  HP, Inc.<br>3.00%, 06/17/2027 |  | 405 | 398849 |
|  Intel Corp.<br>3.75%, 03/25/2027 |  | 407 | 405209 |
|  International Business Machines Corp.<br>3.625%, 02/06/2031 | EUR | 140 | 167976 |
|  Juniper Networks, Inc.<br>3.75%, 08/15/2029 | U.S.$| 347 | 338821 |
|  Lam Research Corp.<br>1.90%, 06/15/2030 |  | 320 | 291209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/2029 |  | 192 | 192175 |
|  Lenovo Group Ltd.<br>3.42%, 11/02/2030<sup>(a)</sup> |  | 448 | 425694 |
|  Microsoft Corp.<br>2.675%, 06/01/2060 |  | 1335 | 765978 |
|  NVIDIA Corp.<br>3.50%, 04/01/2050 |  | 256 | 189839 |
|  Oracle Corp.<br>2.30%, 03/25/2028 |  | 257 | 245132 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 04/01/2027 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/2061 |  | 362 | 233348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/15/2055 |  | 332 | 229579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/03/2028 |  | 644 | 646926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/26/2032 |  | 833 | 804452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/26/2035 |  | 40 | 38398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/03/2032 |  | 34 | 33943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/15/2040 |  | 178 | 159488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 09/27/2054 |  | 5128 | 4153701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 02/06/2053 |  | 35 | 29120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/26/2045 |  | 57 | 51596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/26/2055 |  | 14288 | 12684188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/03/2055 |  | 379 | 334936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 09/26/2065 |  | 322 | 284321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 08/03/2065 |  | 136 | 120266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/15/2038 |  | 382 | 390203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 11/09/2052 |  | 539 | 533202 |
|  ServiceNow, Inc.<br>1.40%, 09/01/2030 |  | 779 | 686577 |
|  SK hynix, Inc.<br>6.50%, 01/17/2033<sup>(a)</sup> |  | 210 | 231756 |
|  TSMC Global Ltd.<br>1.375%, 09/28/2030<sup>(a)</sup> |  | 540 | 476334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/23/2031<sup>(a)</sup> |  | 790 | 716648 |
|  |  |  | 103180287 |
|  **Transportation - Airlines – 0.1%** |  |  |  |
|  Alaska Airlines 2020-1 Class A Pass Through Trust<br>4.80%, 08/15/2027<sup>(a)</sup> |  | 466 | 467841 |
|  AS Mileage Plan IP Ltd.<br>5.31%, 10/20/2031<sup>(a)</sup> |  | 173 | 174627 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.75%, 10/20/2028<sup>(a)</sup> |  | 730 | 734418 |
|  Southwest Airlines Co.<br>4.375%, 11/15/2028 |  | 4476 | 4484942 |
|  United Airlines 2020-1 Class A Pass Through Trust<br>Series 20-1<br>5.875%, 10/15/2027 |  | 399 | 408089 |
|  United Airlines, Inc.<br>4.375%, 04/15/2026<sup>(a)</sup> |  | 2341 | 2339672 |
|  |  |  | 8609589 |
|  **Transportation - Railroads – 0.1%** |  |  |  |
|  Burlington Northern Santa Fe LLC<br>5.55%, 03/15/2056 |  | 58 | 57270 |
|  Canadian National Railway Co.<br>3.60%, 08/01/2047 | CAD | 355 | 214882 |
|  East Japan Railway Co.<br>Series E<br>3.98%, 09/05/2032<sup>(a)</sup> | EUR | 100 | 122248 |
|  Guangzhou Metro Investment Finance BVI Ltd.<br>Series E<br>2.15%, 08/19/2028<sup>(a)</sup> | CNH | 5810 | 828649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/04/2028<sup>(a)</sup> |  | 14600 | 2082171 |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(a)</sup> | U.S.$| 367 | 355618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/05/2034<sup>(a)</sup> |  | 217 | 224896 |
|  MTR Corp., Ltd.<br>Series E<br>3.05%, 09/20/2054<sup>(a)</sup> | CNH | 40000 | 5957797 |
|  |  |  | 9843531 |
|  **Transportation - Services – 0.3%** |  |  |  |
|  Adani Ports & Special Economic Zone Ltd.<br>3.10%, 02/02/2031<sup>(a)</sup> | U.S.$| 520 | 461240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 02/02/2032<sup>(a)</sup> |  | 290 | 261090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/03/2029<sup>(a)</sup> |  | 200 | 193750 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Aeroporti di Roma SpA<br>Series E<br>4.875%, 07/10/2033<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249972 |
|  East Japan Railway Co.<br>Series E<br>4.11%, 02/22/2043<sup>(a)</sup> |  | 476 | 546973 |
|  Element Fleet Management Corp.<br>4.64%, 11/24/2030<sup>(a)</sup> | U.S.$| 56 | 56116 |
|  ENA Master Trust<br>4.00%, 05/19/2048<sup>(a)</sup> |  | 490 | 377040 |
|  FedEx Corp.<br>3.50%, 07/30/2032 | EUR | 188 | 219632 |
|  Heathrow Funding Ltd.<br>6.45%, 12/10/2031<sup>(a)</sup> | GBP | 10310 | 14941327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.875%, 01/16/2036<sup>(a)</sup> | EUR | 627 | 727425 |
|  HPHT Finance 21 Ltd.<br>2.00%, 03/19/2026<sup>(a)</sup> | U.S.$| 250 | 248843 |
|  Motability Operations Group PLC<br>Series E<br>3.875%, 01/24/2034<sup>(a)</sup> | EUR | 244 | 287493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/22/2037<sup>(a)</sup> |  | 100 | 116719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/17/2043<sup>(a)</sup> | GBP | 100 | 118143 |
|  Sats Treasury Pte. Ltd.<br>Series G<br>4.83%, 01/23/2029<sup>(a)</sup> | U.S.$| 200 | 203498 |
|  Sixt SE<br>Series E<br>5.125%, 10/09/2027<sup>(a)</sup> | EUR | 176 | 214898 |
|  |  |  | 19224159 |
|  |  |  | 710881824 |
|  **Financial Institutions – 10.7%** |  |  |  |
|  **Banking – 8.3%** |  |  |  |
|  Abanca Corp. Bancaria SA<br>Series E<br>8.375%, 09/23/2033<sup>(a)</sup> |  | 300 | 393229 |
|  ABN AMRO Bank NV<br>4.75%, 09/22/2027<sup>(a) (c)</sup> |  | 5200 | 6164219 |
|  AIB Group PLC<br>5.32%, 05/15/2031<sup>(a)</sup> | U.S.$| 1761 | 1819598 |
|  Ally Financial, Inc.<br>5.54%, 01/17/2031 |  | 4577 | 4683266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 05/15/2029 |  | 320 | 327963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 01/03/2030 |  | 1627 | 1725926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/2031 |  | 398 | 451664 |
|  American Express Co.<br>3.43%, 05/20/2032 | EUR | 7300 | 8622189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 10/24/2036 | U.S.$| 58 | 57333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 04/25/2036 |  | 386 | 407835 |
|  Banco Bilbao Vizcaya Argentaria SA<br>6.03%, 03/13/2035 |  | 3600 | 3835188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 11/15/2034 |  | 7400 | 8622328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>3.50%, 02/10/2027<sup>(a)</sup> | EUR | 400 | 474244 |
|  Banco de Credito del Peru SA<br>3.25%, 09/30/2031<sup>(a)</sup> | U.S.$| 510 | 503146 |
|  Banco de Sabadell SA<br>Series E<br>6.00%, 08/16/2033<sup>(a)</sup> | EUR | 300 | 374137 |
|  Banco Santander SA<br>1.72%, 09/14/2027 | U.S.$| 800 | 786534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/23/2028 |  | 600 | 595550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.175%, 03/24/2028 |  | 11800 | 11805614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/12/2028 |  | 600 | 603002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.365%, 07/15/2028 |  | 200 | 203802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.03%, 01/17/2035 |  | 200 | 214668 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.92%, 08/08/2033 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.625%, 06/24/2029<sup>(a)</sup> | EUR | 300 | 334429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/17/2027<sup>(a)</sup> | GBP | 100 | 131230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/09/2030<sup>(a)</sup> | EUR | 200 | 239395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/18/2031<sup>(a)</sup> |  | 200 | 252848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/23/2033<sup>(a)</sup> |  | 7000 | 8699576 |
|  Bangkok Bank PCL/Hong Kong<br>4.51%, 11/26/2030<sup>(a)</sup> | U.S.$| 497 | 498049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.025%, 03/15/2029<sup>(a)</sup> |  | 440 | 492998 |
|  Bank Hapoalim BM<br>3.255%, 01/21/2032<sup>(a)</sup> |  | 257 | 251441 |
|  Bank Leumi Le-Israel BM<br>3.275%, 01/29/2031<sup>(a)</sup> |  | 290 | 289024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/18/2033<sup>(a)</sup> |  | 410 | 428018 |
|  Bank of America Corp.<br>2.55%, 02/04/2028 |  | 253 | 248943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.705%, 04/24/2028 |  | 643 | 640063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/2029 |  | 560 | 558964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/2030 |  | 97 | 96465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B<br>8.05%, 06/15/2027 |  | 930 | 977286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.26%, 01/28/2031<sup>(a)</sup> | EUR | 2455 | 2896716 |
|  Bank of East Asia Ltd. (The)<br>Series E<br>4.875%, 04/22/2032<sup>(a)</sup> | U.S.$| 300 | 299790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2027<sup>(a)</sup> |  | 250 | 251000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/27/2034<sup>(a)</sup> |  | 470 | 492137 |
|  Bank of Ireland Group PLC<br>5.60%, 03/20/2030<sup>(a)</sup> |  | 3788 | 3935079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 11/13/2029<sup>(a)</sup> | EUR | 1944 | 2393711 |
|  Bank of Montreal<br>3.09%, 01/10/2037 | U.S.$| 3515 | 3162401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 09/22/2028 |  | 58 | 58020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.57%, 09/10/2027 |  | 316 | 317148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 09/10/2030 |  | 403 | 408263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.75%, 07/10/2030<sup>(a)</sup> | EUR | 533 | 639943 |
|  Bank of New York Mellon (The)<br>4.73%, 04/20/2029 | U.S.$| 250 | 254112 |
|  Bank of New York Mellon Corp. (The)<br>5.61%, 07/21/2039 |  | 712 | 747512 |
|  Bank of Nova Scotia (The)<br>3.73%, 06/27/2031 | CAD | 500 | 366228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 09/15/2028 | U.S.$| 57 | 56996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/08/2028 |  | 407 | 409285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.59%, 05/04/2037 |  | 4663 | 4545268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 02/14/2029 |  | 299 | 304771 |
|  Banque Federative du Credit Mutuel SA<br>1.25%, 06/03/2030<sup>(a)</sup> | EUR | 300 | 323309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/24/2027<sup>(a)</sup> | AUD | 8450 | 5656622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.625%, 11/03/2028<sup>(a)</sup> | EUR | 200 | 220811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/02/2030<sup>(a)</sup> |  | 200 | 245043 |
|  Barclays PLC<br>5.09%, 06/20/2030 | U.S.$| 612 | 622788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 05/09/2034 |  | 200 | 215458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.09%, 11/06/2029<sup>(a)</sup> | GBP | 1924 | 2760357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.25%, 02/12/2027<sup>(a)</sup> |  | 100 | 133330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 08/08/2030<sup>(a)</sup> | EUR | 254 | 316214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 01/29/2034<sup>(a)</sup> |  | 132 | 169547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.41%, 11/14/2032<sup>(a)</sup> | GBP | 5875 | 8413559 |
|  BDO Unibank, Inc.<br>Series E<br>2.125%, 01/13/2026<sup>(a)</sup> | U.S.$| 240 | 239160 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  BNP Paribas SA<br>2.16%, 09/15/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 04/19/2032<sup>(a)</sup> |  | 445 | 406779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 05/09/2029<sup>(a)</sup> |  | 304 | 307582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.50%, 02/19/2028<sup>(a)</sup> | EUR | 200 | 229490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 09/01/2028<sup>(a)</sup> |  | 100 | 113359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/24/2031<sup>(a)</sup> | GBP | 6500 | 8673386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 07/25/2028<sup>(a)</sup> | EUR | 500 | 587989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.695%, 02/24/2028<sup>(a)</sup> | AUD | 1800 | 1182872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 01/19/2036<sup>(a)</sup> | EUR | 300 | 351434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 01/10/2032<sup>(a)</sup> |  | 1100 | 1329901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/18/2029<sup>(a)</sup> | GBP | 300 | 420493 |
|  BPCE SA<br>3.12%, 10/19/2032<sup>(a)</sup> | U.S.$| 646 | 580113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 10/23/2029<sup>(a)</sup> | AUD | 500 | 333107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/16/2029<sup>(a)</sup> | GBP | 500 | 680213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 05/28/2031<sup>(a)</sup> | U.S.$| 354 | 363872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/14/2031<sup>(a)</sup> |  | 297 | 310421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 10/24/2028<sup>(a)</sup> | AUD | 2870 | 1979759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 03/02/2030<sup>(a)</sup> | EUR | 500 | 615048 |
|  BPER Banca SpA<br>Series E<br>3.625%, 01/15/2031<sup>(a)</sup> |  | 552 | 657304 |
|  CaixaBank SA<br>4.885%, 07/03/2031<sup>(a)</sup> | U.S.$| 514 | 521816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.84%, 09/13/2034<sup>(a)</sup> |  | 5190 | 5797330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>6.25%, 02/23/2033<sup>(a)</sup> | EUR | 400 | 496564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/25/2033<sup>(a)</sup> | GBP | 100 | 141676 |
|  Canadian Imperial Bank of Commerce<br>3.65%, 12/10/2028 | CAD | 1280 | 941429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 03/30/2029 | U.S.$| 576 | 585533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.25%, 07/16/2031<sup>(a)</sup> | EUR | 497 | 582060 |
|  Capital One Financial Corp.<br>1.65%, 06/12/2029 |  | 377 | 420143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 07/29/2032 | U.S.$| 159 | 139225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 09/11/2031 |  | 568 | 566841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/11/2036 |  | 57 | 56726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 02/01/2034 |  | 516 | 540312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 01/30/2036 |  | 515 | 538295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.62%, 10/30/2031 |  | 14 | 15818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.96%, 11/02/2034 |  | 635 | 748618 |
|  CBQ Finance Ltd.<br>Series E<br>2.00%, 05/12/2026<sup>(a)</sup> |  | 450 | 444857 |
|  Citigroup, Inc.<br>2.93%, 10/22/2030 | EUR | 598 | 697620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/2028 | U.S.$| 144 | 143114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/2028 |  | 653 | 651750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/2030 |  | 304 | 301259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/11/2031 |  | 9539 | 9564775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 05/07/2028 |  | 55 | 55444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 03/04/2029 |  | 593 | 601689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.59%, 11/19/2034 |  | 10677 | 10946552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 02/13/2035 |  | 282 | 293324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.02%, 01/24/2036 |  | 402 | 421741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.17%, 05/25/2034 |  | 604 | 642987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 02/15/2031<sup>(c)</sup> |  | 2005 | 2032573 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AA<br>7.625%, 11/15/2028<sup>(c)</sup> |  | 1138 | 1191374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.75%, 05/14/2032<sup>(a)</sup> | EUR | 401 | 478170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series VAR<br>3.07%, 02/24/2028 | U.S.$| 649 | 641633 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y<br>4.15%, 11/15/2026<sup>(c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7121 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7041741 |
|  Citizens Financial Group, Inc.<br>5.25%, 03/05/2031 |  | 255 | 261876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 07/23/2032 |  | 657 | 689601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.84%, 01/23/2030 |  | 273 | 284792 |
|  Commerzbank AG<br>Series E<br>4.875%, 10/16/2034<sup>(a)</sup> | EUR | 300 | 368753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/18/2030<sup>(a)</sup> |  | 200 | 249081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 02/28/2033<sup>(a)</sup> | GBP | 100 | 144276 |
|  Cooperatieve Rabobank UA<br>1.11%, 02/24/2027<sup>(a)</sup> | U.S.$| 643 | 640101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/29/2027<sup>(a) (c)</sup> | EUR | 200 | 236228 |
|  Cooperatieve Rabobank UA/NY<br>3.96%, 10/17/2028 | U.S.$| 424 | 425806 |
|  Credit Agricole SA<br>1.87%, 12/09/2031<sup>(a)</sup> | GBP | 1100 | 1447663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 03/17/2027<sup>(a)</sup> | EUR | 156 | 183275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 09/25/2033<sup>(a)</sup> | U.S.$| 5556 | 5557909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 05/27/2031<sup>(a)</sup> |  | 6778 | 6967066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 01/18/2029<sup>(a)</sup> | AUD | 4970 | 3353179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/29/2027<sup>(a)</sup> | GBP | 1200 | 1640977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.06%, 01/16/2035<sup>(a)</sup> | AUD | 4670 | 3132046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.50%, 09/21/2029<sup>(a)</sup> | EUR | 800 | 881820 |
|  Credit Agricole SA/London<br>Series E<br>1.75%, 03/05/2029<sup>(a)</sup> |  | 300 | 339298 |
|  Credit Mutuel Arkea SA<br>Series E<br>1.25%, 06/11/2029<sup>(a)</sup> |  | 800 | 903719 |
|  Danske Bank A/S<br>Series E<br>2.25%, 01/14/2028<sup>(a)</sup> | GBP | 6550 | 8653201 |
|  Deutsche Bank AG<br>1.375%, 02/17/2032<sup>(a)</sup> | EUR | 100 | 105902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.625%, 01/20/2027<sup>(a)</sup> |  | 100 | 116459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 11/19/2030<sup>(a)</sup> |  | 700 | 776711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 12/22/2028<sup>(a)</sup> | GBP | 100 | 128446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/12/2028<sup>(a)</sup> | EUR | 100 | 119735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/04/2030<sup>(a)</sup> |  | 4800 | 5802387 |
|  Deutsche Bank AG/New York NY<br>2.55%, 01/07/2028 | U.S.$| 716 | 704416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/18/2031 |  | 615 | 586161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 01/14/2032 |  | 9644 | 9130179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.74%, 01/07/2033 |  | 2987 | 2776823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.47%, 12/10/2031 |  | 150 | 149658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/11/2030 |  | 151 | 153417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.82%, 11/20/2029 |  | 150 | 159955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.08%, 02/10/2034 |  | 200 | 219885 |
|  DNB Bank ASA<br>Series E<br>4.00%, 08/17/2027<sup>(a)</sup> | GBP | 316 | 425546 |
|  Doha Finance Ltd.<br>Series E<br>2.375%, 03/31/2026<sup>(a)</sup> | U.S.$| 300 | 297633 |
|  Fifth Third Bancorp<br>8.25%, 03/01/2038 |  | 499 | 613020 |
|  First Abu Dhabi Bank PJSC<br>4.50%, 04/05/2026<sup>(a) (c)</sup> |  | 480 | 477900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/16/2035<sup>(a)</sup> |  | 340 | 349840 |
|  Goldman Sachs Group, Inc. (The)<br>2.64%, 02/24/2028 |  | 653 | 642838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.615%, 03/15/2028 |  | 426 | 423546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/2028 |  | 686 | 682507 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/2029 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/21/2029 |  | 58 | 57982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/2029 |  | 692 | 693279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 10/21/2031 |  | 58 | 57879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 08/23/2028 |  | 183 | 184233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 04/23/2028 |  | 68 | 68776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 01/28/2031 |  | 117 | 120832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 04/23/2031 |  | 50 | 51626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 01/28/2036 |  | 53 | 55042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.50%, 01/23/2033<sup>(a)</sup> | EUR | 259 | 304832 |
|  HSBC Holdings PLC<br>0.77%, 11/13/2031<sup>(a)</sup> |  | 344 | 358732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.01%, 09/22/2028 | U.S.$| 327 | 315712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/04/2031 |  | 244 | 228286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/29/2030 | GBP | 100 | 128486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/2028 | U.S.$| 489 | 488420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/03/2029 |  | 691 | 701393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/04/2030 |  | 4783 | 4961454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 05/17/2032 |  | 250 | 263587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 09/10/2036 |  | 522 | 538857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 11/18/2035 |  | 2672 | 2793516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.36%, 11/16/2032<sup>(a)</sup> | EUR | 8812 | 10977281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/02/2036 | U.S.$| 100 | 108066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/2037 |  | 552 | 598720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.40%, 11/13/2034 |  | 319 | 364672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.11%, 11/03/2033 |  | 656 | 769275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.79%, 03/10/2032<sup>(a)</sup> | EUR | 382 | 478281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/20/2027<sup>(a)</sup> | GBP | 84 | 115797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 04/07/2038<sup>(a)</sup> |  | 100 | 147085 |
|  ING Groep NV<br>0.25%, 02/18/2029<sup>(a)</sup> | EUR | 400 | 445433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/29/2028<sup>(a)</sup> |  | 400 | 452107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 02/16/2031<sup>(a)</sup> |  | 100 | 111142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 03/28/2028 | U.S.$| 703 | 703246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/24/2033<sup>(a)</sup> | EUR | 100 | 120034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/23/2029<sup>(a)</sup> |  | 500 | 609682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 03/25/2029 | U.S.$| 286 | 290301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.125%, 05/26/2031<sup>(a)</sup> | EUR | 200 | 234797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/20/2036<sup>(a)</sup> |  | 9900 | 11844131 |
|  Intercorp Peru Ltd.<br>3.875%, 08/15/2029<sup>(a)</sup> | U.S.$| 370 | 360056 |
|  Intesa Sanpaolo SpA<br>3.875%, 07/14/2027<sup>(a)</sup> |  | 200 | 199556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/15/2026<sup>(a)</sup> |  | 5580 | 5582302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/20/2033<sup>(a)</sup> |  | 204 | 225061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 11/28/2033<sup>(a)</sup> |  | 2257 | 2582852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 11/21/2033<sup>(a)</sup> |  | 473 | 559548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>6.625%, 05/31/2033<sup>(a)</sup> | GBP | 293 | 430827 |
|  JPMorgan Chase & Co.<br>2.95%, 02/24/2028 | U.S.$| 720 | 711376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/2029 |  | 235 | 232718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 07/22/2028 |  | 274 | 277977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 04/22/2028 |  | 272 | 277427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.07%, 10/22/2027 |  | 1048 | 1064353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.39%, 02/24/2028<sup>(a)</sup> | EUR | 172 | 197264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.64%, 05/18/2028<sup>(a)</sup> |  | 166 | 192673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 11/13/2031<sup>(a)</sup> |  | 13850 | 17180891 |
|  Kasikornbank PCL/Hong Kong<br>5.46%, 03/07/2028<sup>(a)</sup> | U.S.$| 240 | 245964 |
|  KBC Group NV<br>4.45%, 09/23/2031<sup>(a)</sup> |  | 200 | 199673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/19/2029<sup>(a)</sup> |  | 300 | 309719 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.125%, 01/14/2029<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/28/2029<sup>(a)</sup> |  | 500 | 610241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/19/2030<sup>(a)</sup> |  | 100 | 122555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 03/19/2034<sup>(a)</sup> | GBP | 7900 | 11054182 |
|  KEB Hana Bank<br>1.25%, 12/16/2026<sup>(a)</sup> | U.S.$| 200 | 194754 |
|  Kookmin Bank<br>2.50%, 11/04/2030<sup>(a)</sup> |  | 410 | 372846 |
|  Lloyds Banking Group PLC<br>3.75%, 03/18/2028 |  | 285 | 284021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/23/2028<sup>(a)</sup> | AUD | 1430 | 947223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 06/10/2027 |  | 5930 | 3973145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/05/2030 | U.S.$| 200 | 209503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/17/2029 | AUD | 3450 | 2336748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.07%, 06/13/2036 | U.S.$| 202 | 212946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 3<br>1.05%, 12/15/2026 | JPY | 100000 | 635285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.00%, 05/09/2035<sup>(a)</sup> | EUR | 3996 | 4772044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/21/2031<sup>(a)</sup> |  | 5171 | 6466293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series MTN.<br>7.09%, 08/31/2033<sup>(a)</sup> | AUD | 600 | 415078 |
|  M&T Bank Corp.<br>5.18%, 07/08/2031 | U.S.$| 55 | 56426 |
|  Macquarie Group Ltd.<br>1.935%, 04/14/2028<sup>(a)</sup> |  | 4261 | 4143829 |
|  Mitsubishi UFJ Financial Group, Inc.<br>Series E<br>4.64%, 06/07/2031<sup>(a)</sup> | EUR | 240 | 298681 |
|  Mizuho Financial Group, Inc.<br>Series E<br>0.80%, 04/15/2030<sup>(a)</sup> |  | 297 | 316924 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 05/20/2033<sup>(a)</sup> |  | 168 | 207389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.61%, 08/28/2030<sup>(a)</sup> |  | 309 | 385785 |
|  Morgan Stanley<br>0.495%, 10/26/2029 |  | 1008 | 1107362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.475%, 01/21/2028 | U.S.$| 676 | 665174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 05/22/2031 | EUR | 18605 | 22095106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 03/21/2030 |  | 247 | 296885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 04/20/2028 | U.S.$| 640 | 641291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 03/02/2029 | EUR | 100 | 122055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 04/12/2029 | U.S.$| 621 | 633363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/17/2031 |  | 4369 | 4503988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 04/19/2035 |  | 127 | 134974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/01/2034 |  | 72 | 80460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>2.70%, 01/22/2031 |  | 474 | 444800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 11/07/2031 | EUR | 591 | 688636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/2029 | U.S.$| 288 | 286344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/2030 |  | 359 | 361009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/25/2034 | EUR | 214 | 274884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I<br>4.13%, 10/18/2029 | U.S.$| 33 | 32972 |
|  Morgan Stanley Bank NA<br>4.95%, 01/14/2028 |  | 610 | 615563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/26/2028 |  | 250 | 254927 |
|  National Australia Bank Ltd.<br>2.99%, 05/21/2031<sup>(a)</sup> |  | 313 | 287651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>1.70%, 09/15/2031<sup>(a)</sup> | GBP | 160 | 211483 |
|  Nationwide Building Society<br>3.96%, 07/18/2030<sup>(a)</sup> | U.S.$| 295 | 291069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/16/2034<sup>(a)</sup> | EUR | 427 | 516909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10% (SOFR + 1.29%), 02/16/2028<sup>(a) (d)</sup> | U.S.$| 290 | 291693 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.83%, 07/24/2032<sup>(a)</sup> | EUR | 263 | 315157 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/30/2035<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3486 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4153637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/29/2028<sup>(a)</sup> |  | 100 | 121594 |
|  NatWest Group PLC<br>3.03%, 11/28/2035 | U.S.$| 414 | 381183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 08/15/2030 |  | 295 | 301228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.475%, 06/01/2034 |  | 4321 | 4543228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.78%, 02/26/2030<sup>(a)</sup> | EUR | 3418 | 3747102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.105%, 11/28/2031<sup>(a)</sup> | GBP | 246 | 326219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.76%, 02/28/2034<sup>(a)</sup> | EUR | 815 | 1021658 |
|  NBK Tier 1 Ltd.<br>6.375%, 01/10/2031<sup>(a) (c)</sup> | U.S.$| 300 | 306924 |
|  Nordea Bank Abp<br>6.625%, 03/26/2026<sup>(a) (c)</sup> |  | 200 | 201032 |
|  Oversea-Chinese Banking Corp., Ltd.<br>4.60%, 06/15/2032<sup>(a)</sup> |  | 250 | 250848 |
|  PNC Financial Services Group, Inc. (The)<br>5.30%, 01/21/2028 |  | 45 | 45584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 01/22/2035 |  | 646 | 681043 |
|  QNB Finance Ltd.<br>Series E<br>1.375%, 01/26/2026<sup>(a)</sup> |  | 510 | 507547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/12/2027<sup>(a)</sup> |  | 240 | 236142 |
|  Raiffeisen Bank International AG<br>Series E<br>3.875%, 01/03/2030<sup>(a)</sup> | EUR | 500 | 600331 |
|  Royal Bank of Canada<br>Series E<br>3.125%, 09/27/2031<sup>(a)</sup> |  | 102 | 119587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/22/2031<sup>(a)</sup> |  | 100 | 118234 |
|  Santander Holdings USA, Inc.<br>6.17%, 01/09/2030 | U.S.$| 650 | 677289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.565%, 06/12/2029 |  | 136 | 142174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.66%, 11/09/2031 |  | 603 | 675205 |
|  Santander UK Group Holdings PLC<br>2.47%, 01/11/2028 |  | 450 | 442214 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 09/22/2029 |  | 423 | 423261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 09/11/2030 |  | 2598 | 2629487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.53%, 01/10/2029 |  | 9670 | 10104819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.42%, 01/17/2029<sup>(a)</sup> | GBP | 1712 | 2219169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.10%, 11/16/2027<sup>(a)</sup> |  | 1858 | 2565683 |
|  Scotiabank Peru SAA<br>6.10%, 10/01/2035<sup>(a)</sup> | U.S.$| 200 | 207300 |
|  Shinhan Bank Co., Ltd.<br>4.00%, 04/23/2029<sup>(a)</sup> |  | 760 | 748395 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>4.50%, 03/26/2028<sup>(a)</sup> |  | 200 | 200974 |
|  Societe Generale SA<br>3.00%, 01/22/2030<sup>(a)</sup> |  | 497 | 468240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/2031<sup>(a)</sup> | EUR | 400 | 475971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/21/2031<sup>(a)</sup> |  | 900 | 1122502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/22/2029<sup>(a)</sup> | U.S.$| 895 | 913048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.51%, 05/22/2031<sup>(a)</sup> |  | 17497 | 18065165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 01/19/2028<sup>(a)</sup> |  | 282 | 285493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 04/13/2033<sup>(a)</sup> |  | 401 | 424055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.37%, 01/10/2053<sup>(a)</sup> |  | 1023 | 1103198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 9<br>0.40%, 06/03/2026 | JPY | 100000 | 635521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 12/06/2030<sup>(a)</sup> | EUR | 100 | 121589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/22/2032<sup>(a)</sup> | GBP | 100 | 138652 |
|  Standard Chartered PLC<br>3.265%, 02/18/2036<sup>(a)</sup> | U.S.$| 7864 | 7287946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 03/15/2033<sup>(a)</sup> |  | 580 | 582963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 05/10/2031<sup>(a)</sup> | EUR | 7365 | 9209295 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.005%, 10/15/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(a)</sup> |  | 240 | 247228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61% (CME Term SOFR 3 Month + 1.77%), 01/30/2027<sup>(a) (c) (d)</sup> |  | 8000 | 7739780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 01/09/2029<sup>(a)</sup> |  | 210 | 218227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.77%, 11/16/2028<sup>(a)</sup> |  | 279 | 297191 |
|  State Street Corp.<br>2.20%, 02/07/2028 |  | 756 | 742258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 11/01/2034 |  | 729 | 687988 |
|  Sumitomo Mitsui Trust Bank Ltd.<br>4.45%, 09/10/2027<sup>(a)</sup> |  | 397 | 400640 |
|  Svenska Handelsbanken AB<br>Series E<br>4.625%, 08/23/2032<sup>(a)</sup> | GBP | 6755 | 9120955 |
|  Swedbank AB<br>7.27%, 11/15/2032<sup>(a)</sup> |  | 1904 | 2688499 |
|  Synchrony Financial<br>2.875%, 10/28/2031 | U.S.$| 769 | 689557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/29/2029 |  | 56 | 56691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.935%, 08/02/2030 |  | 6652 | 6920982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 02/02/2033 |  | 463 | 498212 |
|  Toronto-Dominion Bank (The)<br>4.11%, 10/13/2028 |  | 58 | 58118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 10/31/2035 | CAD | 226 | 167879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/10/2034 | U.S.$| 173 | 175552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/23/2029<sup>(a)</sup> | AUD | 2190 | 1464822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.63%, 12/13/2029<sup>(a)</sup> | EUR | 273 | 327663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>3.56%, 04/16/2031<sup>(a)</sup> |  | 410 | 487166 |
|  UBS Group AG<br>2.095%, 02/11/2032<sup>(a)</sup> | U.S.$| 2730 | 2422142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 04/02/2032<sup>(a)</sup> | EUR | 6215 | 7122535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 04/01/2031<sup>(a)</sup> | U.S.$| 695 | 689255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 08/10/2034<sup>(a) (c)</sup> |  | 2613 | 2677419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 11/13/2028<sup>(a) (c)</sup> |  | 1652 | 1812975 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.125%, 06/15/2030<sup>(a)</sup> | EUR | 351 | 413136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/17/2032<sup>(a)</sup> |  | 486 | 608656 |
|  UniCredit SpA<br>1.98%, 06/03/2027<sup>(a)</sup> | U.S.$| 619 | 613392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 06/19/2032<sup>(a)</sup> |  | 11659 | 11852071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.45%, 02/16/2029<sup>(a)</sup> | EUR | 278 | 337713 |
|  United Overseas Bank Ltd.<br>2.00%, 10/14/2031<sup>(a)</sup> | U.S.$| 200 | 196420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>1.75%, 03/16/2031<sup>(a)</sup> |  | 250 | 248625 |
|  US Bancorp<br>2.215%, 01/27/2028 |  | 656 | 644224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 05/21/2032 | EUR | 250 | 301296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 07/22/2033 | U.S.$| 677 | 683440 |
|  Visa, Inc.<br>2.25%, 05/15/2028 | EUR | 7313 | 8529661 |
|  Wells Fargo & Co.<br>2.39%, 06/02/2028 | U.S.$| 200 | 195404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.53%, 03/24/2028 |  | 656 | 651661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 04/22/2028 |  | 666 | 679702 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.74%, 05/04/2030<sup>(a)</sup> | EUR | 10434 | 11768798 |
|  Woori Bank<br>5.125%, 08/06/2028<sup>(a)</sup> | U.S.$| 210 | 214641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 07/24/2029<sup>(a) (c)</sup> |  | 230 | 239129 |
|  |  |  | 548719555 |
|  **Brokerage – 0.4%** |  |  |  |
|  Affiliated Managers Group, Inc.<br>5.50%, 02/15/2036 |  | 58 | 58036 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Apollo Global Management, Inc.<br>4.60%, 01/15/2031 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/12/2035 |  | 68 | 68110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 05/21/2054 |  | 692 | 680826 |
|  Ares Management Corp.<br>5.60%, 10/11/2054 |  | 739 | 698981 |
|  Blue Owl Finance LLC<br>6.25%, 04/18/2034 |  | 427 | 440507 |
|  Charles Schwab Corp. (The)<br>4.33% (SOFR + 0.52%), 05/13/2026<sup>(d)</sup> |  | 5465 | 5468794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 11/14/2031 |  | 58 | 57897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 11/14/2036 |  | 15276 | 15209223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 05/19/2034 |  | 372 | 398266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.14%, 08/24/2034 |  | 365 | 397796 |
|  China Great Wall International Holdings V Ltd.<br>2.875%, 11/23/2026<sup>(a)</sup> |  | 400 | 395012 |
|  China Great Wall International Holdings VI Ltd.<br>5.25%, 04/23/2028<sup>(a)</sup> |  | 490 | 498222 |
|  Jefferies Financial Group, Inc.<br>6.20%, 04/14/2034 |  | 657 | 693650 |
|  Raymond James Financial, Inc.<br>5.65%, 09/11/2055 |  | 699 | 685017 |
|  |  |  | 25806678 |
|  **Finance – 0.6%** |  |  |  |
|  3i Group PLC<br>4.875%, 06/14/2029<sup>(a)</sup> | EUR | 393 | 484801 |
|  Aircastle Ltd.<br>5.25%, 06/15/2026<sup>(a) (c)</sup> | U.S.$| 185 | 184408 |
|  Apollo Debt Solutions BDC<br>5.20%, 12/08/2028<sup>(a)</sup> |  | 58 | 57979 |
|  Ares Capital Corp.<br>5.50%, 09/01/2030 |  | 54 | 54389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/01/2029 |  | 671 | 688529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/15/2029 |  | 160 | 164320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2027 |  | 530 | 543143 |
|  Ares Strategic Income Fund<br>4.85%, 01/15/2029<sup>(a)</sup> |  | 57 | 56329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/2031<sup>(a)</sup> |  | 57 | 55942 |
|  Aviation Capital Group LLC<br>4.75%, 04/14/2027<sup>(a)</sup> |  | 3249 | 3266059 |
|  Avolon Holdings Funding Ltd.<br>4.70%, 01/30/2031<sup>(a)</sup> |  | 58 | 57704 |
|  Barings BDC, Inc.<br>5.20%, 09/15/2028 |  | 57 | 56704 |
|  Blackstone Secured Lending Fund<br>5.35%, 04/13/2028 |  | 555 | 559791 |
|  Blue Owl Capital Corp.<br>5.95%, 03/15/2029 |  | 690 | 696427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/15/2030 |  | 535 | 542089 |
|  Blue Owl Credit Income Corp.<br>4.25%, 01/31/2031<sup>(a)</sup> | EUR | 100 | 113694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/2030 | U.S.$| 124 | 123824 |
|  Blue Owl Technology Finance Corp.<br>2.50%, 01/15/2027 |  | 244 | 237341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 03/15/2028<sup>(a)</sup> |  | 683 | 686841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/04/2029 |  | 480 | 491035 |
|  Brookfield Finance, Inc.<br>5.33%, 01/15/2036 |  | 56 | 56089 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/05/2034 |  | 123 | 133558 |
|  Carlyle Secured Lending, Inc.<br>5.75%, 02/15/2031 |  | 58 | 57158 |
|  CFAMC IV Co., Ltd.<br>Series E<br>4.50%, 05/29/2029<sup>(a)</sup> |  | 200 | 197820 |
|  CFAMC II Co., Ltd.<br>Series E<br>4.625%, 06/03/2026<sup>(a)</sup> |  | 213 | 213004 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  CIMIC Finance Ltd.<br>Series G<br>1.50%, 05/28/2029<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658741 |
|  Credicorp Capital Sociedad Titulizadora SA<br>10.10%, 12/15/2043<sup>(a)</sup> | PEN | 22925 | 7332235 |
|  FS KKR Capital Corp.<br>3.125%, 10/12/2028 | U.S.$| 760 | 701318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 01/15/2030 |  | 136 | 133949 |
|  Goldman Sachs Private Credit Corp.<br>5.875%, 01/31/2031<sup>(a)</sup> |  | 56 | 56131 |
|  Golub Capital BDC, Inc.<br>6.00%, 07/15/2029 |  | 393 | 401958 |
|  HPS Corporate Lending Fund<br>4.90%, 09/11/2028<sup>(a)</sup> |  | 57 | 56666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/05/2027<sup>(a)</sup> |  | 55 | 55339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/2030<sup>(a)</sup> |  | 698 | 696016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/05/2030<sup>(a)</sup> |  | 598 | 605614 |
|  ICG PLC<br>1.625%, 02/17/2027<sup>(a)</sup> | EUR | 101 | 117024 |
|  Intercorp Financial Services, Inc.<br>4.125%, 10/19/2027<sup>(a)</sup> | U.S.$| 430 | 426892 |
|  Investor AB<br>Series E<br>4.00%, 03/31/2038<sup>(a)</sup> | EUR | 148 | 176572 |
|  Main Street Capital Corp.<br>5.40%, 08/15/2028 | U.S.$| 56 | 56230 |
|  MSD Investment Corp.<br>6.125%, 02/05/2031<sup>(a)</sup> |  | 58 | 57661 |
|  North Haven Private Income Fund LLC<br>5.125%, 09/25/2028<sup>(a)</sup> |  | 58 | 57898 |
|  Oaktree Specialty Lending Corp.<br>6.34%, 02/27/2030 |  | 517 | 520111 |
|  Oaktree Strategic Credit Fund<br>6.19%, 07/15/2030<sup>(a)</sup> |  | 53 | 53269 |
|  Sixth Street Specialty Lending, Inc.<br>5.625%, 08/15/2030 |  | 305 | 308279 |
|  Temasek Financial I Ltd.<br>Series E<br>2.75%, 08/28/2034<sup>(a)</sup> | CNH | 62000 | 9176725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/28/2054<sup>(a)</sup> |  | 39050 | 5961789 |
|  Wendel SE<br>4.50%, 06/19/2030<sup>(a)</sup> | EUR | 400 | 489907 |
|  |  |  | 37879302 |
|  **Financial Services – 0.0%** |  |  |  |
|  China Cinda 2020 I Management Ltd.<br>Series E<br>3.00%, 01/20/2031<sup>(a)</sup> | U.S.$| 510 | 474514 |
|  Equinix Europe 2 Financing Corp. LLC<br>3.25%, 05/19/2029 | EUR | 167 | 196702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/2031 |  | 236 | 273953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/19/2034 |  | 100 | 117777 |
|  Sammons Financial Group Global Funding<br>4.80%, 12/12/2030<sup>(a)</sup> | U.S.$| 58 | 58096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/12/2030<sup>(a)</sup> |  | 55 | 55728 |
|  |  |  | 1176770 |
|  **Insurance – 0.8%** |  |  |  |
|  Aegon Ltd.<br>5.50%, 04/11/2048 |  | 400 | 404677 |
|  AIA Group Ltd.<br>4.95%, 04/04/2033<sup>(a)</sup> |  | 240 | 247577 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/30/2035<sup>(a)</sup> |  | 250 | 251778 |
|  Allianz SE<br>1.30%, 09/25/2049<sup>(a)</sup> | EUR | 200 | 218753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 07/25/2055<sup>(a)</sup> |  | 100 | 120646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 07/25/2053<sup>(a)</sup> |  | 200 | 262315 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 07/05/2052<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482068 |
|  American National Global Funding<br>4.625%, 12/15/2028<sup>(a)</sup> | U.S.$| 58 | 58258 |
|  Argentum Netherlands BV for Zurich Insurance Co., Ltd.<br>2.75%, 02/19/2049<sup>(a)</sup> | EUR | 264 | 306269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.50%, 10/01/2046<sup>(a)</sup> |  | 155 | 182759 |
|  Athene Global Funding<br>1.75%, 11/24/2027<sup>(a)</sup> | GBP | 100 | 127852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 06/07/2031<sup>(a)</sup> | U.S.$| 5800 | 5165498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 07/17/2030<sup>(a)</sup> |  | 1478 | 1491183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 07/28/2027<sup>(a)</sup> | GBP | 100 | 135827 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/07/2030<sup>(a)</sup> | U.S.$| 6188 | 6327816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 07/11/2031<sup>(a)</sup> |  | 11630 | 11916192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 08/22/2035<sup>(a)</sup> |  | 417 | 418699 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.875%, 11/30/2028<sup>(a)</sup> | GBP | 100 | 124494 |
|  Athene Holding Ltd.<br>3.95%, 05/25/2051 | U.S.$| 472 | 330390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/01/2054 |  | 693 | 676285 |
|  Aviva PLC<br>4.00%, 06/03/2055<sup>(a)</sup> | GBP | 135 | 157953 |
|  AXA SA<br>Series E<br>1.875%, 07/10/2042<sup>(a)</sup> | EUR | 189 | 198726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/28/2049<sup>(a)</sup> |  | 551 | 646203 |
|  Belrose Funding Trust II<br>6.79%, 05/15/2055<sup>(a)</sup> | U.S.$| 714 | 741363 |
|  Berkshire Hathaway, Inc.<br>1.51%, 11/29/2028 | JPY | 100000 | 632934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 03/15/2028 | EUR | 280 | 325661 |
|  Brighthouse Financial, Inc.<br>5.625%, 05/15/2030 | U.S.$| 247 | 250426 |
|  Centene Corp.<br>2.50%, 03/01/2031 |  | 859 | 741030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 08/01/2031 |  | 810 | 695957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 02/15/2030 |  | 444 | 408755 |
|  Chubb INA Holdings LLC<br>2.75%, 08/06/2035<sup>(a)</sup> | CNH | 42100 | 5903516 |
|  Cloverie PLC for Zurich Insurance Co., Ltd.<br>Series E<br>5.625%, 06/24/2046<sup>(a)</sup> | U.S.$| 315 | 316180 |
|  CNO Global Funding<br>4.375%, 09/08/2028<sup>(a)</sup> |  | 57 | 57075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/11/2030<sup>(a)</sup> |  | 58 | 58128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/04/2027<sup>(a)</sup> |  | 367 | 375097 |
|  Coface SA<br>6.00%, 09/22/2032<sup>(a)</sup> | EUR | 300 | 391014 |
|  Enstar Group Ltd.<br>3.10%, 09/01/2031 | U.S.$| 778 | 698610 |
|  GA Global Funding Trust<br>4.50%, 09/18/2030<sup>(a)</sup> |  | 150 | 148248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.75%, 06/20/2032<sup>(a)</sup> | EUR | 100 | 116419 |
|  Generali<br>4.25%, 12/14/2047<sup>(a)</sup> |  | 200 | 240775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.50%, 10/27/2047<sup>(a)</sup> |  | 138 | 169259 |
|  Global Atlantic Fin Co.<br>3.125%, 06/15/2031<sup>(a)</sup> | U.S.$| 811 | 733043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/15/2054<sup>(a)</sup> |  | 536 | 548113 |
|  Guardian Life Global Funding<br>4.40%, 12/11/2030<sup>(a)</sup> |  | 58 | 58191 |
|  Hannover Rueck SE<br>5.875%, 08/26/2043<sup>(a)</sup> | EUR | 200 | 263263 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Hartford Insurance Group, Inc. (The)<br>Series ICON<br>6.24% (CME Term SOFR 3 Month + 2.39%),<br>02/12/2047<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313834 |
|  Health Care Service Corp. A Mutual Legal Reserve Co.<br>2.20%, 06/01/2030<sup>(a)</sup> |  | 320 | 290374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/2054<sup>(a)</sup> |  | 693 | 667348 |
|  Jackson National Life Global Funding<br>4.55%, 09/09/2030<sup>(a)</sup> |  | 57 | 56831 |
|  Lincoln National Corp.<br>5.35%, 11/15/2035 |  | 57 | 57543 |
|  Massachusetts Mutual Life Insurance Co.<br>3.73%, 10/15/2070<sup>(a)</sup> |  | 1002 | 646965 |
|  MassMutual Global Funding II<br>Series E<br>3.25%, 06/11/2032<sup>(a)</sup> | EUR | 179 | 207078 |
|  Metropolitan Life Global Funding I<br>4.15%, 08/25/2028<sup>(a)</sup> | U.S.$| 260 | 260877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/11/2029<sup>(a)</sup> | AUD | 2537 | 1713544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>3.75%, 12/07/2031<sup>(a)</sup> | EUR | 349 | 418767 |
|  NN Group NV<br>Series E<br>4.625%, 01/13/2048<sup>(a)</sup> |  | 583 | 704960 |
|  Principal Life Global Funding II<br>4.80%, 01/09/2028<sup>(a)</sup> | U.S.$| 936 | 948214 |
|  Protective Life Global Funding<br>4.16%, 01/15/2029<sup>(a)</sup> |  | 150 | 150214 |
|  Prudential Financial, Inc.<br>4.50%, 09/15/2047 |  | 668 | 660875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/2048 |  | 723 | 730352 |
|  RGA Global Funding<br>4.60%, 11/25/2030<sup>(a)</sup> |  | 56 | 56004 |
|  SBL Holdings, Inc.<br>5.00%, 02/18/2031<sup>(a)</sup> |  | 572 | 529839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 10/30/2034<sup>(a)</sup> |  | 143 | 138566 |
|  Swiss Re Finance UK PLC<br>Series E<br>2.71%, 06/04/2052<sup>(a)</sup> | EUR | 400 | 440169 |
|  Talanx AG<br>Series GDIP<br>2.25%, 12/05/2047<sup>(a)</sup> |  | 300 | 347635 |
|  |  |  | 53465264 |
|  **REITs – 0.6%** |  |  |  |
|  American Tower Corp.<br>0.50%, 01/15/2028 |  | 196 | 220627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/15/2032 | U.S.$| 58 | 58104 |
|  Aroundtown SA<br>Series E<br>4.80%, 07/16/2029<sup>(a)</sup> | EUR | 200 | 244474 |
|  AvalonBay Communities, Inc.<br>4.35%, 12/01/2030 | U.S.$| 26 | 26054 |
|  CBRE Services, Inc.<br>4.90%, 01/15/2033 |  | 32 | 32149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2029 |  | 643 | 666547 |
|  Crown Castle, Inc.<br>2.90%, 03/15/2027 |  | 400 | 394242 |
|  Digital Dutch Finco BV<br>1.00%, 01/15/2032<sup>(a)</sup> | EUR | 2115 | 2126738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 02/01/2031<sup>(a)</sup> |  | 414 | 436208 |
|  Digital Intrepid Holding BV<br>1.375%, 07/18/2032<sup>(a)</sup> |  | 6858 | 6935785 |
|  Digital Stout Holding LLC<br>3.30%, 07/19/2029<sup>(a)</sup> | GBP | 100 | 128761 |
|  Essential Properties LP<br>2.95%, 07/15/2031 | U.S.$| 260 | 237451 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Fastighets AB Balder<br>Series E<br>4.00%, 02/19/2032<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202498 |
|  GLP Capital LP/GLP Financing II, Inc.<br>4.00%, 01/15/2031 | U.S.$| 9361 | 8954023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/2033 |  | 237 | 237482 |
|  Highwoods Realty LP<br>5.35%, 01/15/2033 |  | 98 | 98041 |
|  Host Hotels & Resorts LP<br>4.25%, 12/15/2028 |  | 532 | 532403 |
|  Mercialys SA<br>4.00%, 06/04/2032<sup>(a)</sup> | EUR | 200 | 235183 |
|  Newmark Group, Inc.<br>7.50%, 01/12/2029 | U.S.$| 152 | 162803 |
|  Prologis Euro Finance LLC<br>3.875%, 09/22/2037 | EUR | 238 | 275040 |
|  Prologis International Funding II SA<br>Series E<br>1.625%, 06/17/2032<sup>(a)</sup> |  | 1949 | 2039627 |
|  Public Storage Operating Co.<br>3.50%, 01/20/2034 |  | 575 | 665585 |
|  Realty Income Corp.<br>3.375%, 06/20/2031 |  | 423 | 494742 |
|  Swire Properties MTN Financing Ltd.<br>Series E<br>3.40%, 09/03/2029<sup>(a)</sup> | CNH | 40000 | 5867344 |
|  Trust Fibra Uno<br>4.87%, 01/15/2030<sup>(a)</sup> | U.S.$| 2410 | 2354269 |
|  Trust 2401<br>4.87%, 01/15/2030<sup>(a)</sup> |  | 4670 | 4599950 |
|  Unibail-Rodamco-Westfield SE<br>Series E<br>1.875%, 01/15/2031<sup>(a)</sup> | EUR | 900 | 987023 |
|  Vicinity Centres Trust<br>Series E<br>1.125%, 11/07/2029<sup>(a)</sup> |  | 181 | 197115 |
|  Welltower OP LLC<br>4.80%, 11/20/2028 | GBP | 124 | 168411 |
|  Wharf REIC Finance BVI Ltd.<br>Series E<br>2.875%, 05/07/2030<sup>(a)</sup> | U.S.$| 260 | 243602 |
|  WP Carey, Inc.<br>4.25%, 07/23/2032 | EUR | 171 | 206101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/2030 | U.S.$| 274 | 275974 |
|  |  |  | 40304356 |
|  |  |  | 707351925 |
|  **Utility – 2.6%** |  |  |  |
|  **Electric – 1.7%** |  |  |  |
|  Abu Dhabi National Energy Co. PJSC<br>4.75%, 03/09/2037<sup>(a)</sup> |  | 200 | 196126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/23/2030<sup>(a)</sup> |  | 420 | 431084 |
|  Adani Electricity Mumbai Ltd.<br>3.95%, 02/12/2030<sup>(a)</sup> |  | 680 | 633461 |
|  Adani Transmission Step-One Ltd.<br>4.00%, 08/03/2026<sup>(a)</sup> |  | 8086 | 8012741 |
|  AES Andes SA<br>6.25%, 03/14/2032<sup>(a)</sup> |  | 200 | 207728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/15/2029<sup>(a)</sup> |  | 200 | 206336 |
|  AES Panama Generation Holdings SRL<br>4.375%, 05/31/2030<sup>(a)</sup> |  | 607 | 566855 |
|  Alabama Power Co.<br>Series C<br>4.30%, 03/15/2031 |  | 522 | 523805 |
|  Alexander Funding Trust II<br>7.47%, 07/31/2028<sup>(a)</sup> |  | 2863 | 3048698 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  American Electric Power Co., Inc.<br>6.95%, 12/15/2054 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D<br>6.05%, 03/15/2056 |  | 613 | 602733 |
|  Black Hills Corp.<br>5.95%, 03/15/2028 |  | 2 | 2074 |
|  CenterPoint Energy Houston Electric LLC<br>4.95%, 04/01/2033 |  | 29 | 29560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  | 319 | 322568 |
|  Chile Electricity PEC SpA<br>Zero Coupon, 01/25/2028<sup>(a)</sup> |  | 186 | 167089 |
|  Consolidated Edison Co. of New York, Inc.<br>5.75%, 11/15/2055 |  | 58 | 57986 |
|  DTE Energy Co.<br>4.875%, 06/01/2028 |  | 246 | 250232 |
|  Duke Energy Carolinas LLC<br>5.25%, 03/15/2035 |  | 397 | 410649 |
|  Duke Energy Corp.<br>3.10%, 06/15/2028 | EUR | 141 | 166828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/2031 |  | 9965 | 11870119 |
|  Duke Energy Florida LLC<br>4.20%, 12/01/2030 | U.S.$| 58 | 58069 |
|  Duke Energy Ohio, Inc.<br>5.30%, 06/15/2035 |  | 305 | 314766 |
|  E.ON SE<br>Series E<br>0.75%, 02/20/2028<sup>(a)</sup> | EUR | 390 | 441963 |
|  Edison International<br>5.25%, 11/15/2028 | U.S.$| 247 | 250303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/2027 |  | 218 | 221921 |
|  EDP Finance BV<br>1.71%, 01/24/2028<sup>(a)</sup> |  | 734 | 698757 |
|  EDP SA<br>4.625%, 09/16/2054<sup>(a)</sup> | EUR | 400 | 481859 |
|  EDP Servicios Financieros Espana SA<br>Series E<br>3.50%, 07/16/2030<sup>(a)</sup> |  | 2567 | 3071498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/21/2031<sup>(a)</sup> |  | 11600 | 13770840 |
|  Electricite de France SA<br>Series MPLE<br>5.99%, 05/23/2030<sup>(a)</sup> | CAD | 4109 | 3226314 |
|  Emirates Semb Corp. Water & Power Co. PJSC<br>4.45%, 08/01/2035<sup>(a)</sup> | U.S.$| 220 | 213675 |
|  Enel Finance International NV<br>2.125%, 07/12/2028<sup>(a) (b)</sup> |  | 502 | 477515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 05/25/2027<sup>(a)</sup> |  | 1347 | 1337678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/15/2027<sup>(a)</sup> |  | 287 | 288966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/30/2055<sup>(a)</sup> |  | 370 | 361646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/07/2039<sup>(a)</sup> |  | 303 | 318713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 10/14/2052<sup>(a)</sup> |  | 200 | 243712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.875%, 01/17/2031<sup>(a)</sup> | EUR | 9277 | 9738613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 10/20/2027<sup>(a)</sup> | GBP | 100 | 127493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/24/2031<sup>(a)</sup> | EUR | 1884 | 2195833 |
|  Engie SA<br>1.50%, 05/30/2028<sup>(a) (c)</sup> |  | 100 | 112911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 03/14/2033<sup>(a) (c)</sup> |  | 200 | 247710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 09/06/2034<sup>(a)</sup> |  | 500 | 610954 |
|  Entergy Corp.<br>6.10%, 06/15/2056 | U.S.$| 319 | 318802 |
|  Eversource Energy<br>3.375%, 03/01/2032 |  | 642 | 594019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 07/01/2027 |  | 571 | 574896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/2028 |  | 715 | 733022 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Florida Power & Light Co.<br>4.70%, 02/15/2036 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/2053 |  | 130 | 124886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/2066 |  | 34 | 33578 |
|  Georgia Power Co.<br>4.00%, 10/01/2028 |  | 371 | 372352 |
|  Iberdrola Finanzas SA<br>5.38%, 11/28/2030<sup>(a)</sup> | AUD | 1700 | 1139951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 05/28/2030<sup>(a) (c)</sup> | EUR | 500 | 600538 |
|  Iberdrola International BV<br>Series NC8<br>2.25%, 01/28/2029<sup>(a) (c)</sup> |  | 300 | 338575 |
|  Israel Electric Corp., Ltd.<br>Series G<br>3.75%, 02/22/2032<sup>(a)</sup> | U.S.$| 290 | 271947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/14/2028<sup>(a)</sup> |  | 3001 | 2965528 |
|  Kallpa Generacion SA<br>5.875%, 01/30/2032<sup>(a)</sup> |  | 330 | 344124 |
|  LG Energy Solution Ltd.<br>5.375%, 04/02/2030<sup>(a)</sup> |  | 490 | 502377 |
|  LLPL Capital Pte. Ltd.<br>6.875%, 02/04/2039<sup>(a)</sup> |  | 555 | 577877 |
|  Minejesa Capital BV<br>4.625%, 08/10/2030<sup>(a)</sup> |  | 928 | 923417 |
|  National Grid PLC<br>5.60%, 06/12/2028 |  | 281 | 290228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.55%, 09/18/2029<sup>(a)</sup> | EUR | 3731 | 4016156 |
|  National Rural Utilities Cooperative Finance Corp.<br>3.95%, 12/10/2027 | U.S.$| 427 | 428579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D<br>4.15%, 08/25/2028 |  | 260 | 261360 |
|  NextEra Energy Capital Holdings, Inc.<br>4.00%, 05/15/2056 | EUR | 5245 | 6141913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/2056 |  | 404 | 472959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/01/2077 | U.S.$| 697 | 685364 |
|  Niagara Energy SAC<br>5.75%, 10/03/2034<sup>(a)</sup> |  | 390 | 398755 |
|  Niagara Mohawk Power Corp.<br>4.65%, 10/03/2030<sup>(a)</sup> |  | 195 | 196163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(a)</sup> |  | 7216 | 7343239 |
|  NRG Energy, Inc.<br>4.73%, 10/15/2030<sup>(a)</sup> |  | 2665 | 2664185 |
|  Ohio Edison Co.<br>4.95%, 12/15/2029<sup>(a)</sup> |  | 98 | 100198 |
|  Oncor Electric Delivery Co. LLC<br>3.625%, 06/15/2034<sup>(a)</sup> | EUR | 589 | 688150 |
|  Pacific Gas & Electric Co.<br>2.10%, 08/01/2027 | U.S.$| 716 | 694130 |
|  PacifiCorp<br>3.30%, 03/15/2051 |  | 1036 | 661970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/2049 |  | 395 | 294594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/2050 |  | 406 | 300643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/2029 |  | 23 | 23483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/01/2053 |  | 429 | 376056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/15/2054 |  | 942 | 842610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/15/2055 |  | 410 | 382623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/2039 |  | 26 | 26417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 07/15/2038 |  | 110 | 115112 |
|  PECO Energy Co.<br>4.875%, 09/15/2035 |  | 417 | 420757 |
|  Pertamina Geothermal Energy PT<br>5.15%, 04/27/2028<sup>(a)</sup> |  | 250 | 253437 |
|  Public Service Co. of Colorado<br>5.15%, 09/15/2035 |  | 417 | 422664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/2034 |  | 301 | 309800 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Public Service Co. of Oklahoma<br>5.20%, 01/15/2035 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357065 |
|  RH International Singapore Corp. Pte. Ltd.<br>Series E<br>4.50%, 03/27/2028<sup>(a)</sup> |  | 200 | 198836 |
|  RWE Finance US LLC<br>5.125%, 09/18/2035<sup>(a)</sup> |  | 529 | 526044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/18/2055<sup>(a)</sup> |  | 318 | 311596 |
|  San Diego Gas & Electric Co.<br>5.40%, 04/15/2035 |  | 404 | 418667 |
|  Sierra Pacific Power Co.<br>5.90%, 03/15/2054 |  | 178 | 178436 |
|  Southern California Edison Co.<br>4.875%, 02/01/2027 |  | 636 | 640172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/2028 |  | 679 | 693399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/2031 |  | 439 | 454348 |
|  TNB Global Ventures Capital Bhd<br>4.85%, 11/01/2028<sup>(a)</sup> |  | 430 | 438441 |
|  Virginia Electric & Power Co.<br>Series C<br>4.90%, 09/15/2035 |  | 448 | 446248 |
|  Vistra Operations Co. LLC<br>4.60%, 10/15/2030<sup>(a)</sup> |  | 529 | 528404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 12/30/2026<sup>(a)</sup> |  | 71 | 71496 |
|  Wisconsin Electric Power Co.<br>3.95%, 03/01/2029 |  | 251 | 251061 |
|  |  |  | 111445320 |
|  **Natural Gas – 0.4%** |  |  |  |
|  Boston Gas Co.<br>3.00%, 08/01/2029<sup>(a)</sup> |  | 728 | 695860 |
|  Brooklyn Union Gas Co. (The)<br>3.865%, 03/04/2029<sup>(a)</sup> |  | 22 | 21692 |
|  Cadent Finance PLC<br>Series E<br>0.625%, 03/19/2030<sup>(a)</sup> | EUR | 13044 | 13837601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/16/2033<sup>(a)</sup> |  | 266 | 314334 |
|  Centrica PLC<br>Series E<br>4.375%, 03/13/2029<sup>(a)</sup> | GBP | 120 | 162056 |
|  Grupo Energia Bogota SA ESP<br>7.85%, 11/09/2033<sup>(a)</sup> | U.S.$| 200 | 228556 |
|  National Grid North America, Inc.<br>Series E<br>1.05%, 01/20/2031<sup>(a)</sup> | EUR | 1302 | 1372999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/25/2029<sup>(a)</sup> |  | 1664 | 1972879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/03/2031<sup>(a)</sup> |  | 2987 | 3563596 |
|  Nortegas Energia Grupo SL<br>Series E<br>0.905%, 01/22/2031<sup>(a)</sup> |  | 300 | 305516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.065%, 09/28/2027<sup>(a)</sup> |  | 169 | 195602 |
|  Southern California Gas Co.<br>5.60%, 04/01/2054 | U.S.$| 291 | 285642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/2055 |  | 353 | 362950 |
|  |  |  | 23319283 |
|  **Other Utility – 0.5%** |  |  |  |
|  Anglian Water Services Financing PLC<br>Series A5<br>6.29%, 07/30/2030<sup>(a)</sup> | GBP | 1990 | 2820390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.50%, 10/05/2027<sup>(a)</sup> |  | 100 | 134282 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>5.875%, 06/20/2031<sup>(a)</sup> |  | 4002 | 5575742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/20/2039<sup>(a)</sup> |  | 100 | 131546 |
|  Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy<br>7.875%, 02/15/2039<sup>(a)</sup> | U.S.$| 199 | 217450 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Suez SACA<br>Series E<br>4.50%, 11/13/2033<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17175512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 10/05/2043<sup>(a)</sup> | GBP | 100 | 140938 |
|  SW Finance I PLC<br>Series A1<br>6.19%, 03/31/2029<sup>(a)</sup> |  | 27 | 37615 |
|  Veolia Environnement SA<br>5.99%, 11/22/2028<sup>(a) (c)</sup> | EUR | 200 | 249854 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.625%, 09/17/2030<sup>(a)</sup> |  | 1200 | 1320103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/21/2032<sup>(a)</sup> |  | 3400 | 3577388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 01/10/2031<sup>(a)</sup> |  | 1800 | 2093536 |
|  Yorkshire Water Finance PLC<br>6.375%, 08/19/2039 | GBP | 114 | 152846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>6.375%, 11/18/2034<sup>(a)</sup> |  | 100 | 139362 |
|  |  |  | 33766564 |
|  |  |  | 168531167 |
|  Total Corporates - Investment Grade<br>(cost $1,545,259,263) |  |  | 1586764916 |
|  **MORTGAGE PASS-THROUGHS – 13.8%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 13.8%** |  |  |  |
|  Federal National Mortgage Association<br>Series 2005<br>5.50%, 02/01/2035 | U.S.$| 4 | 4209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007<br>5.50%, 09/01/2036 |  | 3 | 2685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/01/2037 |  | 3 | 3020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008<br>5.50%, 03/01/2037 |  | 1 | 1310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017<br>3.50%, 06/01/2047 |  | 9 | 8678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/2047 |  | 15 | 14357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/01/2047 |  | 117 | 109711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/2048 |  | 5 | 5067 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>3.50%, 01/01/2048 |  | 4 | 3693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/2048 |  | 126 | 117690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/2048 |  | 3025 | 2845553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/2048 |  | 11 | 10401 |
|  Government National Mortgage Association<br>Series 2022<br>5.00%, 11/20/2052 |  | 30769 | 30935977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2026<br>2.50%, 01/01/2056, TBA |  | 77474 | 66812245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/01/2056, TBA |  | 86646 | 77879331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/01/2056, TBA |  | 17468 | 16483090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/01/2056, TBA |  | 59703 | 58156198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2056, TBA |  | 222802 | 222261799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2056, TBA |  | 251966 | 254398477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/01/2056, TBA |  | 33278 | 33910561 |
|  Uniform Mortgage-Backed Security<br>Series 2026<br>2.00%, 01/01/2056, TBA |  | 40772 | 32939538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/01/2056, TBA |  | 64938 | 54880221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/01/2056, TBA |  | 26750 | 27123037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/01/2056, TBA |  | 24605 | 25259319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/01/2056, TBA |  | 9793 | 10174802 |
|  Total Mortgage Pass-Throughs<br>(cost $912,514,779) |  |  | 914340969 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 3.8%** |  |  |  |
|  **Risk Share Floating Rate – 1.8%** |  |  |  |
|  Connecticut Avenue Securities<br>Series 2025-R01, Class 1M1<br>4.97% (CME Term SOFR + 1.10%), 01/25/2045<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129351 |
|  Connecticut Avenue Securities Trust<br>Series 2021-R01, Class 1M2<br>5.42% (CME Term SOFR + 1.55%), 10/25/2041<sup>(a) (d)</sup> |  | 436 | 437290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R03, Class 2M2<br>7.77% (CME Term SOFR + 3.90%), 04/25/2043<sup>(a) (d)</sup> |  | 1202 | 1263909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R04, Class 1M1<br>6.17% (CME Term SOFR + 2.30%), 05/25/2043<sup>(a) (d)</sup> |  | 3920 | 3994132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1M1<br>5.77% (CME Term SOFR + 1.90%), 06/25/2043<sup>(a) (d)</sup> |  | 2891 | 2912545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M1<br>4.97% (CME Term SOFR + 1.10%), 05/25/2044<sup>(a) (d)</sup> |  | 2256 | 2254384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R06, Class 1M1<br>4.92% (CME Term SOFR + 1.05%), 09/25/2044<sup>(a) (d)</sup> |  | 289 | 288484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1<br>4.87% (CME Term SOFR + 1.00%), 02/25/2045<sup>(a) (d)</sup> |  | 2673 | 2676566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2A1<br>5.32% (CME Term SOFR + 1.45%), 03/25/2045<sup>(a) (d)</sup> |  | 1843 | 1852987 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R05, Class 2A1<br>4.87% (CME Term SOFR + 1.00%), 07/25/2045<sup>(a) (d)</sup> |  | 7296 | 7299656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1A1<br>4.77% (CME Term SOFR + 0.90%), 09/25/2045<sup>(a) (d)</sup> |  | 6173 | 6175018 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1M1<br>4.82% (CME Term SOFR + 0.95%), 09/25/2045<sup>(a) (d)</sup> |  | 8112 | 8111899 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA5, Class M2<br>5.52% (CME Term SOFR + 1.65%), 01/25/2034<sup>(a) (d)</sup> |  | 1653 | 1657436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class M2<br>5.37% (CME Term SOFR + 1.50%), 10/25/2041<sup>(a) (d)</sup> |  | 12316 | 12350965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M1<br>4.72% (CME Term SOFR + 0.85%), 11/25/2041<sup>(a) (d)</sup> |  | 125 | 124758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2<br>5.67% (CME Term SOFR + 1.80%), 11/25/2041<sup>(a) (d)</sup> |  | 13277 | 13376037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2<br>6.22% (CME Term SOFR + 2.35%), 12/25/2041<sup>(a) (d)</sup> |  | 6919 | 6978093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M2<br>8.22% (CME Term SOFR + 4.35%), 04/25/2042<sup>(a) (d)</sup> |  | 4004 | 4170599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1A<br>5.965% (CME Term SOFR + 2.10%), 03/25/2043<sup>(a) (d)</sup> |  | 8291 | 8393194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1A<br>5.965% (CME Term SOFR + 2.10%), 04/25/2043<sup>(a) (d)</sup> |  | 7637 | 7742724 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1B<br>7.115% (CME Term SOFR + 3.25%), 04/25/2043<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA2, Class A1<br>5.12% (CME Term SOFR + 1.25%), 05/25/2044<sup>(a) (d)</sup> |  | 1799 | 1804884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA2, Class M1<br>5.07% (CME Term SOFR + 1.20%), 05/25/2044<sup>(a) (d)</sup> |  | 3504 | 3508657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M1<br>4.87% (CME Term SOFR + 1.00%), 10/25/2044<sup>(a) (d)</sup> |  | 21 | 21231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M1<br>5.07% (CME Term SOFR + 1.20%), 08/25/2044<sup>(a) (d)</sup> |  | 5655 | 5660054 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2023-HQA2<br>Series 2023-HQA2, Class M1B<br>7.22% (CME Term SOFR + 3.35%), 06/25/2043<sup>(a) (d)</sup> |  | 6000 | 6185023 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA1<br>Series 2025-DNA1, Class A1<br>4.82% (CME Term SOFR + 0.95%), 01/25/2045<sup>(a) (d)</sup> |  | 3674 | 3678876 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2<br>Series 2025-DNA2, Class A1<br>4.97% (CME Term SOFR + 1.10%), 05/25/2045<sup>(a) (d)</sup> |  | 1822 | 1827960 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-Hqa1<br>Series 2025-HQA1, Class A1<br>4.82% (CME Term SOFR + 0.95%), 02/25/2045<sup>(a) (d)</sup> |  | 3086 | 3083798 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2016-C01, Class 2M2<br>10.94% (CME Term SOFR + 7.06%), 08/25/2028<sup>(d)</sup> |  | 145 | 146860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C02, Class 1M2<br>9.99% (CME Term SOFR + 6.11%), 09/25/2028<sup>(d)</sup> |  | 144 | 145181 |
|  |  |  | 124024137 |
|  **Non-Agency Fixed Rate – 1.4%** |  |  |  |
|  Alternative Loan Trust<br>Series 2006-24CB, Class A15<br>5.75%, 08/25/2036<sup>(d)</sup> |  | 1178 | 565414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A6<br>6.25%, 09/25/2036 |  | 109 | 49760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-26CB, Class A8<br>6.25%, 09/25/2036 |  | 406 | 185884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-J1, Class 1A11<br>5.50%, 02/25/2036 |  | 543 | 361885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-15CB, Class A19<br>5.75%, 07/25/2037 |  | 233 | 129449 |
|  Angel Oak Mortgage Trust<br>Series 2025-4, Class A1<br>5.855%, 04/25/2070<sup>(a)</sup> |  | 3671 | 3715303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1<br>5.515%, 04/25/2070<sup>(a)</sup> |  | 6957 | 7019208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-9, Class A1<br>5.14%, 08/25/2070<sup>(a)</sup> |  | 3819 | 3833260 |
|  CHL Mortgage Pass-Through Trust<br>Series 2007-HY4, Class 1A1<br>4.53%, 09/25/2047 |  | 185 | 166258 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class A30<br>5.75%, 04/25/2037 |  | 760 | 325481 |
|  Citigroup Mortgage Loan Trust<br>Series 2007-AR4, Class 1A1A<br>4.61%, 03/25/2037 |  | 100 | 86385 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  COLT Mortgage Loan Trust<br>Series 2025-5, Class A1<br>5.54%, 05/25/2070<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-8, Class A1<br>5.48%, 08/25/2070<sup>(a)</sup> |  | 5018 | 5063407 |
|  Cross Mortgage Trust<br>Series 2025-H4, Class A1<br>5.60%, 06/25/2070<sup>(a)</sup> |  | 5738 | 5791540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-H7, Class A1<br>4.93%, 09/25/2070<sup>(a)</sup> |  | 5529 | 5530364 |
|  GCAT Trust<br>Series 2025-NQM2, Class A1<br>5.60%, 04/25/2070<sup>(a)</sup> |  | 4205 | 4250841 |
|  JP Morgan Mortgage Trust<br>Series 2025-CES7, Class A1A<br>5.055%, 04/25/2056<sup>(a)</sup> |  | 6748 | 6762266 |
|  OBX Trust<br>Series 2025-NQM8, Class A1<br>5.47%, 03/25/2065<sup>(a)</sup> |  | 3368 | 3396647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A1<br>5.45%, 05/25/2065<sup>(a)</sup> |  | 9270 | 9349403 |
|  RCKT Mortgage Trust<br>Series 2025-CES12, Class A1A<br>5.03%, 11/25/2055<sup>(a)</sup> |  | 10390 | 10380350 |
|  Residential Accredit Loans, Inc. Trust<br>Series 2005-QS14, Class 3A1<br>6.00%, 09/25/2035 |  | 356 | 313971 |
|  Verus Securitization Trust<br>Series 2025-1, Class A1B<br>5.62%, 01/25/2070<sup>(a)</sup> |  | 2108 | 2124991 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-4, Class A1<br>5.45%, 05/25/2070<sup>(a)</sup> |  | 7302 | 7370701 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5, Class A1<br>5.43%, 06/25/2070<sup>(a)</sup> |  | 4583 | 4621438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1<br>5.42%, 07/25/2070<sup>(a)</sup> |  | 1982 | 1999733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R1, Class A1<br>5.40%, 05/25/2065<sup>(a)</sup> |  | 2310 | 2327079 |
|  Wells Fargo Mortgage Backed Securities Trust<br>Series 2007-AR7, Class A1<br>6.04%, 12/28/2037 |  | 495 | 447749 |
|  |  |  | 91049829 |
|  **Non-Agency Floating Rate – 0.6%** |  |  |  |
|  Angel Oak Mortgage Trust<br>Series 2025-10, Class A1<br>4.96%, 09/25/2070<sup>(a) (d)</sup> |  | 6087 | 6092263 |
|  BRAVO Residential Funding Trust<br>Series 2025-NQM5, Class A1<br>5.50%, 02/25/2065<sup>(a)</sup> |  | 1930 | 1949440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A1<br>5.46%, 07/25/2065<sup>(a)</sup> |  | 2911 | 2938620 |
|  COLT Mortgage Loan Trust<br>Series 2025-10, Class A1<br>5.09%, 10/25/2070<sup>(a)</sup> |  | 5206 | 5221158 |
|  First Horizon Alternative Mortgage Securities Trust<br>Series 2007-FA2, Class 1A10<br>4.10% (CME Term SOFR 1 Month + 0.36%), 04/25/2037<sup>(d)</sup> |  | 527 | 116461 |
|  HOMES Trust<br>Series 2025-AFC4, Class A1<br>5.15%, 11/25/2060<sup>(a)</sup> |  | 7132 | 7142510 |
|  Morgan Stanley Residential Mortgage Loan Trust<br>Series 2025-NQM3, Class A1<br>5.53%, 05/25/2070<sup>(a)</sup> |  | 4344 | 4380559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1<br>5.44%, 07/25/2070<sup>(a) (d)</sup> |  | 2865 | 2886698 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM9, Class A1<br>5.02%, 09/25/2070<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4699087 |
|  Verus Securitization Trust<br>Series 2025-9, Class A1<br>4.935%, 10/27/2070<sup>(a) (d)</sup> |  | 3325 | 3328796 |
|  |  |  | 38755592 |
|  Total Collateralized Mortgage Obligations<br>(cost $254,667,277) |  |  | 253829558 |
|  **CORPORATES - NON-INVESTMENT GRADE – 3.3%** |  |  |  |
|  **Industrial – 3.0%** |  |  |  |
|  **Basic – 0.2%** |  |  |  |
|  Commercial Metals Co.<br>5.75%, 11/15/2033<sup>(a)</sup> |  | 4816 | 4925469 |
|  INEOS Quattro Finance 2 PLC<br>8.50%, 03/15/2029<sup>(a)</sup> | EUR | 5117 | 4781726 |
|  |  |  | 9707195 |
|  **Capital Goods – 0.1%** |  |  |  |
|  Axon Enterprise, Inc.<br>6.125%, 03/15/2030<sup>(a)</sup> | U.S.$| 87 | 90103 |
|  EMRLD Borrower LP/Emerald Co-Issuer, Inc.<br>6.375%, 12/15/2030<sup>(a)</sup> | EUR | 4935 | 6040149 |
|  Luna 2 5SARL<br>5.50%, 07/01/2032<sup>(a)</sup> |  | 632 | 755330 |
|  |  |  | 6885582 |
|  **Communications - Media – 0.1%** |  |  |  |
|  Virgin Media Secured Finance PLC<br>5.25%, 05/15/2029<sup>(a)</sup> | GBP | 5000 | 6524122 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  Fibercop SpA<br>4.75%, 06/30/2030<sup>(a)</sup> | EUR | 10115 | 12092733 |
|  Vmed O2 UK Financing I PLC<br>5.625%, 04/15/2032<sup>(a)</sup> |  | 2600 | 3079422 |
|  |  |  | 15172155 |
|  **Consumer Cyclical - Automotive – 0.4%** |  |  |  |
|  Nissan Motor Acceptance Co. LLC<br>1.85%, 09/16/2026<sup>(a)</sup> | U.S.$| 3120 | 3041435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 03/09/2026<sup>(a)</sup> |  | 4070 | 4036268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/15/2028<sup>(a)</sup> |  | 5328 | 4919046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/13/2027<sup>(a)</sup> |  | 1469 | 1474797 |
|  Schaeffler AG<br>5.375%, 04/01/2031<sup>(a)</sup> | EUR | 7500 | 9296111 |
|  |  |  | 22767657 |
|  **Consumer Cyclical - Other – 0.2%** |  |  |  |
|  Allwyn Entertainment Financing UK PLC<br>4.125%, 02/15/2031<sup>(a)</sup> |  | 5012 | 5801751 |
|  Hilton Domestic Operating Co., Inc.<br>5.875%, 04/01/2029<sup>(a)</sup> | U.S.$| 3279 | 3353435 |
|  Standard Industries, Inc./NY<br>4.375%, 07/15/2030<sup>(a)</sup> |  | 990 | 957167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2028<sup>(a)</sup> |  | 1402 | 1397611 |
|  Taylor Morrison Communities, Inc.<br>5.75%, 01/15/2028<sup>(a)</sup> |  | 418 | 425489 |
|  |  |  | 11935453 |
|  **Consumer Cyclical – Restaurants – 0.1%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<br>3.875%, 01/15/2028<sup>(a)</sup> |  | 5208 | 5133599 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Advance Auto Parts, Inc.<br>7.00%, 08/01/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6936551 |
|  FirstCash, Inc.<br>4.625%, 09/01/2028<sup>(a)</sup> |  | 2218 | 2201445 |
|  |  |  | 9137996 |
|  **Consumer Non-Cyclical – 0.5%** |  |  |  |
|  CVS Health Corp.<br>6.75%, 12/10/2054 |  | 662 | 691476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055 |  | 7578 | 7948325 |
|  Genmab A/S/Genmab Finance LLC<br>6.25%, 12/15/2032<sup>(a)</sup> |  | 11731 | 12037206 |
|  IQVIA, Inc.<br>5.00%, 10/15/2026<sup>(a)</sup> |  | 1599 | 1598072 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV<br>4.125%, 04/30/2028<sup>(a)</sup> |  | 8114 | 7904622 |
|  Perrigo Finance Unlimited Co.<br>Series EUR<br>5.375%, 09/30/2032 | EUR | 2294 | 2746457 |
|  Tenet Healthcare Corp.<br>5.125%, 11/01/2027 | U.S.$| 2720 | 2719871 |
|  |  |  | 35646029 |
|  **Energy – 0.3%** |  |  |  |
|  NuStar Logistics LP<br>6.00%, 06/01/2026 |  | 1576 | 1578806 |
|  Sunoco LP<br>5.625%, 03/15/2031<sup>(a)</sup> |  | 5222 | 5249451 |
|  Sunoco LP/Sunoco Finance Corp.<br>7.00%, 09/15/2028<sup>(a)</sup> |  | 7580 | 7819203 |
|  Venture Global Plaquemines LNG LLC<br>6.125%, 12/15/2030<sup>(a)</sup> |  | 3394 | 3455548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/15/2034<sup>(a)</sup> |  | 180 | 184268 |
|  |  |  | 18287276 |
|  **Other Industrial – 0.1%** |  |  |  |
|  Progroup AG<br>5.125%, 04/15/2029<sup>(a)</sup> | EUR | 5140 | 6193417 |
|  **Services – 0.1%** |  |  |  |
|  Deepocean Ltd.<br>6.00%, 04/08/2031<sup>(a)</sup> |  | 5160 | 6223826 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<br>3.375%, 08/31/2027<sup>(a)</sup> | U.S.$| 1686 | 1655209 |
|  |  |  | 7879035 |
|  **Technology – 0.4%** |  |  |  |
|  Almaviva-The Italian Innovation Co. SpA<br>5.00%, 10/30/2030<sup>(a)</sup> | EUR | 7610 | 9021526 |
|  Kioxia Holdings Corp.<br>6.25%, 07/24/2030<sup>(a)</sup> | U.S.$| 5889 | 6065235 |
|  OVH Groupe SA<br>4.75%, 02/05/2031<sup>(a)</sup> | EUR | 7835 | 9189675 |
|  |  |  | 24276436 |
|  **Transportation – Airlines – 0.1%** |  |  |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.75%, 04/20/2029<sup>(a)</sup> | U.S.$| 8458 | 8611986 |
|  **Transportation – Services – 0.1%** |  |  |  |
|  Boels Topholding BV<br>6.25%, 02/15/2029<sup>(a)</sup> | EUR | 7625 | 9229947 |
|  |  |  | 197387885 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Financial Institutions – 0.2%** |  |  |  |
|  **REITs – 0.2%** |  |  |  |
|  Alstria Office AG<br>4.25%, 10/15/2029<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160200 |
|  Iron Mountain, Inc.<br>4.75%, 01/15/2034<sup>(a)</sup> |  | 5370 | 6137325 |
|  Vivion Investments SARL<br>Series E<br>6.50%, 02/28/2029<sup>(a) (b) (e)</sup> |  | 24 | 27637 |
|  |  |  | 12325162 |
|  **Utility – 0.1%** |  |  |  |
|  **Other Utility – 0.1%** |  |  |  |
|  Holding d'Infrastructures des Metiers de l'Environnement SAS<br>4.875%, 10/24/2029<sup>(a)</sup> |  | 4955 | 6029541 |
|  Total Corporates - Non-Investment Grade<br>(cost $214,499,166) |  |  | 215742588 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 3.1%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 2.5%** |  |  |  |
|  ALA Trust<br>Series 2025-OANA, Class A<br>5.49% (CME Term SOFR 1 Month + 1.74%), 06/15/2040<sup>(a) (d)</sup> | U.S.$| 18761 | 18831450 |
|  BAMLL Trust<br>Series 2025-ASHF, Class A<br>5.60% (CME Term SOFR 1 Month + 1.85%), 02/15/2042<sup>(a) (d)</sup> |  | 17283 | 17282967 |
|  BHMS Commercial Mortgage Trust<br>Series 2025-ATLS, Class A<br>5.60% (CME Term SOFR 1 Month + 1.85%), 08/15/2042<sup>(a) (d)</sup> |  | 10499 | 10520453 |
|  BOCA Commercial Mortgage Trust<br>Series 2025-BOCA, Class A<br>5.45% (CME Term SOFR 1 Month + 1.60%), 12/15/2042<sup>(a) (d)</sup> |  | 11714 | 11728630 |
|  BX Commercial Mortgage Trust<br>Series 2024-AIR2, Class A<br>5.24% (CME Term SOFR 1 Month + 1.49%), 10/15/2041<sup>(a) (d)</sup> |  | 2360 | 2362517 |
|  BX Trust<br>Series 2025-DELC, Class A<br>5.51% (CME Term SOFR 1 Month + 1.55%), 12/15/2042<sup>(a) (d)</sup> |  | 3085 | 3089034 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-GW, Class A<br>5.35% (CME Term SOFR 1 Month + 1.60%), 07/15/2042<sup>(a) (d)</sup> |  | 5057 | 5066475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A<br>5.45% (CME Term SOFR 1 Month + 1.70%), 12/15/2044<sup>(a) (d)</sup> |  | 11772 | 11779322 |
|  Great Wolf Trust<br>Series 2024-WLF2, Class A<br>5.44% (CME Term SOFR 1 Month + 1.69%), 05/15/2041<sup>(a) (d)</sup> |  | 2316 | 2322487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-WOLF, Class A<br>5.29% (CME Term SOFR 1 Month + 1.54%), 03/15/2039<sup>(a) (d)</sup> |  | 16019 | 16043733 |
|  Hawaii Hotel Trust<br>Series 2025-MAUI, Class A<br>5.14% (CME Term SOFR 1 Month + 1.39%), 03/15/2042<sup>(a) (d)</sup> |  | 8158 | 8165572 |
|  HILT Commercial Mortgage Trust<br>Series 2024-ORL, Class A<br>5.29% (CME Term SOFR 1 Month + 1.54%), 05/15/2037<sup>(a) (d)</sup> |  | 4181 | 4186194 |
|  KIND Trust<br>Series 2021-KIND, Class A<br>4.82% (CME Term SOFR 1 Month + 1.06%), 08/15/2038<sup>(a) (d)</sup> |  | 3015 | 3002397 |
|  Natixis Commercial Mortgage Securities Trust<br>Series 2019-MILE, Class A<br>5.33% (CME Term SOFR 1 Month + 1.58%), 07/15/2036<sup>(a) (d)</sup> |  | 10690 | 10142803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-JERI, Class A<br>5.30% (CME Term SOFR 1 Month + 1.55%), 01/15/2039<sup>(a) (d)</sup> |  | 8113 | 7265550 |
|  NJ Trust<br>Series 2023-GSP, Class A<br>6.48%, 01/06/2029<sup>(a)</sup> |  | 6238 | 6539651 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  ORL Trust<br>Series 2024-GLKS, Class A<br>5.24% (CME Term SOFR 1 Month + 1.49%), 12/15/2039<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11956 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11974031 |
|  SWCH Commercial Mortgage Trust<br>Series 2025-DATA, Class A<br>5.19% (CME Term SOFR 1 Month + 1.44%), 02/15/2042<sup>(a) (d)</sup> |  | 15630 | 15457899 |
|  |  |  | 165761165 |
|  **Non-Agency Fixed Rate CMBS – 0.6%** |  |  |  |
|  225 Liberty Street Trust<br>Series 2016-225L, Class E<br>4.65%, 02/10/2036<sup>(a)</sup> |  | 9098 | 8368888 |
|  BAHA Trust<br>Series 2024-MAR, Class A<br>5.97%, 12/10/2041<sup>(a) (d)</sup> |  | 5000 | 5175143 |
|  Commercial Mortgage Trust<br>Series 2012-CR3, Class D<br>4.29%, 10/15/2045<sup>(a)</sup> |  | 2322 | 1918692 |
|  DTP Commercial Mortgage Trust<br>Series 2023-STE2, Class A<br>5.84%, 01/15/2041<sup>(a)</sup> |  | 1329 | 1366529 |
|  Fashion Show Mall LLC<br>Series 2024-SHOW, Class A<br>5.10%, 10/10/2041<sup>(a)</sup> |  | 8992 | 9126787 |
|  MAD Commercial Mortgage Trust<br>Series 2025-11MD, Class A<br>4.75%, 10/15/2042<sup>(a)</sup> |  | 8900 | 8933738 |
|  NYC Commercial Mortgage Trust<br>Series 2025-28L, Class A<br>4.67%, 11/05/2038<sup>(a)</sup> |  | 3263 | 3269903 |
|  WB Commercial Mortgage Trust<br>Series 2024-HQ, Class A<br>5.94%, 03/15/2040<sup>(a)</sup> |  | 4000 | 3992571 |
|  |  |  | 42152251 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $209,187,488) |  |  | 207913416 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 2.9%** |  |  |  |
|  **CLO - Floating Rate – 2.9%** |  |  |  |
|  AGL CLO 16 Ltd.<br>Series 2021-16A, Class AR<br>4.83% (CME Term SOFR 3 Month + 0.95%), 01/20/2035<sup>(a) (d)</sup> |  | 5410 | 5412315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-16A, Class BR<br>5.28% (CME Term SOFR 3 Month + 1.40%), 01/20/2035<sup>(a) (d)</sup> |  | 6310 | 6310568 |
|  AGL CLO 44 Ltd.<br>Series 2025-44A, Class A<br>5.10% (CME Term SOFR 3 Month + 1.15%), 10/22/2037<sup>(a) (d)</sup> |  | 11307 | 11296539 |
|  Allegany Park CLO Ltd.<br>Series 2019-1A, Class ARR<br>4.98% (CME Term SOFR 3 Month + 1.10%), 01/20/2035<sup>(a) (d)</sup> |  | 4950 | 4950005 |
|  Apidos CLO XXXII<br>Series 2019-32A, Class A1R<br>4.98% (CME Term SOFR 3 Month + 1.10%), 01/20/2033<sup>(a) (d)</sup> |  | 7110 | 7112884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-32A, Class B1R<br>5.38% (CME Term SOFR 3 Month + 1.50%), 01/20/2033<sup>(a) (d)</sup> |  | 980 | 980294 |
|  Apidos CLO XXXV<br>Series 2021-35A, Class A<br>5.20% (CME Term SOFR 3 Month + 1.31%), 04/20/2034<sup>(a) (d)</sup> |  | 5030 | 5033979 |
|  Bain Capital Credit CLO Ltd.<br>Series 2020-1A, Class BRR<br>5.38% (CME Term SOFR 3 Month + 1.50%), 04/18/2033<sup>(a) (d)</sup> |  | 5857 | 5857603 |
|  Chenango Park CLO Ltd.<br>Series 2018-1A, Class BR<br>5.705% (CME Term SOFR 3 Month + 1.80%), 04/15/2030<sup>(a) (d)</sup> |  | 1561 | 1562759 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Clover CLO LLC<br>Series 2021-3A, Class BR<br>5.31% (CME Term SOFR 3 Month + 1.45%), 01/25/2035<sup>(a) (d)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10031 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10038737 |
|  Dryden 113 CLO Ltd.<br>Series 2022-113A, Class AR3<br>4.995% (CME Term SOFR 3 Month + 1.09%), 10/15/2037<sup>(a) (d)</sup> |  | 21165 | 21181530 |
|  Elmwood CLO 15 Ltd.<br>Series 2022-2A, Class A1R<br>5.01% (CME Term SOFR 3 Month + 1.15%), 04/22/2035<sup>(a) (d)</sup> |  | 4900 | 4901421 |
|  Galaxy 36 CLO Ltd.<br>Series 2025-36A, Class A1<br>5.01% (CME Term SOFR 3 Month + 1.23%), 10/15/2038<sup>(a) (d)</sup> |  | 7650 | 7654391 |
|  Invesco CLO Ltd.<br>Series 2021-1A, Class A1<br>5.17% (CME Term SOFR 3 Month + 1.26%), 04/15/2034<sup>(a) (d)</sup> |  | 5500 | 5502574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class AR<br>5.005% (CME Term SOFR 3 Month + 1.10%), 07/15/2034<sup>(a) (d)</sup> |  | 4439 | 4440161 |
|  Magnetite XIX Ltd.<br>Series 2017-19A, Class B1RR<br>5.33% (CME Term SOFR 3 Month + 1.45%), 04/17/2034<sup>(a) (d)</sup> |  | 5996 | 5997105 |
|  Neuberger Berman Loan Advisers CLO 42 Ltd.<br>Series 2021-42A, Class AR<br>4.84% (CME Term SOFR 3 Month + 0.95%), 07/16/2036<sup>(a) (d)</sup> |  | 5063 | 5062593 |
|  Neuberger Berman Loan Advisers CLO 46 Ltd.<br>Series 2021-46A, Class BR<br>5.38% (CME Term SOFR 3 Month + 1.50%), 01/20/2037<sup>(a) (d)</sup> |  | 5005 | 5010285 |
|  Neuberger Berman Loan Advisers CLO 59 Ltd.<br>Series 2024-59A, Class A1<br>5.15% (CME Term SOFR 3 Month + 1.29%), 01/23/2039<sup>(a) (d)</sup> |  | 18000 | 18039798 |
|  OCP CLO Ltd.<br>Series 2021-23A, Class BR<br>5.43% (CME Term SOFR 3 Month + 1.55%), 01/17/2037<sup>(a) (d)</sup> |  | 10815 | 10828897 |
|  OZLM XVIII Ltd.<br>Series 2018-18A, Class A<br>5.19% (CME Term SOFR 3 Month + 1.28%), 04/15/2031<sup>(a) (d)</sup> |  | 2063 | 2062506 |
|  Pikes Peak CLO 6<br>Series 2020-6A, Class ARR<br>4.815% (CME Term SOFR 3 Month + 0.94%), 05/18/2034<sup>(a) (d)</sup> |  | 4899 | 4893712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-6A, Class BRR<br>5.325% (CME Term SOFR 3 Month + 1.45%), 05/18/2034<sup>(a) (d)</sup> |  | 2286 | 2286411 |
|  Rad CLO 14 Ltd.<br>Series 2021-14A, Class A<br>5.34% (CME Term SOFR 3 Month + 1.43%), 01/15/2035<sup>(a) (d)</sup> |  | 4750 | 4751273 |
|  Regatta XVI Funding Ltd.<br>Series 2019-2A, Class A2R<br>5.355% (CME Term SOFR 3 Month + 1.45%), 01/15/2033<sup>(a) (d)</sup> |  | 4500 | 4493957 |
|  Regatta XX Funding Ltd.<br>Series 2021-2A, Class AR<br>5.085% (CME Term SOFR 3 Month + 1.18%), 01/15/2038<sup>(a) (d)</sup> |  | 6150 | 6145006 |
|  Rockford Tower CLO Ltd.<br>Series 2018-2A, Class A<br>5.31% (CME Term SOFR 3 Month + 1.42%), 10/20/2031<sup>(a) (d)</sup> |  | 2400 | 2400747 |
|  VERDE CLO Ltd.<br>Series 2019-1A, Class ARR<br>5.015% (CME Term SOFR 3 Month + 1.11%), 04/15/2032<sup>(a) (d)</sup> |  | 2751 | 2749231 |
|  Voya CLO Ltd.<br>Series 2024-7A, Class A1<br>5.19% (CME Term SOFR 3 Month + 1.31%), 01/20/2038<sup>(a) (d)</sup> |  | 10950 | 10965965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-5A, Class B<br>5.25% (CME Term SOFR 3 Month + 1.55%), 01/15/2039<sup>(a) (d)</sup> |  | 3234 | 3234291 |
|  Total Collateralized Loan Obligations<br>(cost $190,923,530) |  |  | 191157537 |
|  **COVERED BONDS – 2.7%** |  |  |  |
|  Bank of Nova Scotia (The)<br>Series E<br>0.375%, 03/26/2030<sup>(a)</sup> | EUR | 5000 | 5320511 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  BPCE SFH SA<br>3.00%, 10/17/2029<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.01%, 05/27/2030<sup>(a)</sup> |  | 15000 | 15588968 |
|  Caisse de Refinancement de l'Habitat SA<br>2.75%, 04/12/2028<sup>(a)</sup> |  | 12300 | 14539499 |
|  Caisse Francaise de Financement Local SA<br>0.01%, 02/22/2028<sup>(a)</sup> |  | 7100 | 7920756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.01%, 04/27/2029<sup>(a)</sup> |  | 700 | 753567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br> 3.00%, 10/02/2028<sup>(a)</sup> |  | 1100 | 1306536 |
|  Cie de Financement Foncier SA<br>2.625%, 03/05/2030<sup>(a)</sup> |  | 2300 | 2685524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.50%, 06/28/2029<sup>(a)</sup> |  | 9600 | 11219155 |
|  Commonwealth Bank of Australia<br>Series E<br>0.75%, 02/28/2028<sup>(a)</sup> |  | 4795 | 5444105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/19/2029<sup>(a)</sup> |  | 13000 | 14529038 |
|  Credit Agricole Home Loan SFH SA<br>2.875%, 06/23/2028<sup>(a)</sup> |  | 1600 | 1896823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.01%, 04/12/2028<sup>(a)</sup> |  | 1900 | 2112631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 08/31/2027<sup>(a)</sup> |  | 1900 | 2180222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 09/04/2028<sup>(a)</sup> |  | 8400 | 10079629 |
|  Credit Mutuel Home Loan SFH SA<br>Series E<br>3.25%, 04/20/2029<sup>(a)</sup> |  | 4000 | 4792444 |
|  National Australia Bank Ltd.<br>0.01%, 01/06/2029<sup>(a)</sup> |  | 17865 | 19458436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>0.625%, 03/16/2027<sup>(a)</sup> |  | 11055 | 12744286 |
|  Nationwide Building Society<br>3.625%, 03/15/2028<sup>(a)</sup> |  | 10740 | 12941016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>1.125%, 05/31/2028<sup>(a)</sup> |  | 1570 | 1787907 |
|  Santander UK PLC<br>Series E<br>3.00%, 03/12/2029<sup>(a)</sup> |  | 7500 | 8903349 |
|  Societe Generale SFH SA<br>0.125%, 07/18/2029<sup>(a)</sup> |  | 9200 | 9891065 |
|  Westpac Banking Corp.<br>Series E<br>0.01%, 09/22/2028<sup>(a)</sup> |  | 10098 | 11108498 |
|  Total Covered Bonds<br>(cost $169,751,049) |  |  | 178510454 |
|  **ASSET-BACKED SECURITIES – 2.5%** |  |  |  |
|  **Other ABS - Fixed Rate – 1.5%** |  |  |  |
|  Accelerated LLC<br>Series 2024-1A, Class A<br>4.68%, 08/22/2044<sup>(a)</sup> | U.S.$| 4848 | 4864772 |
|  Affirm Asset Securitization Trust<br>Series 2024-B, Class A<br>4.62%, 09/15/2029<sup>(a)</sup> |  | 4022 | 4033408 |
|  Amur Equipment Finance Receivables XII LLC<br>Series 2023-1A, Class A2<br>6.09%, 12/20/2029<sup>(a)</sup> |  | 1165 | 1174926 |
|  APL Finance DAC<br>Series 2025-1A, Class A<br>4.81%, 03/20/2036<sup>(a)</sup> |  | 4231 | 4244408 |
|  BHG Securitization Trust<br>Series 2023-A, Class A<br>5.55%, 04/17/2036<sup>(a)</sup> |  | 420 | 420860 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-B, Class A<br>6.92%, 12/17/2036<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1CON, Class A<br>4.82%, 04/17/2036<sup>(a)</sup> |  | 4176 | 4199369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2CON, Class B<br>5.17%, 09/17/2036<sup>(a)</sup> |  | 8950 | 9032656 |
|  CCG Receivables Trust<br>Series 2024-1, Class A2<br>4.99%, 03/15/2032<sup>(a)</sup> |  | 3678 | 3709225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B<br>4.69%, 10/14/2032<sup>(a)</sup> |  | 1283 | 1298010 |
|  Clarus Capital Funding LLC<br>Series 2024-1A, Class A2<br>4.71%, 08/20/2032<sup>(a)</sup> |  | 5440 | 5459649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class B<br>4.79%, 08/20/2032<sup>(a)</sup> |  | 261 | 262184 |
|  Crossroads Asset Trust<br>Series 2024-A, Class A2<br>5.90%, 08/20/2030<sup>(a)</sup> |  | 4202 | 4248167 |
|  Dext ABS LLC<br>Series 2023-1, Class A2<br>5.99%, 03/15/2032<sup>(a)</sup> |  | 1028 | 1034154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2, Class A2<br>6.56%, 05/15/2034<sup>(a)</sup> |  | 823 | 826937 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class B<br>4.66%, 04/15/2036<sup>(a)</sup> |  | 6400 | 6399164 |
|  FIP Master Funding LLC<br>Series 2025-1A, Class A1<br>4.98%, 10/15/2055<sup>(a) (f) (g)</sup> |  | 3318 | 3289588 |
|  Hilton Grand Vacations Trust<br>Series 2025-1A, Class A<br>4.88%, 05/27/2042<sup>(a)</sup> |  | 766 | 774240 |
|  HINNT LLC<br>Series 2024-A, Class A<br>5.49%, 03/15/2043<sup>(a)</sup> |  | 1886 | 1907931 |
|  Lendmark Funding Trust<br>Series 2024-2A, Class B<br>4.86%, 02/21/2034<sup>(a)</sup> |  | 1599 | 1599857 |
|  MVW LLC<br>Series 2025-1A, Class A<br>4.97%, 09/22/2042<sup>(a)</sup> |  | 5080 | 5150987 |
|  Nelnet Student Loan Trust<br>Series 2021-CA, Class B<br>2.53%, 04/20/2062<sup>(a)</sup> |  | 8191 | 7198331 |
|  NMEF Funding LLC<br>Series 2023-A, Class A2<br>6.57%, 06/17/2030<sup>(a)</sup> |  | 1066 | 1071702 |
|  PEAC Solutions Receivables LLC<br>Series 2025-1A, Class A2<br>4.94%, 10/20/2028<sup>(a) (d)</sup> |  | 1553 | 1564266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class B<br>5.20%, 07/20/2032<sup>(a) (d)</sup> |  | 2889 | 2942409 |
|  SCF Equipment Leasing LLC<br>Series 2024-1A, Class A2<br>5.88%, 11/20/2029<sup>(a)</sup> |  | 2174 | 2184099 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3<br>5.11%, 11/21/2033<sup>(a)</sup> |  | 10770 | 10941238 |
|  Sierra Timeshare Receivables Funding LLC<br>Series 2024-2A, Class A<br>5.14%, 06/20/2041<sup>(a)</sup> |  | 1934 | 1959747 |
|  SoFi Consumer Loan Program Trust<br>Series 2025-2, Class B<br>4.97%, 06/25/2034<sup>(a)</sup> |  | 3941 | 3972284 |
|  |  |  | 96782246 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Autos - Fixed Rate – 0.7%** |  |  |  |
|  Ally Bank Auto Credit-Linked Notes<br>Series 2024-A, Class A2<br>5.68%, 05/17/2032<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class B<br>5.12%, 09/15/2032<sup>(a)</sup> |  | 1319 | 1331254 |
|  BOF VII AL Funding Trust I<br>Series 2023-CAR3, Class A2<br>6.29%, 07/26/2032<sup>(a)</sup> |  | 2126 | 2162563 |
|  Hertz Vehicle Financing III LLC<br>Series 2025-1A, Class A<br>4.91%, 09/25/2029<sup>(a)</sup> |  | 8260 | 8352032 |
|  Hyundai Auto Lease Securitization Trust<br>Series 2025-A, Class B<br>5.15%, 06/15/2029<sup>(a)</sup> |  | 8465 | 8572177 |
|  Merchants Fleet Funding LLC<br>Series 2023-1A, Class A<br>7.21%, 05/20/2036<sup>(a)</sup> |  | 1503 | 1509114 |
|  Securitized Term Auto Receivables Trust<br>Series 2025-A, Class B<br>5.04%, 07/25/2031<sup>(a)</sup> |  | 2748 | 2772716 |
|  Stellantis Financial Underwritten Enhanced Lease Trust<br>Series 2025-AA, Class B<br>4.74%, 04/20/2029<sup>(a)</sup> |  | 5305 | 5361616 |
|  Tesla Auto Lease Trust<br>Series 2024-B, Class A4<br>4.88%, 06/20/2028<sup>(a)</sup> |  | 3521 | 3546851 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-B, Class B<br>5.11%, 08/21/2028<sup>(a)</sup> |  | 8017 | 8085509 |
|  Wheels Fleet Lease Funding 1 LLC<br>Series 2023-2A, Class A<br>6.46%, 08/18/2038<sup>(a)</sup> |  | 1775 | 1795720 |
|  |  |  | 45510428 |
|  **Other ABS - Floating Rate – 0.3%** |  |  |  |
|  Capital Street Master Trust<br>Series 2024-1, Class A<br>5.32% (CME Term SOFR + 1.35%), 10/16/2028<sup>(a) (d)</sup> |  | 3929 | 3928546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A<br>5.07% (CME Term SOFR + 1.10%), 08/16/2029<sup>(a) (d)</sup> |  | 5997 | 5984803 |
|  PFS Financing Corp.<br>Series 2025-C, Class A<br>4.93% (CME Term SOFR + 0.95%), 04/15/2029<sup>(a) (d)</sup> |  | 4293 | 4292981 |
|  Sotheby's Artfi Master Trust<br>Series 2024-1A, Class A2<br>5.195% (CME Term SOFR 3 Month + 1.50%), 12/22/2031<sup>(a) (d)</sup> |  | 8490 | 8497371 |
|  |  |  | 22703701 |
|  Total Asset-Backed Securities<br>(cost $164,796,030) |  |  | 164996375 |
|  **INFLATION-LINKED SECURITIES – 2.4%** |  |  |  |
|  **United States – 2.4%** |  |  |  |
|  U.S. Treasury Inflation Index<br>1.625%, 04/15/2030<br>(cost $161,245,626) |  | 160091 | 160948106 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 1.4%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Chile Electricity Lux MPC SARL<br>6.01%, 01/20/2033<sup>(a)</sup> |  | 394 | 412088 |
|  Chile Electricity Lux MPC II SARL<br>5.58%, 10/20/2035<sup>(a)</sup> |  | 235 | 241494 |
|  Chile Government International Bond<br>3.10%, 05/07/2041 |  | 825 | 633394 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/25/2050 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/14/2032 | EUR | 3435 | 4097364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 01/05/2054 | U.S.$| 265 | 255857 |
|  |  |  | 6117947 |
|  **Colombia – 0.1%** |  |  |  |
|  Colombia Government International Bond<br>5.75%, 11/26/2034 | EUR | 1574 | 1794272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/26/2038 |  | 1959 | 2227394 |
|  |  |  | 4021666 |
|  **Hong Kong – 0.1%** |  |  |  |
|  Hong Kong Government International Bond<br>Series G<br>3.15%, 07/24/2054<sup>(a)</sup> | CNH | 55000 | 8831102 |
|  **Hungary – 0.0%** |  |  |  |
|  Hungary Government International Bond<br>2.125%, 09/22/2031<sup>(a)</sup> | U.S.$| 673 | 578420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 09/21/2051<sup>(a)</sup> |  | 200 | 122988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/26/2036<sup>(a)</sup> |  | 970 | 969204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 05/22/2028<sup>(a)</sup> |  | 250 | 259450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/22/2032<sup>(a)</sup> |  | 270 | 287410 |
|  |  |  | 2217472 |
|  **Indonesia – 0.3%** |  |  |  |
|  Indonesia Government International Bond<br>1.40%, 10/30/2031 | EUR | 4290 | 4489964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 07/28/2031 | U.S.$| 1030 | 914125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 10/31/2030 | CNH | 51350 | 7313168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 10/31/2035 |  | 51550 | 7358279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/2061 | U.S.$| 640 | 412400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/31/2032 |  | 200 | 189800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/31/2052 |  | 750 | 624140 |
|  |  |  | 21301876 |
|  **Israel – 0.0%** |  |  |  |
|  Israel Government International Bond<br>Series 5Y<br>5.375%, 02/19/2030 |  | 380 | 392392 |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Kazakhstan Government International Bond<br>4.41%, 10/28/2030<sup>(a)</sup> |  | 760 | 755258 |
|  **Mexico – 0.2%** |  |  |  |
|  Mexico Government International Bond<br>2.66%, 05/24/2031 |  | 400 | 356400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 08/14/2041 |  | 500 | 401000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/27/2051 |  | 550 | 442200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/22/2033 |  | 8967 | 8883876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/22/2035 |  | 284 | 280521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/07/2036 |  | 510 | 517522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 05/04/2053 |  | 248 | 235972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 05/13/2055 |  | 240 | 258240 |
|  |  |  | 11375731 |
|  **Oman – 0.0%** |  |  |  |
|  Oman Government International Bond<br>6.75%, 01/17/2048<sup>(a)</sup> |  | 700 | 771967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/25/2051<sup>(a)</sup> |  | 1150 | 1304279 |
|  |  |  | 2076246 |
|  **Panama – 0.2%** |  |  |  |
|  Panama Government International Bond<br>3.87%, 07/23/2060 |  | 400 | 264200 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/17/2028 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 04/01/2029 |  | 7685 | 8746529 |
|  |  |  | 9668669 |
|  **Peru – 0.0%** |  |  |  |
|  Peruvian Government International Bond<br>2.78%, 12/01/2060 |  | 105 | 57120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/10/2051 |  | 660 | 463650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/08/2054 |  | 120 | 118680 |
|  |  |  | 639450 |
|  **Philippines – 0.0%** |  |  |  |
|  Philippine Government International Bond<br>1.95%, 01/06/2032 |  | 1070 | 930566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 03/29/2027 |  | 205 | 202950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 09/29/2032 |  | 205 | 193469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/29/2047 |  | 205 | 171431 |
|  |  |  | 1498416 |
|  **Poland – 0.0%** |  |  |  |
|  Republic of Poland Government International Bond<br>Series 10Y<br>4.875%, 10/04/2033 |  | 442 | 448161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 30Y<br>5.50%, 04/04/2053 |  | 158 | 150773 |
|  |  |  | 598934 |
|  **Romania – 0.3%** |  |  |  |
|  Romanian Government International Bond<br>2.875%, 04/13/2042<sup>(a)</sup> | EUR | 300 | 231986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/14/2031<sup>(a)</sup> | U.S.$| 1130 | 1026424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/27/2032<sup>(a)</sup> |  | 256 | 233841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/15/2048<sup>(a)</sup> |  | 610 | 504507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/25/2027<sup>(a)</sup> |  | 694 | 705061 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/16/2030<sup>(a)</sup> |  | 15170 | 15626313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 02/17/2028<sup>(a)</sup> |  | 270 | 281353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 02/10/2037<sup>(a)</sup> |  | 640 | 706645 |
|  |  |  | 19316130 |
|  **Saudi Arabia – 0.1%** |  |  |  |
|  KSA Ijarah Sukuk Ltd.<br>4.875%, 09/09/2035<sup>(a)</sup> |  | 1020 | 1024137 |
|  KSA Sukuk Ltd.<br>5.27%, 10/25/2028<sup>(a)</sup> |  | 405 | 416607 |
|  Saudi Government International Bond<br>3.625%, 03/04/2028<sup>(a)</sup> |  | 370 | 366996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/21/2055<sup>(a)</sup> |  | 970 | 685062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/17/2049<sup>(a)</sup> |  | 407 | 367191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/13/2028<sup>(a)</sup> |  | 200 | 204250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/16/2054<sup>(a)</sup> |  | 225 | 222750 |
|  |  |  | 3286993 |
|  **Uruguay – 0.0%** |  |  |  |
|  Oriental Republic of Uruguay<br>5.25%, 09/10/2060 |  | 595 | 556151 |
|  Uruguay Government International Bond<br>4.375%, 01/23/2031 |  | 152 | 154474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 02/14/2037 |  | 303 | 315463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/28/2034 |  | 220 | 234520 |
|  |  |  | 1260608 |
|  Total Governments - Sovereign Bonds<br>(cost $91,426,575) |  |  | 93358890 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 1.2%** |  |  |  |
|  **Belgium – 0.2%** |  |  |  |
|  Dexia SA<br>Series E<br>Zero Coupon, 01/21/2028<sup>(a)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.01%, 01/22/2027<sup>(a)</sup> |  | 7200 | 8266770 |
|  |  |  | 12181611 |
|  **Canada – 0.5%** |  |  |  |
|  Canada Housing Trust No. 1<br>3.55%, 09/15/2032<sup>(a)</sup> | CAD | 37285 | 27563662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/2034<sup>(a)</sup> |  | 9605 | 7383069 |
|  |  |  | 34946731 |
|  **France – 0.4%** |  |  |  |
|  SNCF Reseau<br>Series E<br>1.875%, 03/30/2034<sup>(a)</sup> | EUR | 3200 | 3300670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 10/25/2028<sup>(a)</sup> |  | 9800 | 11646060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/10/2033 |  | 9303 | 12056621 |
|  |  |  | 27003351 |
|  **Japan – 0.0%** |  |  |  |
|  Organization for Workers' Retirement Allowance Mutual Aid<br>Series 38<br>0.01%, 03/24/2026 | JPY | 8900 | 56705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 39<br>0.01%, 06/30/2026 |  | 3000 | 19057 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 44<br>0.005%, 09/28/2027 |  | 4300 | 26822 |
|  |  |  | 102584 |
|  **Kazakhstan – 0.1%** |  |  |  |
|  Baiterek National Managing Holding JSC<br>4.65%, 10/01/2030<sup>(a)</sup> | U.S.$| 4825 | 4794988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/08/2028<sup>(a)</sup> |  | 2488 | 2519946 |
|  |  |  | 7314934 |
|  Total Governments - Sovereign Agencies<br>(cost $77,035,769) |  |  | 81549211 |
|  **SUPRANATIONALS – 1.1%** |  |  |  |
|  European Union<br>Series UFA<br>3.375%, 10/05/2054<sup>(a)</sup> | EUR | 30274 | 31511778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/04/2044<sup>(a)</sup> |  | 33571 | 40486298 |
|  Total Supranationals<br>(cost $70,803,135) |  |  | 71998076 |
|  **EMERGING MARKETS - CORPORATE BONDS – 1.0%** |  |  |  |
|  **Industrial – 0.8%** |  |  |  |
|  **Basic – 0.5%** |  |  |  |
|  Braskem Idesa SAPI<br>6.99%, 02/20/2032<sup>(a) (h) (i) (j)</sup> | U.S.$| 3142 | 1828958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.99%, 02/20/2032<sup>(a) (h) (i)</sup> |  | 244 | 142032 |
|  Braskem Netherlands Finance BV<br>4.50%, 01/10/2028<sup>(a)</sup> |  | 9951 | 4107474 |
|  JSW Steel Ltd.<br>3.95%, 04/05/2027<sup>(a)</sup> |  | 3300 | 3252563 |
|  Periama Holdings LLC/DE<br>5.95%, 04/19/2026<sup>(a)</sup> |  | 2478 | 2483576 |
|  Sappi Papier Holding GmbH<br>4.50%, 03/15/2032<sup>(a)</sup> | EUR | 5225 | 5976359 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Sasol Financing USA LLC<br>8.75%, 05/03/2029<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5807 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5885195 |
|  Stillwater Mining Co.<br>4.00%, 11/16/2026<sup>(a)</sup> |  | 5827 | 5776014 |
|  UPL Corp., Ltd.<br>4.625%, 06/16/2030<sup>(a)</sup> |  | 380 | 357081 |
|  |  |  | 29809252 |
|  **Capital Goods – 0.0%** |  |  |  |
|  Ambipar Lux SARL<br>10.875%, 02/05/2033<sup>(a) (h) (i)</sup> |  | 6320 | 1054618 |
|  **Communications - Telecommunications – 0.0%** |  |  |  |
|  Telecommunications co Telekom Srbija AD Belgrade<br>7.00%, 10/28/2029<sup>(a)</sup> |  | 1155 | 1154642 |
|  **Consumer Non-Cyclical – 0.1%** |  |  |  |
|  BRF GmbH<br>4.35%, 09/29/2026<sup>(a)</sup> |  | 1475 | 1462861 |
|  Natura &Co Luxembourg Holdings SARL<br>4.125%, 05/03/2028<sup>(a)</sup> |  | 4122 | 3895510 |
|  |  |  | 5358371 |
|  **Energy – 0.2%** |  |  |  |
|  Ecopetrol SA<br>6.875%, 04/29/2030 |  | 363 | 367810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 01/19/2036 |  | 4781 | 4903394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 01/19/2029 |  | 2331 | 2500347 |
|  Gran Tierra Energy, Inc.<br>9.50%, 10/15/2029<sup>(a)</sup> |  | 5525 | 3853313 |
|  Greenko Dutch BV<br>3.85%, 03/29/2026<sup>(a)</sup> |  | 346 | 342972 |
|  |  |  | 11967836 |
|  |  |  | 49344719 |
|  **Utility – 0.2%** |  |  |  |
|  **Electric – 0.2%** |  |  |  |
|  Diamond II Ltd.<br>7.95%, 07/28/2026<sup>(a)</sup> |  | 5305 | 5312566 |
|  Saavi Energia SARL<br>8.875%, 02/10/2035<sup>(a)</sup> |  | 5390 | 5844258 |
|  |  |  | 11156824 |
|  **Other Utility – 0.0%** |  |  |  |
|  Aegea Finance SARL<br>6.75%, 05/20/2029<sup>(a)</sup> |  | 1541 | 1553996 |
|  |  |  | 12710820 |
|  **Financial Institutions – 0.0%** |  |  |  |
|  **REITs – 0.0%** |  |  |  |
|  Mobiliare Latam SA/Mobiliare Latam Mexico SA de CV<br>6.75%, 11/10/2032<sup>(a)</sup> |  | 3051 | 3026516 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $76,587,932) |  |  | 65082055 |
|  **LOCAL GOVERNMENTS - REGIONAL BONDS – 0.7%** |  |  |  |
|  **Japan – 0.7%** |  |  |  |
|  Japan Finance Organization for Municipalities<br>Series G<br>0.05%, 02/12/2027<sup>(a)</sup> | EUR | 29930 | 34313744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/08/2027<sup>(a)</sup> |  | 9345 | 10980005 |
|  Total Local Governments - Regional Bonds<br>(cost $44,038,942) |  |  | 45293749 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - SOVEREIGNS – 0.5%** |  |  |  |
|  **Dominican Republic – 0.1%** |  |  |  |
|  Dominican Republic International Bond<br>5.95%, 01/25/2027<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7003 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7073030 |
|  **Mexico – 0.2%** |  |  |  |
|  Eagle Funding Luxco SARL<br>5.50%, 08/17/2030<sup>(a)</sup> |  | 14545 | 14792265 |
|  **Uzbekistan – 0.2%** |  |  |  |
|  Republic of Uzbekistan International Bond<br>5.10%, 02/25/2029<sup>(a)</sup> | EUR | 7365 | 8937512 |
|  Total Emerging Markets - Sovereigns<br>(cost $30,305,766) |  |  | 30802807 |
|  **QUASI-SOVEREIGNS – 0.4%** | **QUASI-SOVEREIGNS – 0.4%** |  |  |
|  **Quasi-Sovereign Bonds – 0.4%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Corp. Nacional del Cobre de Chile<br>3.75%, 01/15/2031<sup>(a)</sup> | U.S.$| 530 | 507144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/02/2033<sup>(a)</sup> |  | 211 | 212055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/08/2034<sup>(a)</sup> |  | 906 | 945846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.44%, 01/26/2036<sup>(a)</sup> |  | 520 | 562263 |
|  Empresa de Transporte de Pasajeros Metro SA<br>3.65%, 05/07/2030<sup>(a)</sup> |  | 370 | 358219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/07/2050<sup>(a)</sup> |  | 370 | 328275 |
|  Empresa Nacional del Petroleo<br>5.95%, 07/30/2034<sup>(a)</sup> |  | 280 | 292163 |
|  |  |  | 3205965 |
|  **China – 0.0%** |  |  |  |
|  CNAC HK Finbridge Co., Ltd.<br>3.00%, 09/22/2030<sup>(a)</sup> |  | 540 | 507001 |
|  **Hong Kong – 0.0%** |  |  |  |
|  Airport Authority<br>2.10%, 03/08/2026<sup>(a) (c)</sup> |  | 250 | 247875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/12/2062<sup>(a)</sup> |  | 350 | 263445 |
|  |  |  | 511320 |
|  **Indonesia – 0.0%** |  |  |  |
|  Pertamina Persero PT<br>2.30%, 02/09/2031<sup>(a)</sup> |  | 570 | 506231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/25/2060<sup>(a)</sup> |  | 410 | 304770 |
|  Perusahaan Perseroan Persero PT Perusahaan Listrik Negara<br>4.125%, 05/15/2027<sup>(a)</sup> |  | 460 | 458706 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/24/2042<sup>(a)</sup> |  | 205 | 191195 |
|  |  |  | 1460902 |
|  **Kazakhstan – 0.0%** |  |  |  |
|  Development Bank of Kazakhstan JSC<br>5.25%, 10/23/2029<sup>(a)</sup> |  | 225 | 230600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/07/2030<sup>(a)</sup> |  | 240 | 247887 |
|  Fund of National Welfare Samruk-Kazyna JSC<br>2.00%, 10/28/2026<sup>(a)</sup> |  | 473 | 462121 |
|  |  |  | 940608 |
|  **Malaysia – 0.0%** |  |  |  |
|  Petronas Capital Ltd.<br>2.48%, 01/28/2032<sup>(a)</sup> |  | 1000 | 897590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.34%, 04/03/2035<sup>(a)</sup> |  | 500 | 520215 |
|  |  |  | 1417805 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Mexico – 0.1%** |  |  |  |
|  Banco Nacional de Comercio Exterior SNC/Cayman Islands<br>5.875%, 05/07/2030<sup>(a)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351458 |
|  Comision Federal de Electricidad<br>3.35%, 02/09/2031<sup>(a)</sup> |  | 200 | 181244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/26/2033<sup>(a)</sup> |  | 200 | 176150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 05/15/2029<sup>(a)</sup> |  | 240 | 237264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 01/24/2030<sup>(a)</sup> |  | 310 | 314960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 01/24/2035<sup>(a)</sup> |  | 840 | 861857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.00%, 09/29/2036<sup>(k)</sup> |  | 2861 | 2651030 |
|  |  |  | 4773963 |
|  **Panama – 0.0%** |  |  |  |
|  Banco Nacional de Panama<br>2.50%, 08/11/2030<sup>(a)</sup> |  | 200 | 176828 |
|  **Peru – 0.0%** |  |  |  |
|  Corp. Financiera de Desarrollo SA<br>5.95%, 04/30/2029<sup>(a)</sup> |  | 230 | 239428 |
|  **Poland – 0.0%** |  |  |  |
|  Bank Gospodarstwa Krajowego<br>5.375%, 05/22/2033<sup>(a)</sup> |  | 265 | 273006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/09/2054<sup>(a)</sup> |  | 655 | 676792 |
|  |  |  | 949798 |
|  **Qatar – 0.0%** |  |  |  |
|  QatarEnergy<br>2.25%, 07/12/2031<sup>(a)</sup> |  | 540 | 484542 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/12/2051<sup>(a)</sup> |  | 500 | 350040 |
|  |  |  | 834582 |
|  **Saudi Arabia – 0.0%** |  |  |  |
|  Gaci First Investment Co.<br>4.875%, 02/14/2035<sup>(a)</sup> |  | 506 | 501898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/13/2027<sup>(a)</sup> |  | 430 | 434796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/14/2053<sup>(a)</sup> |  | 415 | 367936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/29/2054<sup>(a)</sup> |  | 1030 | 943225 |
|  |  |  | 2247855 |
|  **South Africa – 0.1%** |  |  |  |
|  Transnet/South Africa<br>8.25%, 02/06/2028<sup>(a)</sup> |  | 7645 | 8077420 |
|  **United Arab Emirates – 0.1%** |  |  |  |
|  Abu Dhabi Crude Oil Pipeline LLC<br>4.60%, 11/02/2047<sup>(a)</sup> |  | 540 | 501838 |
|  Abu Dhabi Ports Co. PJSC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.50%, 05/06/2031<sup>(a)</sup> |  | 280 | 252988 |
|  DP World Crescent Ltd.<br>5.50%, 05/08/2035<sup>(a)</sup> |  | 390 | 401424 |
|  MDGH GMTN RSC Ltd.<br>3.70%, 11/07/2049<sup>(a)</sup> |  | 520 | 395647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G<br>2.50%, 06/03/2031<sup>(a)</sup> |  | 690 | 628335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/28/2032<sup>(a)</sup> |  | 260 | 245314 |
|  |  |  | 2425546 |
|  Total Quasi-Sovereigns<br>(cost $28,094,231) |  |  | 27769021 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **BANK LOANS – 0.3%** |  |  |  |
|  **Industrial – 0.3%** |  |  |  |
|  **Capital Goods – 0.1%** |  |  |  |
|  Quikrete Holdings, Inc.<br>5.97% (CME Term SOFR 1 Month + 2.25%), 03/19/2029<sup>(l)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883343 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  IRB Holding<br>6.22% (CME Term SOFR 1 Month + 2.50%), 12/15/2030<sup>(l)</sup> |  | 1073 | 1074717 |
|  **Consumer Non-Cyclical – 0.2%** |  |  |  |
|  Hertz Corp. (The)<br>06/30/2028<sup>(m)</sup> |  | 10452 | 8757091 |
|  Opal US LLC<br>6.69% (CME Term SOFR 3 Month + 3.00%), 04/28/2032<sup>(l)</sup> |  | 3321 | 3338310 |
|  |  |  | 12095401 |
|  Total Bank Loans<br>(cost $17,621,700) |  |  | 17053461 |
|  **LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.3%** |  |  |  |
|  **Canada – 0.3%** |  |  |  |
|  Hydro Quebec Interest Strip<br>Zero Coupon, 02/15/2042 | CAD | 5631 | 1937226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2042 |  | 5631 | 1884748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 02/15/2044 |  | 5631 | 1737025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2044 |  | 5631 | 1692411 |
|  Province of Quebec Canada<br>4.40%, 12/01/2055 |  | 13226 | 9205781 |
|  Total Local Governments - Provincial Bonds<br>(cost $16,876,467) |  |  | 16457191 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.2%** |  |  |  |
|  **United States – 0.2%** |  |  |  |
|  California Earthquake Authority<br>Series 2022-A<br>5.60%, 07/01/2027 | U.S.$| 3210 | 3250283 |
|  Commonwealth Financing Authority<br>Series 2016-A<br>4.14%, 06/01/2038 |  | 2640 | 2492884 |
|  State Board of Administration Finance Corp.<br>Series 2020-A<br>2.15%, 07/01/2030 |  | 1928 | 1773969 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-A<br>5.53%, 07/01/2034 |  | 4802 | 5049027 |
|  Total Local Governments - US Municipal Bonds<br>(cost $12,180,127) |  |  | 12566163 |
|  **LOCAL GOVERNMENTS - CANADIAN MUNICIPAL BONDS – 0.0%** |  |  |  |
|  **Canada – 0.0%** |  |  |  |
|  City of Calgary Canada<br>4.20%, 06/01/2034<br>(cost $2,562,039) |  | 3456 | 2595273 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS – 0.0%** |  |  |  |
|  **Energy – 0.0%** |  |  |  |
|  **Oil, Gas & Consumable Fuels – 0.0%** |  |  |  |
|  SandRidge Energy, Inc.<br>(cost $1,387,701) |  | 4459 | 64343 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  **EMERGING MARKETS - TREASURIES – 0.0%** |  |  |  |  |
|  **South Africa – 0.0%** |  |  |  |  |
|  Republic of South Africa Government Bond<br>Series 2030<br>8.00%, 01/31/2030<br>(cost $1) | U.S.$| 0 | \*\* | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | **Shares** | **Shares** |  |  |
|  **SHORT-TERM INVESTMENTS – 2.7%** |  |  |  |  |
|  **Investment Companies – 2.4%** |  |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB,<br>3.615%<sup>(n) (o) (p)</sup><br>(cost $160,781,663) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160781663 |  | 160781663 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |  |
|  **Time Deposits – 0.2%** |  |  |  |  |
|  ANZ, Hong Kong<br>0.72%, 01/05/2026 | NZD | 830 |  | 477934 |
|  ANZ, London<br>1.59%, 01/02/2026 | AUD | 1985 |  | 1324972 |
|  Citibank, London<br>0.81%, 01/02/2026 | EUR | 1228 |  | 1443235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 01/02/2026 | GBP | 96 |  | 128741 |
|  Citibank, New York<br>2.98%, 01/02/2026 | U.S.$| 7122 |  | 7121629 |
|  Royal Bank of Canada, Toronto<br>1.08%, 01/02/2026 | CAD | 128 |  | 93033 |
|  SMBC, Tokyo<br>0.15%, 01/05/2026 | JPY | 123972 |  | 791443 |
|  Total Time Deposits<br>(cost $11,380,987) |  |  |  | 11380987 |
|  **Treasury Bills – 0.1%** |  |  |  |  |
|  **United States – 0.1%** |  |  |  |  |
|  U.S. Treasury Bill<br>Zero Coupon, 01/13/2026 | U.S.$| 640 |  | 639313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 03/12/2026 |  | 2148 |  | 2133405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/11/2026 |  | 2167 |  | 2133438 |
|  Total Treasury Bills<br>(cost $4,905,845) |  |  |  | 4906156 |
|  Total Short-Term Investments<br>(cost $177,068,495) |  |  |  | 177068806 |
|  **Total Investments – 112.6%**<br>(cost $7,528,650,090)<sup>(</sup><sup>q)</sup> |  |  |  | 7449234220 |
|  Other assets less liabilities – (12.6)% |  |  |  | (833663024) |
|  **Net Assets – 100.0%** |  |  |  | $**6615571196** |

---

------

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| Australian 3 Yr Bond Futures | 1624 | March 2026 | $113791709 | $(113232) |
| Australian 10 Yr Bond Futures | 2298 | March 2026 | 167901487 | 236808 |
| Canadian 5 Yr Bond Futures | 1521 | March 2026 | 125543033 | (19154) |
| Canadian 10 Yr Bond Futures | 5 | March 2026 | 440458 | (4772) |
| Euro Buxl 30 Yr Bond Futures | 217 | March 2026 | 28082626 | (459033) |
| Euro-BOBL Futures | 534 | March 2026 | 72896997 | (313778) |
| Euro-BTP Futures | 530 | March 2026 | 74854834 | (130800) |
| Euro-Bund Futures | 9 | March 2026 | 1349282 | (6945) |
| Euro-Schatz Futures | 25 | March 2026 | 3137490 | (4113) |
| Long Gilt Futures | 4 | March 2026 | 492649 | 3289 |
| U.S. 10 Yr Ultra Futures | 8 | March 2026 | 920125 | 375 |
| U.S. Long Bond (CBT) Futures | 681 | March 2026 | 78719344 | (152813) |
| U.S. T-Note 2 Yr (CBT) Futures | 6177 | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289690036 | (99659) |
| U.S. T-Note 5 Yr (CBT) Futures | 1787 | March 2026 | 195327477 | (453851) |
| U.S. T-Note 10 Yr (CBT) Futures | 5 | March 2026 | 562187 | (625) |
| **Sold Contracts** |  |  |  |  |
| Canadian 5 Yr Bond Futures | 6 | March 2026 | 495239 | (1268) |
| Canadian 10 Yr Bond Futures | 1544 | March 2026 | 136013289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484886 |
| Euro-BOBL Futures | 15 | March 2026 | 2047669 | 8814 |
| Euro-Bund Futures | 488 | March 2026 | 73161088 | 648052 |
| Euro-Schatz Futures | 121 | March 2026 | 15185453 | 18486 |
| Japan 10 Yr Bond (OSE) Futures | 35 | March 2026 | 29585993 | 236849 |
| Long Gilt Futures | 445 | March 2026 | 54807173 | (394787) |
| U.S. 10 Yr Ultra Futures | 2154 | March 2026 | 247743656 | 1042164 |
| U.S. T-Note 2 Yr (CBT) Futures | 36 | March 2026 | 7516406 | (4469) |
| U.S. Ultra Bond (CBT) Futures | 480 | March 2026 | 56640000 | 1024320 |
|  |  |  |  | $2544744 |

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------

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement<br>Date** | **Unrealized**<br> **Appreciation<br>(Depreciation)** |
| Australia and New Zealand Banking |  |  |  |  |  |  |
| Group Ltd. | USD | 43004 | AUD | 64612 | 01/08/2026 | $115494 |
| Bank of America NA | EUR | 3396 | USD | 3969 | 01/08/2026 | (22988) |
| Bank of America NA | MXN | 3733487 | USD | 203721 | 01/08/2026 | (3552145) |
| Bank of America NA | USD | 19437 | EUR | 16682 | 01/08/2026 | 169918 |
| Bank of America NA | KRW | 96405712 | USD | 69001 | 01/09/2026 | 2158722 |
| Bank of America NA | USD | 27709 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40935233 | 01/09/2026 | 672962 |
| Bank of America NA | JPY | 43705320 | USD | 289987 | 01/23/2026 | 10505641 |
| Bank of New York Mellon Corp. (The) | CAD | 122305 | USD | 88441 | 01/09/2026 | (683149) |
| Bank of New York Mellon Corp. (The) | USD | 12409 | GBP | 9271 | 01/09/2026 | 88777 |
| Bank of New York Mellon Corp. (The) | USD | 1064 | EUR | 915 | 01/29/2026 | 12396 |
| Barclays Bank PLC | CNH | 1817979 | USD | 257963 | 01/09/2026 | (2716856) |
| Barclays Bank PLC | JPY | 42811245 | USD | 274258 | 01/09/2026 | 847142 |
| BNP Paribas SA | EUR | 3954 | USD | 4610 | 01/08/2026 | (38183) |
| BNP Paribas SA | USD | 16349 | ZAR | 273889 | 01/08/2026 | 187386 |
| Brown Brothers Harriman & Co. | EUR | 2619 | USD | 3079 | 01/08/2026 | 935 |
| Brown Brothers Harriman & Co. | USD | 445 | GBP | 332 | 01/09/2026 | 3504 |
| Brown Brothers Harriman & Co. | JPY | 65274 | USD | 433 | 01/23/2026 | 15619 |
| Brown Brothers Harriman & Co. | AUD | 647 | USD | 420 | 01/28/2026 | (11492) |
| Brown Brothers Harriman & Co. | EUR | 1245 | USD | 1443 | 01/29/2026 | (21982) |
| Brown Brothers Harriman & Co. | USD | 86 | EUR | 74 | 01/29/2026 | 881 |
| Brown Brothers Harriman & Co. | USD | 238 | EUR | 202 | 01/29/2026 | (46) |
| Brown Brothers Harriman & Co. | USD | 519 | CAD | 730 | 02/05/2026 | 13422 |
| Brown Brothers Harriman & Co. | EUR | 21767 | USD | 25609 | 02/12/2026 | (18146) |
| Brown Brothers Harriman & Co. | GBP | 134 | USD | 179 | 02/26/2026 | (1456) |
| Brown Brothers Harriman & Co. | USD | 273 | GBP | 205 | 02/26/2026 | 2296 |
| Citibank NA | BRL | 180911 | USD | 32673 | 01/05/2026 | (341243) |
| Citibank NA | USD | 32786 | BRL | 180911 | 01/05/2026 | 228294 |
| Citibank NA | EUR | 10115 | USD | 11775 | 01/08/2026 | (114108) |
| Citibank NA | KRW | 23450683 | USD | 16449 | 01/09/2026 | 189924 |
| Citibank NA | CZK | 338780 | USD | 16329 | 01/22/2026 | (155207) |
| Citibank NA | USD | 16114 | BRL | 90455 | 02/03/2026 | 264359 |
| Deutsche Bank AG | AUD | 238323 | USD | 158218 | 01/08/2026 | (831155) |
| Deutsche Bank AG | EUR | 711133 | USD | 828389 | 01/08/2026 | (7454190) |
| Deutsche Bank AG | GBP | 119013 | USD | 158459 | 02/26/2026 | (1946855) |
| Goldman Sachs Bank USA | CAD | 44786 | MXN | 586522 | 01/08/2026 | (72014) |
| Goldman Sachs Bank USA | MXN | 100194 | USD | 5549 | 01/08/2026 | (13493) |
| Goldman Sachs Bank USA | HUF | 30931359 | USD | 92912 | 01/22/2026 | (1554905) |
| Goldman Sachs Bank USA | USD | 16294 | CZK | 338281 | 01/22/2026 | 165985 |
| Goldman Sachs Bank USA | MYR | 146739 | USD | 35485 | 02/12/2026 | (760494) |
| HSBC Bank USA | GBP | 210647 | USD | 280743 | 01/09/2026 | (3197205) |
| HSBC Bank USA | PLN | 24716 | USD | 6808 | 01/09/2026 | (76447) |
| JPMorgan Chase Bank NA | EUR | 30846 | USD | 36194 | 01/08/2026 | (61163) |
| JPMorgan Chase Bank NA | USD | 3667 | AUD | 5513 | 01/08/2026 | 12354 |
| JPMorgan Chase Bank NA | THB | 549849 | USD | 17511 | 01/09/2026 | 53928 |
| JPMorgan Chase Bank NA | THB | 875913 | USD | 27531 | 01/09/2026 | (277963) |
| JPMorgan Chase Bank NA | USD | 24262 | JPY | 3808891 | 01/09/2026 | 63071 |
| JPMorgan Chase Bank NA | USD | 8096 | KRW | 11965263 | 01/09/2026 | 200424 |
| JPMorgan Chase Bank NA | EUR | 17907 | USD | 20775 | 01/15/2026 | (280159) |
| JPMorgan Chase Bank NA | CAD | 2428 | USD | 1769 | 02/05/2026 | (2838) |
| Morgan Stanley Capital Services LLC | PEN | 23646 | USD | 6987 | 01/09/2026 | (46172) |
| Morgan Stanley Capital Services LLC | IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758803457 | USD | 45533 | 01/23/2026 | 93949 |
| Morgan Stanley Capital Services LLC | EUR | 570768 | USD | 662461 | 01/29/2026 | (9091868) |
| Morgan Stanley Capital Services LLC | USD | 1529 | EUR | 1301 | 01/29/2026 | 2447 |
| Societe Generale | USD | 44633 | KRW | 62378743 | 01/09/2026 | (1383275) |
| Standard Chartered Bank | KRW | 12528374 | USD | 8848 | 01/09/2026 | 161731 |
| Standard Chartered Bank | THB | 482451 | USD | 15372 | 01/09/2026 | 54661 |
| UBS AG | IDR | 525973072 | USD | 31360 | 01/23/2026 | (136231) |
| UBS AG | CAD | 198662 | USD | 142397 | 02/05/2026 | (2551779) |
| UBS AG | USD | 32684 | INR | 2957900 | 02/10/2026 | 115389 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21013596) |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>December 31,<br>2025** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; iTraxx Australia Series 44,<br>5 Year Index, 12/20/2030\* | 1.00% | Quarterly | 0.64% | USD | 55700 | $(909140) | $(848785) | $(60355) |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAIG Series 45,<br>5 Year Index, 12/20/2030\* | 1.00 | Quarterly | 0.50 | USD | 55700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62714 |
|  |  |  |  |  |  | $368082 | $365723 | $2359 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** |<br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| CNY | 223010 | 02/20/2030 | China 7-Day<br> Reverse<br>Repo Rate | 1.602% | Quarterly | $44407 | $-0- | $44407 |
| CNY | 428453 | 04/03/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.591% | Quarterly | 71145 | -0- | 71145 |
| CNY | 396687 | 04/03/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.583% | Quarterly | 46146 | -0- | 46146 |
| CNY | 365530 | 07/21/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.530% | Quarterly | (116156) | -0- | (116156) |
| CNY | 441560 | 07/28/2030 | China 7-Day<br>Reverse<br>Repo Rate | 1.591% | Quarterly | 36622 | 12005 | 24617 |
| NZD | 75120 | 03/18/2035 | 3 Month<br>BKBM | 4.153% | Quarterly/<br>Semi-Annual | 878748 | -0- | 878748 |
| NZD | 38130 | 03/18/2035 | 3 Month<br>BKBM | 4.155% | Quarterly/<br> Semi-Annual | 450499 | -0- | 450499 |
| NZD | 40650 | 12/05/2035 | 3 Month<br>BKBM | 3.980% | Quarterly/<br>Semi-Annual | (184923) | -0- | (184923) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226488 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12005 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214483 |

---

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal<br>Amount<br>(000)** | **Interest<br>Rate** | **Maturity** | **U.S. $**<br> **Value at**<br> **December 31,**<br> **2025** |
| Jefferies LLC† | USD | 143 | 1.00% |  | $143802 |
| Jefferies LLC† | USD | 1185 | 1.50 |  | 1187765 |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331567 |

---

*†* *The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on December 31, 2025.* 

------

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Overnight and**<br> **Continuous** | **Up to 30 Days** | **31-90 Days** | **Greater than<br>90 Days** | **Total** |
| Emerging Markets - Corporate Bonds | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331567 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0- | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331567 |

---

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

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At December 31, 2025, the aggregate market value of these securities amounted to $3,373,033,952 or 50.99% of net assets.* 

*(b)* *Coupon rate adjusts periodically based upon a predetermined schedule. Stated interest rate in effect at December 31, 2025.* 

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

*(d)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at December 31, 2025.* 

*(e)* *Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at December 31, 2025.* 

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

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

*(h)* *Defaulted.* 

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

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

*(k)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.04% of net assets as of December 31, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Comision Federal de Electricidad<br>Series E<br>5.00%, 09/29/2036* | *06/23/2021* | $*2952513* | | $*2651030* | | *0.04%* |

---

*(l)* *The stated coupon rate represents the greater of the SOFR or an alternate base rate such as the PRIME or the SOFR/PRIME floor rate plus a spread at December 31, 2025.* 

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

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

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

*(p)* *Affiliated investments.* 

*(q)* *As of December 31, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $155,767,683 and gross unrealized depreciation of investments was $(252,435,563), resulting in net unrealized depreciation of $(96,667,880).* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CNH – Chinese Yuan Renminbi (Offshore)* 

*CNY – Chinese Yuan Renminbi* 

*CZK – Czech Koruna* 

*EUR – Euro* 

*GBP – Great British Pound* 

*HUF – Hungarian Forint* 

*IDR – Indonesian Rupiah* 

*INR – Indian Rupee* 

*JPY – Japanese Yen* 

*KRW – South Korean Won* 

*MXN – Mexican Peso* 

*MYR – Malaysian Ringgit* 

*NZD – New Zealand Dollar* 

*PEN – Peruvian Sol* 

*PLN – Polish Zloty* 

*THB – Thailand Baht* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

------

*Glossary:* 

*ABS – Asset-Backed Securities* 

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

*BOBL – Bundesobligationen* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

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

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*GMTN – Global Medium Term Note* 

*JSC – Joint Stock Company* 

*MTN – Medium Term Note* 

*OAT – Obligations Assimilables du Trésor* 

*OSE – Osaka Securities Exchange* 

*PJSC – Public Joint Stock Company* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

*TBA – To Be Announced* 

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

**December 31, 2025 (unaudited)** 

46.3 % United States

7.8 % Japan

7.3 % United Kingdom

5.0 % France

3.6 % Mexico

3.6 % Canada

2.7 % Spain

2.7 % China

2.6 % Germany

2.2 % Italy

2.1 % Australia

1.3 % Hungary

1.0 % Supranational

9.4 % Other

2.4 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.9% or less in the following: Austria, Belgium, Brazil, Chile, Colombia, Denmark, Dominican Republic, Finland, Guatemala, Hong Kong, India, Indonesia, Ireland, Israel, Jersey (Channel Islands), Kazakhstan, Kuwait, Luxembourg, Macau, Malaysia, Morocco, Netherlands, Norway, Oman, Panama, Peru, Philippines, Poland, Portugal, Qatar, Romania, Saudi Arabia, Serbia, Singapore, South Africa, South Korea, Sweden, Switzerland, Taiwan, Thailand, United Arab Emirates, Uruguay and Uzbekistan. 

------

**AB Global Bond Fund** 

**December 31, 2025 (unaudited)** 

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

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

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

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

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

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

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

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

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

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of December 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Governments - Treasuries | $-0- | $2933371254 | $-0- | $2933371254 |
| Corporates - Investment Grade | -0- | 1586764916 | -0- | 1586764916 |
| Mortgage Pass-Throughs | -0- | 914340969 | -0- | 914340969 |
| Collateralized Mortgage Obligations | -0- | 253829558 | -0- | 253829558 |
| Corporates - Non-Investment Grade | -0- | 215742588 | -0- | 215742588 |
| Commercial Mortgage-Backed Securities | -0- | 207913416 | -0- | 207913416 |
| Collateralized Loan Obligations | -0- | 191157537 | -0- | 191157537 |
| Covered Bonds | -0- | 178510454 | -0- | 178510454 |
| Asset-Backed Securities | -0- | 161706787 | 3289588 | 164996375 |
| Inflation-Linked Securities | -0- | 160948106 | -0- | 160948106 |
| Governments - Sovereign Bonds | -0- | 93358890 | -0- | 93358890 |
| Governments - Sovereign Agencies | -0- | 81549211 | -0- | 81549211 |
| Supranationals | -0- | 71998076 | -0- | 71998076 |
| Emerging Markets - Corporate Bonds | -0- | 65082055 | -0- | 65082055 |
| Local Governments - Regional Bonds | -0- | 45293749 | -0- | 45293749 |
| Emerging Markets - Sovereigns | -0- | 30802807 | -0- | 30802807 |
| Quasi-Sovereigns | -0- | 27769021 | -0- | 27769021 |
| Bank Loans | -0- | 17053461 | -0- | 17053461 |
| Local Governments - Provincial Bonds | -0- | 16457191 | -0- | 16457191 |
| Local Governments - US Municipal Bonds | -0- | 12566163 | -0- | 12566163 |
| Local Governments - Canadian Municipal Bonds | -0- | 2595273 | -0- | 2595273 |
| Common Stocks | 64343 | -0- | -0- | 64343 |
| Emerging Markets - Treasuries | -0- | 1 | -0- | 1 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 160781663 | -0- | -0- | 160781663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Time Deposits | 11380987 | -0- | -0- | 11380987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Treasury Bills | -0- | 4906156 | -0- | 4906156 |
| Total Investments in Securities | 172226993 | 7273717639 | 3289588 | 7449234220 |
| **Other Financial Instruments\*:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | 4704043 | -0- | -0- | 4704043 |
| Forward Currency Exchange Contracts | -0- | 16401611 | -0- | 16401611 |
| Centrally Cleared Credit Default Swaps | -0- | 1277222 | -0- | 1277222 |
| Centrally Cleared Interest Rate Swaps | -0- | 1527567 | -0- | 1527567 |
| **Liabilities** |  |  |  |  |
| Futures | (2159299) | -0- | -0- | (2159299) |
| Forward Currency Exchange Contracts | -0- | (37415207) | -0- | (37415207) |
| Centrally Cleared Credit Default Swaps | -0- | (909140) | -0- | (909140) |
| Centrally Cleared Interest Rate Swaps | -0- | (301079) | -0- | (301079) |
| **Total** | $**174771737** | $**7254298613** | $**3289588** | $**7432359938** |

---

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

A summary of the Fund's transactions in AB mutual funds for the three months ended December 31, 2025 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>9/30/25**<br> **(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>12/31/25<br>(000)** | **Dividend<br>Income<br>(000)** |
| AB Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117693 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460883 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417794 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160782 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7558001009.71

**Total Liabilities:** $958649740.96

**Net Assets:** $6599351268.75

**Delayed Delivery Securities:** $181230005.97

**Cash Not Reported:** $33461504.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5777.67000000 | **1-Year:** -186948.03000000 | **5-Year:** -519762.26000000 | **10-Year:** -277094.18000000 | **30-Year:** -162456.99000000

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

- **3-Month:** -2038.65000000 | **1-Year:** -42605.36000000 | **5-Year:** -68291.32000000 | **10-Year:** -19948.42000000 | **30-Year:** -2295.23000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028113 | 0.58%                | 0.14%                | -0.13%               |
| Class ID C000028115 | 0.65%                | 0.08%                | -0.33%               |
| Class ID C000057411 | 0.74%                | 0.02%                | -0.11%               |
| Class ID C000057412 | 0.74%                | 0.16%                | -0.25%               |
| Class ID C000135460 | 0.60%                | 0.02%                | -0.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3285393.33             | $-52712123.02                              |
| Month 2  | $74711.74                | $-4690366.92                               |
| Month 3  | $-6306310.62             | $6999839.88                                |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU:IND

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $206336.00    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                                                                                 | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $207728.00    | 0.00%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      5410000 | PA      | $5412315.48   | 0.08%             | 2035-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                            | AGL CLO 16 Ltd                                                                                                                               | CUSIP: 00120LAG3<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |      6310000 | PA      | $6310567.90   | 0.10%             | 2035-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                            | AGL CLO 44 Ltd                                                                                                                               | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |     11306975 | PA      | $11296538.66  | 0.17%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       240000 | PA      | $247576.80    | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                             | AIA Group Ltd                                                                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $251777.50    | 0.00%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                                | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1761000 | PA      | $1819598.09   | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       393000 | PA      | $384173.46    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                    | AS Mileage Plan IP Ltd                                                                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       173000 | PA      | $174626.45    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8458000 | PA      | $8611986.01   | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                                                                            | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $196126.00    | 0.00%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                        | Accelerated 2024-1 LLC                                                                                                                       | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4848411 | PA      | $4864771.84   | 0.07%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                      | Adnoc Murban Rsc Ltd                                                                                                                         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $188080.00    | 0.00%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      6890000 | PA      | $6936550.84   | 0.11%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                                                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $404676.86    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                  | Affiliated Managers Group Inc                                                                                                                | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58036.46     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2024-B                                                                                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4022000 | PA      | $4033408.00   | 0.06%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $184407.84    | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                      | Airport Authority                                                                                                                            | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |       350000 | PA      | $263445.00    | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust 2025-OANA                                                                                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18761130 | PA      | $18831450.47  | 0.29%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                          | Alabama Power Co                                                                                                                             | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       522000 | PA      | $523804.85    | 0.01%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                            | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       466381 | PA      | $467840.71    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       461000 | PA      | $514433.53    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                   | Alexander Funding Trust II                                                                                                                   | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2863000 | PA      | $3048697.96   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       430000 | PA      | $389945.50    | 0.01%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                    | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $208137.89    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                   | Allegany Park CLO Ltd                                                                                                                        | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |      4950000 | PA      | $4950004.95   | 0.08%             | 2035-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                             | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    160781663 | NS      | $160781663.10 | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40772275 | PA      | $32939537.71  | 0.50%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64938000 | PA      | $54880220.73  | 0.83%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26750000 | PA      | $27123036.78  | 0.41%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24604792 | PA      | $25259318.83  | 0.38%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                        | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9792659 | PA      | $10174801.85  | 0.15%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      1627000 | PA      | $1725925.98   | 0.03%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      4577000 | PA      | $4683265.67   | 0.07%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       320000 | PA      | $327962.71    | 0.00%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                             | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1318988 | PA      | $1331254.13   | 0.02%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                             | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1984789 | PA      | $2020875.87   | 0.03%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1107000 | PA      | $567465.91    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        42000 | PA      | $40252.01     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1186000 | PA      | $1115917.99   | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       155000 | PA      | $155098.66    | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      7145000 | PA      | $7040813.61   | 0.11%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-24CB                                                                                                             | CUSIP: 02146TAQ0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      1178409 | PA      | $565414.00    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       108710 | PA      | $49759.95     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-26CB                                                                                                             | CUSIP: 02147WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       406098 | PA      | $185884.47    | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-15CB                                                                                                             | CUSIP: 02151CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       232698 | PA      | $129448.63    | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       680000 | PA      | $680344.14    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       746000 | PA      | $660015.29    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       500000 | PA      | $519819.08    | 0.01%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       845000 | PA      | $678587.11    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1096000 | PA      | $621594.39    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       133000 | PA      | $85033.25     | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       884000 | PA      | $678725.45    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57757.74     | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       695000 | PA      | $679195.37    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       477000 | PA      | $462775.69    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                          | Ambipar Lux Sarl                                                                                                                             | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      6320000 | PA      | $1054618.40   | 0.02%             | 2033-02-05      | Fixed         | 10.87%                | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                                                                                            | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       137000 | PA      | $138857.16    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-114108.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $215188.00    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                               | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       119000 | PA      | $127799.71    | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       613000 | PA      | $602733.41    | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       386000 | PA      | $407835.48    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57332.93     | 0.00%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                      | American National Global Funding                                                                                                             | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $58258.06     | 0.00%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |        58000 | PA      | $58103.77     | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       683000 | PA      | $677095.86    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       175000 | PA      | $169981.10    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55528.49     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57958.06     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57700.24     | 0.00%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57390.15     | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                                                                                | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |        58000 | PA      | $56875.62     | 0.00%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XII LLC                                                                                                   | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |      1164948 | PA      | $1174926.19   | 0.02%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-9                                                                                                              | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |      3819138 | PA      | $3833259.95   | 0.06%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $295452.74    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       316000 | PA      | $291920.32    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                                                                                   | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $210021.40    | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-4                                                                                                              | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |      3671283 | PA      | $3715302.95   | 0.06%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-6                                                                                                              | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |      6957273 | PA      | $7019207.99   | 0.11%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-10                                                                                                             | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |      6087063 | PA      | $6092263.41   | 0.09%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       208000 | PA      | $199588.48    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings PLC                                                                                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       403000 | PA      | $391191.78    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       303000 | PA      | $303152.88    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      7109706 | PA      | $7112884.22   | 0.11%             | 2033-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO XXXII                                                                                                                             | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       980000 | PA      | $980294.00    | 0.01%             | 2033-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO XXXV                                                                                                                              | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |      5030000 | PA      | $5033978.73   | 0.08%             | 2034-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                                                                 | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       692000 | PA      | $680825.75    | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                                                                 | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68109.66     | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                                                                 | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56340.54     | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                  | Apollo Debt Solutions BDC                                                                                                                    | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57979.51     | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1292000 | PA      | $720305.58    | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1128000 | PA      | $661768.81    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1044000 | PA      | $617085.23    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                                                                                    | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       697000 | PA      | $547501.61    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                           | APL Finance 2023-1 DAC                                                                                                                       | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |      4230542 | PA      | $4244407.61   | 0.06%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                      | Ares Management Corp                                                                                                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |       739000 | PA      | $698981.31    | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       530000 | PA      | $543143.40    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       671000 | PA      | $688528.52    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       160000 | PA      | $164319.99    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |        54000 | PA      | $54389.17     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                                   | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56328.95     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                                   | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |        57000 | PA      | $55941.58     | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5165498.33   | 0.08%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     11630000 | PA      | $11916192.09  | 0.18%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      6188000 | PA      | $6327816.25   | 0.10%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1491182.64   | 0.02%             | 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        |       417000 | PA      | $418698.56    | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       472000 | PA      | $330389.47    | 0.01%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                                                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       693000 | PA      | $676285.37    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                            | AutoNation Inc                                                                                                                               | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3942000 | PA      | $3953142.93   | 0.06%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                     | AvalonBay Communities Inc                                                                                                                    | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |        26000 | PA      | $26053.56     | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                                                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      3249000 | PA      | $3266058.78   | 0.05%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |        58000 | PA      | $57703.89     | 0.00%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        87000 | PA      | $90102.99     | 0.00%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                            | BAHA Trust 2024-MAR                                                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5175143.00   | 0.08%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust 2025-ASHF                                                                                                                        | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17283000 | PA      | $17282967.16  | 0.26%             | 2042-02-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-2CON                                                                                                           | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8950000 | PA      | $9032655.94   | 0.14%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       561000 | PA      | $636719.83    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       114000 | PA      | $113214.88    | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                           | BAE Systems PLC                                                                                                                              | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |       679000 | PA      | $687333.65    | 0.01%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                  | BHP Billiton Finance USA Ltd                                                                                                                 | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       468000 | PA      | $405861.16    | 0.01%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                  | BHP Billiton Finance USA Ltd                                                                                                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       392000 | PA      | $373878.35    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       297000 | PA      | $310421.44    | 0.00%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       646000 | PA      | $580112.87    | 0.01%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-DELC                                                                                                                           | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3085185 | PA      | $3089033.77   | 0.05%             | 2042-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       354000 | PA      | $363872.28    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIR2                                                                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2359583 | PA      | $2362516.58   | 0.04%             | 2041-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-VOLT                                                                                                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11772000 | PA      | $11779322.18  | 0.18%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                            | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                                     | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11714000 | PA      | $11728629.61  | 0.18%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |       320000 | PA      | $291878.40    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                          | Bain Capital Credit CLO 2020-1 Ltd                                                                                                           | CUSIP: 05684DBA0<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |      5856836 | PA      | $5857603.25   | 0.09%             | 2033-04-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                  | Baiterek National Managing Holding JSC                                                                                                       | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      2488000 | PA      | $2519945.92   | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                  | Baiterek National Managing Holding JSC                                                                                                       | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      4825000 | PA      | $4794988.50   | 0.07%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      7400000 | PA      | $8622327.56   | 0.13%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                                           | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3835187.50   | 0.06%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $595550.39    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $603001.98    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $786534.33    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     11800000 | PA      | $11805614.44  | 0.18%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $443921.66    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $203802.14    | 0.00%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $214667.63    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                  | Banco de Credito del Peru S.A.                                                                                                               | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |       510000 | PA      | $503145.60    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                    | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                       | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |       340000 | PA      | $351458.00    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                                                                                   | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       497000 | PA      | $498048.67    | 0.01%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       643000 | PA      | $640063.30    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $558963.99    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       930000 | PA      | $977286.02    | 0.01%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        97000 | PA      | $96465.43     | 0.00%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       253000 | PA      | $248942.54    | 0.00%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       265000 | PA      | $273005.65    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       415000 | PA      | $428807.05    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      3788000 | PA      | $3935078.99   | 0.06%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      3515000 | PA      | $3162400.51   | 0.05%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       316000 | PA      | $317148.05    | 0.00%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       403000 | PA      | $408262.68    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |        58000 | PA      | $58020.20     | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | Bank of New York Mellon/The                                                                                                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254111.50    | 0.00%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                                                                             | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       712000 | PA      | $747511.78    | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4663000 | PA      | $4545268.16   | 0.07%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       407000 | PA      | $409284.92    | 0.01%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       299000 | PA      | $304770.80    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |        57000 | PA      | $56996.41     | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $366228.20    | 0.01%             | 2031-06-27      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       612000 | PA      | $622787.93    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $215457.90    | 0.00%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                           | Barings BDC Inc                                                                                                                              | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56704.31     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       239000 | PA      | $233258.08    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       287000 | PA      | $250109.75    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |        32000 | PA      | $32082.36     | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                                                                                     | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56374.20     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                                         | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |       267000 | PA      | $285544.83    | 0.00%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                                         | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |       559000 | PA      | $605251.82    | 0.01%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                   | Bayer US Finance II LLC                                                                                                                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       398000 | PA      | $398399.17    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                   | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       714000 | PA      | $502019.87    | 0.01%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                   | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10096000 | PA      | $8077367.86   | 0.12%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                  | Belrose Funding Trust II                                                                                                                     | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       714000 | PA      | $741362.80    | 0.01%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | BERKSHIRE HATHAWAY INC /JPY/ REGD                                                                                                            | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000000 | PA      | $632933.52    | 0.01%             | 2028-11-29      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-1CON                                                                                                           | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4175882 | PA      | $4199368.64   | 0.06%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-A                                                                                                              | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       420498 | PA      | $420859.69    | 0.01%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2023-B                                                                                                              | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       975032 | PA      | $1017678.04   | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10499000 | PA      | $10520453.03  | 0.16%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                          | Black Hills Corp                                                                                                                             | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |         2000 | PA      | $2073.59      | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                   | Blackstone Secured Lending Fund                                                                                                              | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       555000 | PA      | $559791.30    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                    | Blue Owl Credit Income Corp                                                                                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       124000 | PA      | $123824.06    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                      | Blue Owl Finance LLC                                                                                                                         | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       427000 | PA      | $440506.74    | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp                                                                                                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       683000 | PA      | $686840.85    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       445000 | PA      | $406778.99    | 0.01%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       710000 | PA      | $671757.40    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       304000 | PA      | $307582.17    | 0.00%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                    | Boardwalk Pipelines LP                                                                                                                       | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       733000 | PA      | $741983.14    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        99000 | PA      | $97328.43     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                          | BOF VII AL Funding Trust I                                                                                                                   | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2125523 | PA      | $2162563.10   | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-3552145.13  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $161730.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                        | Boston Gas Co                                                                                                                                | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       728000 | PA      | $695859.54    | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      3142000 | PA      | $1828958.20   | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM5                                                                                                    | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |      1930186 | PA      | $1949439.91   | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust 2025-NQM7                                                                                                    | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |      2910984 | PA      | $2938619.80   | 0.04%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                  | Brighthouse Financial Inc                                                                                                                    | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       247000 | PA      | $250425.60    | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       377000 | PA      | $368599.86    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       278000 | PA      | $277768.23    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       123000 | PA      | $133558.51    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                    | Brookfield Finance Inc                                                                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |        56000 | PA      | $56088.58     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                     | Brooklyn Union Gas Co/The                                                                                                                    | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |        22000 | PA      | $21692.42     | 0.00%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                   | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                              | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       198982 | PA      | $217449.89    | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                                                                             | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $57270.12     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-GW                                                                                                                             | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5057000 | PA      | $5066474.80   | 0.08%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       131000 | PA      | $94325.39     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       417000 | PA      | $290003.97    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |       643000 | PA      | $666546.54    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                         | CBRE Services Inc                                                                                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              |  | US        |        32000 | PA      | $32149.50     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                                   | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       436000 | PA      | $419998.63    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2024-1                                                                                                                 | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3678295 | PA      | $3709225.13   | 0.06%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                     | CCG Receivables Trust 2025-1                                                                                                                 | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1283000 | PA      | $1298009.56   | 0.02%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-3                                                                                                       | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       760100 | PA      | $325481.10    | 0.00%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                                                                                   | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       674000 | PA      | $678702.94    | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                    | CNH Industrial Capital LLC                                                                                                                   | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       177000 | PA      | $180893.70    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2012-CCRE3 Mortgage Trust                                                                                                               | CUSIP: 12624PAS4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      2322000 | PA      | $1918691.82   | 0.03%             | 2045-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                   | CRH America Finance Inc                                                                                                                      | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58032.54     | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       662000 | PA      | $691475.35    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7578000 | PA      | $7948324.96   | 0.12%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-J1                                                                                                               | CUSIP: 12668BKH5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       542881 | PA      | $361885.30    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-10 Mortgage Loan Trust                                                                                                             | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |      5206074 | PA      | $5221157.77   | 0.08%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       666000 | PA      | $687848.56    | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       673000 | PA      | $694222.94    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                    | Cadence Design Systems Inc                                                                                                                   | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |       688000 | PA      | $692232.75    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                    | Cadence Design Systems Inc                                                                                                                   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |       204000 | PA      | $204977.65    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      5190000 | PA      | $5797329.54   | 0.09%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       514000 | PA      | $521815.92    | 0.01%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                           | CALIFORNIA ST EARTHQUAKE AUTH                                                                                                                | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |      3210000 | PA      | $3250282.61   | 0.05%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     37740000 | PA      | $22166384.63  | 0.34%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    128798000 | PA      | $93294656.52  | 1.41%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     37285000 | PA      | $27563662.43  | 0.42%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                                                                                    | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      9605000 | PA      | $7383068.65   | 0.11%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                                                                                           | CUSIP: 13607L4C4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1280000 | PA      | $941429.22    | 0.01%             | 2028-12-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                                                                                           | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       576000 | PA      | $585532.78    | 0.01%             | 2029-03-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                                                                                 | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       355000 | PA      | $214881.93    | 0.00%             | 2047-08-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139637.50    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       159000 | PA      | $139224.85    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       516000 | PA      | $540311.88    | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        14000 | PA      | $15818.06     | 0.00%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       515000 | PA      | $538294.60    | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       568000 | PA      | $566841.31    | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56726.39     | 0.00%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                                  | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3928557 | PA      | $3928546.00   | 0.06%             | 2028-10-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                                  | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5997000 | PA      | $5984802.70   | 0.09%             | 2029-08-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                                                                                          | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       747000 | PA      | $741358.67    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | Cargill Inc                                                                                                                                  | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       374000 | PA      | $372431.49    | 0.01%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                           | Caterpillar Inc                                                                                                                              | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       774000 | PA      | $681457.69    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                                                                                          | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       319000 | PA      | $319673.44    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       240000 | PA      | $247548.00    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       444000 | PA      | $408755.16    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       859000 | PA      | $741030.11    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       810000 | PA      | $695956.83    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                                                                                           | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      4582000 | PA      | $4569284.26   | 0.07%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                                                                                           | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      4719000 | PA      | $4713367.54   | 0.07%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |        29000 | PA      | $29559.77     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                  | CenterPoint Energy Houston Electric LLC                                                                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       319000 | PA      | $322568.46    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                   | Chenango Park CLO Ltd                                                                                                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1561499 | PA      | $1562759.13   | 0.02%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux MPC Sarl                                                                                                               | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       393800 | PA      | $412087.75    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux Mpc II Sarl                                                                                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       234601 | PA      | $241493.78    | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       650000 | PA      | $477750.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       825000 | PA      | $633393.75    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                                                                                         | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       265000 | PA      | $255857.50    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                     | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       185414 | PA      | $166258.43    | 0.00%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       145000 | PA      | $148895.16    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       591000 | PA      | $608348.23    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       361000 | PA      | $346223.14    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                         | Cisco Systems Inc                                                                                                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       759000 | PA      | $719387.27    | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       653000 | PA      | $651750.26    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       144000 | PA      | $143114.10    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       304000 | PA      | $301259.36    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7121000 | PA      | $7041741.06   | 0.11%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       649000 | PA      | $641633.03    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1191374.28   | 0.02%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       282000 | PA      | $293324.11    | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10677000 | PA      | $10946551.86  | 0.17%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       402000 | PA      | $421741.48    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55444.19     | 0.00%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9539000 | PA      | $9564774.66   | 0.14%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2005000 | PA      | $2032572.80   | 0.03%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                       | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        99809 | PA      | $86384.88     | 0.00%             | 2037-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       604000 | PA      | $642987.13    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       593000 | PA      | $601689.18    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                                                 | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       273000 | PA      | $284792.09    | 0.00%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       657000 | PA      | $689600.90    | 0.01%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       255000 | PA      | $261875.72    | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALGARY (CITY OF)                                         | City of Calgary Canada                                                                                                                       | CUSIP: 178916AA0<br>LEI: 549300HSTXVCQ4ECT255 | Long             | DBT              | NUSS              | CA        |      3456000 | PA      | $2595273.40   | 0.04%             | 2034-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5440076 | PA      | $5459649.34   | 0.08%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                | Clarus Capital Funding 2024-1 LLC                                                                                                            | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       261000 | PA      | $262184.47    | 0.00%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                | Clover CLO 2021-3 LLC                                                                                                                        | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10031434 | PA      | $10038736.88  | 0.15%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                                                           | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |       367000 | PA      | $375097.29    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                                                           | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57074.99     | 0.00%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                        | CNO Global Funding                                                                                                                           | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58128.08     | 0.00%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                  | Colonial Enterprises Inc                                                                                                                     | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       208000 | PA      | $209843.46    | 0.00%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-5 Mortgage Loan Trust                                                                                                              | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |      4835829 | PA      | $4881061.56   | 0.07%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-8 Mortgage Loan Trust                                                                                                              | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |      5018438 | PA      | $5063407.16   | 0.08%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD MYR                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-760494.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       608000 | PA      | $341914.50    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       390000 | PA      | $400147.80    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                      | Commercial Metals Co                                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      4816000 | PA      | $4925468.64   | 0.07%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     14313000 | PA      | $14588033.60  | 0.22%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                                          | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      3378000 | PA      | $3365844.64   | 0.05%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                          | CMWLTH FING AUTH PA                                                                                                                          | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2640000 | PA      | $2492884.42   | 0.04%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                    | Cia Cervecerias Unidas SA                                                                                                                    | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $180410.00    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753AAA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      1202000 | PA      | $1263908.89   | 0.02%             | 2043-04-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753CAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      7295745 | PA      | $7299655.82   | 0.11%             | 2045-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      2255783 | PA      | $2254383.97   | 0.03%             | 2044-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      3920409 | PA      | $3994131.86   | 0.06%             | 2043-05-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754RAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       435696 | PA      | $437289.71    | 0.01%             | 2041-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      2672534 | PA      | $2676566.21   | 0.04%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      1843454 | PA      | $1852986.84   | 0.03%             | 2045-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6173185 | PA      | $6175018.39   | 0.09%             | 2045-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8111923 | PA      | $8111898.96   | 0.12%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      3127478 | PA      | $3129351.31   | 0.05%             | 2045-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 20755RAB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       288574 | PA      | $288484.05    | 0.00%             | 2044-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      2890651 | PA      | $2912545.37   | 0.04%             | 2043-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       210000 | PA      | $152769.60    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                   | Consolidated Edison Co of New York Inc                                                                                                       | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57985.68     | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                    | Constellation Software Inc/Canada                                                                                                            | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |        83000 | PA      | $84563.32     | 0.00%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                    | Constellation Software Inc/Canada                                                                                                            | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |       683000 | PA      | $688785.84    | 0.01%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       204000 | PA      | $203518.59    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                                                                                 | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $1788100.73   | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                   | Cooperatieve Rabobank UA/NY                                                                                                                  | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       424000 | PA      | $425806.18    | 0.01%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       211000 | PA      | $212055.00    | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       626000 | PA      | $653531.48    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $248693.25    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                  | Corp Financiera de Desarrollo SA                                                                                                             | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       230000 | PA      | $239427.92    | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77473964 | PA      | $66812244.99  | 1.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86645576 | PA      | $77879331.15  | 1.18%             | 2055-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17468365 | PA      | $16483089.82  | 0.25%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59702683 | PA      | $58156198.43  | 0.88%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222802049 | PA      | $222261798.59 | 3.37%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251966422 | PA      | $254398477.50 | 3.85%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                   | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33278140 | PA      | $33910561.10  | 0.51%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       775000 | PA      | $661938.84    | 0.01%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                    | Cox Communications Inc                                                                                                                       | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       285000 | PA      | $249752.66    | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      6778000 | PA      | $6967066.01   | 0.11%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      5556000 | PA      | $5557908.87   | 0.08%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       695000 | PA      | $689255.32    | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2613000 | PA      | $2677418.73   | 0.04%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H7 Mortgage Trust                                                                                                                 | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5528781 | PA      | $5530363.78   | 0.08%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H4 Mortgage Trust                                                                                                                 | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5738163 | PA      | $5791540.35   | 0.09%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                    | Crossroads Asset Trust 2024-A                                                                                                                | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4201725 | PA      | $4248166.76   | 0.06%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       400000 | PA      | $394242.07    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                                                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       246000 | PA      | $250232.02    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                             | DTP Commercial Mortgage Trust 2023-STE2                                                                                                      | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1329000 | PA      | $1366529.19   | 0.02%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                                                                                      | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      1975000 | PA      | $2320020.59   | 0.04%             | 2030-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       375000 | PA      | $374682.67    | 0.01%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56966.92     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       541000 | PA      | $686937.02    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                            | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        78000 | PA      | $79141.34     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                       | DENTSPLY SIRONA Inc                                                                                                                          | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       711000 | PA      | $656992.45    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       615000 | PA      | $586161.35    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      9644000 | PA      | $9130178.67   | 0.14%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $219885.00    | 0.00%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $159954.79    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       151000 | PA      | $153416.78    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $149658.31    | 0.00%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       225000 | PA      | $230600.25    | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2987000 | PA      | $2776822.85   | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                                 | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       716000 | PA      | $704416.47    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2025-2 LLC                                                                                                                          | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6400000 | PA      | $6399164.16   | 0.10%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-1 LLC                                                                                                                          | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1028343 | PA      | $1034154.06   | 0.02%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                  | Dext ABS 2023-2 LLC                                                                                                                          | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       822595 | PA      | $826937.42    | 0.01%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                            | Diamond II Ltd                                                                                                                               | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      2135000 | PA      | $2138044.96   | 0.03%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       635000 | PA      | $748618.44    | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                                                                                | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       231000 | PA      | $177809.22    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       435000 | PA      | $382350.35    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        67000 | PA      | $68788.09     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56668.36     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                                                                                          | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56789.41     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                     | DP World Crescent Ltd                                                                                                                        | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |       390000 | PA      | $401423.78    | 0.01%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 113 CLO Ltd                                                                                                                           | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |     21165000 | PA      | $21181529.87  | 0.32%             | 2037-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                     | Duke Energy Carolinas LLC                                                                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       397000 | PA      | $410649.16    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                      | Duke Energy Ohio Inc                                                                                                                         | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       305000 | PA      | $314766.38    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                   | Duke Energy Florida LLC                                                                                                                      | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58069.32     | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                                     | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4109000 | PA      | $3226313.64   | 0.05%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                                                                               | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |       734000 | PA      | $698756.67    | 0.01%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                                      | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      2613000 | PA      | $2738712.87   | 0.04%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                                                                                            | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       199000 | PA      | $195085.27    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                                                                                            | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       296000 | PA      | $302046.04    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                                                     | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5952000 | PA      | $5961918.23   | 0.09%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     14545000 | PA      | $14792265.00  | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD PEN                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-46171.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                                                                            | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       228000 | PA      | $230594.94    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                  | eBay Inc                                                                                                                                     | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57197.72     | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       363000 | PA      | $367809.75    | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2331000 | PA      | $2500347.15   | 0.04%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4781000 | PA      | $4903393.60   | 0.07%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                         | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       218000 | PA      | $221920.96    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                         | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       247000 | PA      | $250303.04    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                  | Edwards Lifesciences Corp                                                                                                                    | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |       399000 | PA      | $401490.62    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                    | El Puerto de Liverpool SAB de CV                                                                                                             | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $214980.00    | 0.00%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                  | Element Fleet Management Corp                                                                                                                | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |        56000 | PA      | $56115.51     | 0.00%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                        | Elmwood CLO 15 Ltd                                                                                                                           | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4900000 | PA      | $4901421.00   | 0.07%             | 2035-04-22      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                  | Empresa Nacional del Petroleo                                                                                                                | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $292163.20    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       282000 | PA      | $290726.09    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                                 | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     16978000 | PA      | $13753988.82  | 0.21%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       303000 | PA      | $318712.54    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1347000 | PA      | $1337677.83   | 0.02%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       502000 | PA      | $477515.05    | 0.01%             | 2028-07-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       287000 | PA      | $288966.39    | 0.00%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $243712.04    | 0.00%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       370000 | PA      | $361645.75    | 0.01%             | 2055-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                          | Enstar Group Ltd                                                                                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       778000 | PA      | $698609.96    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                              | Entergy Corp                                                                                                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       319000 | PA      | $318802.00    | 0.00%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |        96000 | PA      | $95729.38     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       366000 | PA      | $372507.44    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                          | Essential Properties LP                                                                                                                      | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |       260000 | PA      | $237451.09    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |            1 | NC      | $200423.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED CAD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |            1 | NC      | $13422.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       642000 | PA      | $594018.63    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       571000 | PA      | $574895.84    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | Eversource Energy                                                                                                                            | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       715000 | PA      | $733022.13    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       760000 | PA      | $701318.08    | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       136000 | PA      | $133948.73    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        61000 | PA      | $49692.33     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1572000 | PA      | $1268590.21   | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       753000 | PA      | $723592.01    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       689000 | PA      | $640032.60    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       291000 | PA      | $282830.79    | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                                                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     19011000 | PA      | $18160828.84  | 0.28%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding, LLC                                   | FIP Master Funding LLC                                                                                                                       | CUSIP: 30332YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3317641 | PA      | $3289588.19   | 0.05%             | 2055-10-15      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       145491 | PA      | $146859.93    | 0.00%             | 2028-08-25      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                     | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       144247 | PA      | $145181.03    | 0.00%             | 2028-09-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4066 | PA      | $4209.07      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140GSRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       103319 | PA      | $96782.66     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H1DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6336 | PA      | $5935.09      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H2YB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7466 | PA      | $6993.31      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H5LT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5408 | PA      | $5067.30      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140H7Z91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4705 | PA      | $4406.28      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HBJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       120975 | PA      | $113284.31    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HFJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6217 | PA      | $5821.64      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140HJTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11107 | PA      | $10401.10     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3944 | PA      | $3693.43      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3018412 | PA      | $2839731.03   | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          257 | PA      | $265.93       | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2334 | PA      | $2418.67      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2918 | PA      | $3019.95      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1264 | PA      | $1310.13      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9255 | PA      | $8677.85      | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                              | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15311 | PA      | $14356.56     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                                                                                          | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       499000 | PA      | $613020.35    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      1990000 | PA      | $2820390.54   | 0.04%             | 2030-07-30      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities             | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                 | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |       527241 | PA      | $116461.23    | 0.00%             | 2037-04-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |        84000 | PA      | $115797.14    | 0.00%             | 2027-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |        27000 | PA      | $37614.95     | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                                                                                | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      2218000 | PA      | $2201444.74   | 0.03%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       853000 | PA      | $669799.60    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       362000 | PA      | $333811.40    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       674000 | PA      | $691551.82    | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       130000 | PA      | $124885.88    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57492.42     | 0.00%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                                                                                     | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |        34000 | PA      | $33577.79     | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      1928000 | PA      | $1773968.61   | 0.03%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                                                     | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      4802000 | PA      | $5049027.37   | 0.08%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       693000 | PA      | $702998.90    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     39050000 | PA      | $5961789.33   | 0.09%             | 2054-08-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | TEMASEK FINANCIAL I LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     62000000 | PA      | $9176725.25   | 0.14%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                                                                                 | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     12312000 | PA      | $9437439.93   | 0.14%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4309000 | PA      | $4624688.54   | 0.07%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $208670.61    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       536000 | PA      | $529480.03    | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       676000 | PA      | $665765.52    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1311000 | PA      | $1313534.74   | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | ALIBABA GROUP HOLDING /CNH/ REGD REG S                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     97910000 | PA      | $14290023.31  | 0.22%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD /CNH/ REGD REG S EMTN             | NESTLE FINANCE INTL LTD /CNH/ REGD REG S EMTN                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     34880000 | PA      | $5015645.05   | 0.08%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2882000 | PA      | $3918016.25   | 0.06%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA /EUR/ REGD V/R EMTN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       189000 | PA      | $198725.54    | 0.00%             | 2042-07-10      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | COMMERZBANK AG /EUR/ REGD V/R REG S EMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       200000 | PA      | $249081.19    | 0.00%             | 2030-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA /GBP/ REGD V/R EMTN                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       100000 | PA      | $141675.98    | 0.00%             | 2033-10-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC /EUR/ REGD V/R REG S EMTN               | HSBC HOLDINGS PLC /EUR/ REGD V/R REG S EMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       382000 | PA      | $478281.27    | 0.01%             | 2032-03-10      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       300000 | PA      | $374137.02    | 0.01%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       815000 | PA      | $1021657.90   | 0.02%             | 2034-02-28      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS /GBP/ REGD V/R REG S EMTN                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       300000 | PA      | $420493.37    | 0.01%             | 2029-08-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       216000 | PA      | $226041.17    | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1156000 | PA      | $1224655.48   | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      3565000 | PA      | $3783199.21   | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      6027000 | PA      | $6312414.13   | 0.10%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       300000 | PA      | $314160.08    | 0.00%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                                      | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      6000000 | PA      | $6185022.60   | 0.09%             | 2043-06-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                                      | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      1652792 | PA      | $1657436.08   | 0.03%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                      | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     12315897 | PA      | $12350965.21  | 0.19%             | 2041-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |       124876 | PA      | $124758.44    | 0.00%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                      | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     13277107 | PA      | $13376037.38  | 0.20%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                      | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |      6918995 | PA      | $6978092.90   | 0.11%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                                                      | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |      8290905 | PA      | $8393194.09   | 0.13%             | 2043-03-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      7637020 | PA      | $7742724.42   | 0.12%             | 2043-04-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      2663982 | PA      | $2771586.09   | 0.04%             | 2043-04-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                                      | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      4004122 | PA      | $4170598.98   | 0.06%             | 2042-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      1798600 | PA      | $1804883.61   | 0.03%             | 2044-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                      | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      3504283 | PA      | $3508657.05   | 0.05%             | 2044-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                                      | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |      5654929 | PA      | $5660053.77   | 0.09%             | 2044-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                      | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |        21237 | PA      | $21230.67     | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                                      | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      3673949 | PA      | $3678875.62   | 0.06%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                                                      | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      3085779 | PA      | $3083797.74   | 0.05%             | 2045-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                                                      | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      1822045 | PA      | $1827960.46   | 0.03%             | 2045-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                      | Freeport-McMoRan Inc                                                                                                                         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       220000 | PA      | $213250.41    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                      | Freeport-McMoRan Inc                                                                                                                         | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       420000 | PA      | $416689.28    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | CHUBB INA HOLDINGS LLC /CNH/ REGD REG S SER .                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42100000 | PA      | $5903516.22   | 0.09%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GZ MTR FIN BVI                                            | GZ MTR FIN BVI /CNH/ REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      5810000 | PA      | $828648.36    | 0.01%             | 2028-08-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                             | REVERSE REPO CONTRACT U S_____ JEFFER                                                                                                        | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |      -142500 | PA      | $-142500.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | CANADIAN IMPERIAL BANK /EUR/ REGD V/R REG S EMTN                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       497000 | PA      | $582059.93    | 0.01%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | TENCENT HOLDINGS LTD /CNH/ REGD REG S EMTN SER GMTN                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     28900000 | PA      | $4184322.95   | 0.06%             | 2055-09-23      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | REPUBLIC OF INDONESIA /CNH/ REGD                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     51550000 | PA      | $7358278.84   | 0.11%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5546 | NC      | $-94760.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -35 | NC      | $-4499.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies LLC                                             | REV RC JEFFER 1.750% 11/15/27                                                                                                                | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |     -1185000 | PA      | $-1185000.00  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR ULTRA FUT MAR26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |            4 | NC      | $437.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 10YR ULTRA FUT MAR26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2154 | NC      | $1042164.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US ULTRA BOND CBT MAR26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -480 | NC      | $1024320.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US LONG BOND(CBT) MAR26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          681 | NC      | $-152812.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1788 | NC      | $-453975.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FUTURE CONTRACT ON LONG GILT FUTURE MAR26 /GBP                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            4 | NC      | $3289.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FUTURE CONTRACT ON LONG GILT FUTURE MAR26 /GBP                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -445 | NC      | $-394787.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | FUTURE CONTRACT ON CAN 5YR BOND FUT MAR26 /CAD                                                                                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | CA        |         1521 | NC      | $-19154.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | FUTURE CONTRACT ON CAN 5YR BOND FUT MAR26 /CAD                                                                                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | CA        |           -6 | NC      | $-1267.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | FUTURE CONTRACT ON CAN 10YR BOND FUT MAR26 /CAD                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | CA        |            5 | NC      | $-4772.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | FUTURE CONTRACT ON CAN 10YR BOND FUT MAR26 /CAD                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | CA        |        -1544 | NC      | $1484885.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BOBL FUTURE MAR26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          536 | NC      | $-315611.71   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BOBL FUTURE MAR26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -17 | NC      | $9989.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-SCHATZ FUT MAR26 /EUR                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           41 | NC      | $-6745.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-SCHATZ FUT MAR26 /EUR                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -137 | NC      | $20930.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUND FUTURE MAR26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |            9 | NC      | $-6945.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUND FUTURE MAR26 /EUR                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -488 | NC      | $648052.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BTP FUTURE MAR26 /EUR                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          530 | NC      | $-130799.76   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bondvision                                                | FUTURE CONTRACT ON AUST 3YR BOND FUT MAR26 /AUD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1624 | NC      | $-113231.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | FUTURE CONTRACT ON JPN 10Y BOND(OSE) MAR26 /JPY                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -35 | NC      | $236848.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bondvision                                                | FUTURE CONTRACT ON AUST 10Y BOND FUT MAR26 /AUD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         2298 | NC      | $236808.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | FUTURE CONTRACT ON EURO-BUXL 30Y BND MAR26 /EUR                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          217 | NC      | $-459033.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                            | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $160343.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                                                      | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       150000 | PA      | $148248.45    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2025-NQM2 Trust                                                                                                                         | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4205273 | PA      | $4250840.81   | 0.06%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                                           | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30768731 | PA      | $30935977.24  | 0.47%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |      9361000 | PA      | $8954023.22   | 0.14%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                        | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |       237000 | PA      | $237481.54    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       398000 | PA      | $451663.68    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | GWT 2024-WLF2                                                                                                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2316000 | PA      | $2322486.88   | 0.04%             | 2041-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                     | Haleon US Capital LLC                                                                                                                        | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |       717000 | PA      | $700047.72    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                    | GE HealthCare Technologies Inc                                                                                                               | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58165.60     | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GTCR W DUT/W-2 MERGER SU                                  | GTCR W DUT/W-2 MERGER SU /GBP/ REGD 144A P/P                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       424000 | PA      | $610109.11    | 0.01%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                            | Galaxy 36 CLO Ltd                                                                                                                            | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7650000 | PA      | $7654391.10   | 0.12%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1078264.45   | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4741000 | PA      | $4914701.71   | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                              | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2587000 | PA      | $2628129.65   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                                                                                       | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2944000 | PA      | $2230317.18   | 0.03%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                     | GENMAB A/S/GENMAB FINANCE LLC                                                                                                                | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     11731000 | PA      | $12037206.32  | 0.18%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                          | Genuine Parts Co                                                                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       683000 | PA      | $694420.09    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                                                             | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       371000 | PA      | $372352.07    | 0.01%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2555000 | PA      | $2560212.48   | 0.04%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2974000 | PA      | $2976770.04   | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        48000 | PA      | $47991.05     | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                                                       | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       811000 | PA      | $733042.90    | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                    | Global Atlantic Fin Co                                                                                                                       | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       536000 | PA      | $548113.10    | 0.01%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       117000 | PA      | $120831.66    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        53000 | PA      | $55041.74     | 0.00%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68775.57     | 0.00%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51625.87     | 0.00%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57982.46     | 0.00%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57879.45     | 0.00%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       686000 | PA      | $682506.89    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       412000 | PA      | $409542.19    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       692000 | PA      | $693278.93    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       653000 | PA      | $642838.35    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       426000 | PA      | $423545.94    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       183000 | PA      | $184233.14    | 0.00%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                  | Goldman Sachs Private Credit Corp                                                                                                            | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56130.66     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                         | Golub Capital BDC Inc                                                                                                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       393000 | PA      | $401957.64    | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2024-WOLF                                                                                                                   | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16019000 | PA      | $16043733.34  | 0.24%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $209085.98    | 0.00%             | 2036-07-31      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       231000 | PA      | $244452.29    | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       350000 | PA      | $304920.00    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       270000 | PA      | $179550.00    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                           | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $199078.00    | 0.00%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                      | Grupo Energia Bogota SA ESP                                                                                                                  | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $228556.32    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                                                                                 | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58190.53     | 0.00%             | 2030-12-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4181000 | PA      | $4186193.64   | 0.06%             | 2037-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                                      | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       128000 | PA      | $127508.86    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       489000 | PA      | $488420.30    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $228285.74    | 0.00%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       327000 | PA      | $315712.06    | 0.00%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $108065.50    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       552000 | PA      | $598720.24    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       656000 | PA      | $769274.50    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       319000 | PA      | $364671.57    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4783000 | PA      | $4961454.11   | 0.08%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $263587.47    | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2672000 | PA      | $2793515.56   | 0.04%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       691000 | PA      | $701393.36    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       522000 | PA      | $538857.43    | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HP INC                                                    | HP Inc                                                                                                                                       | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       405000 | PA      | $398848.68    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55339.48     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       598000 | PA      | $605614.46    | 0.01%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56665.69     | 0.00%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                                   | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       698000 | PA      | $696015.53    | 0.01%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                       | HINNT 2024-A LLC                                                                                                                             | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1886259 | PA      | $1907931.17   | 0.03%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HANWHA ENERGY USA HOLDN                                   | Hanwha Energy USA Holdings Corp                                                                                                              | CUSIP: 41135WAC5<br>LEI: 549300VVIE7XDIYNIT55 | Long             | DBT              | CORP              | US        |       250000 | PA      | $252351.98    | 0.00%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                        | Harbour Energy PLC                                                                                                                           | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |       149000 | PA      | $151264.88    | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                  | Hartford Insurance Group Inc/The                                                                                                             | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       331000 | PA      | $313834.31    | 0.00%             | 2047-02-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                        | Hawaii Hotel Trust 2025-MAUI                                                                                                                 | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8158000 | PA      | $8165572.26   | 0.12%             | 2042-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                  | Health Care Service Corp A Mutual Legal Reserve Co                                                                                           | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       320000 | PA      | $290374.40    | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                  | Health Care Service Corp A Mutual Legal Reserve Co                                                                                           | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |       693000 | PA      | $667348.45    | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                              | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      8260000 | PA      | $8352031.43   | 0.13%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       526000 | PA      | $540174.26    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       380000 | PA      | $381989.00    | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       698000 | PA      | $647415.79    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                          | Hewlett Packard Enterprise Co                                                                                                                | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57017.92     | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                       | Highwoods Realty LP                                                                                                                          | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |        98000 | PA      | $98041.18     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                                             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3279000 | PA      | $3353435.01   | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2025-1                                                                                                          | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       766000 | PA      | $774240.28    | 0.01%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       293000 | PA      | $280475.13    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                                                                                           | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       213000 | PA      | $203761.29    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited           | HOMES 2025-AFC4 Trust                                                                                                                        | CUSIP: 43762DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7131984 | PA      | $7142509.57   | 0.11%             | 2060-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       611000 | PA      | $583087.54    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       410000 | PA      | $397489.12    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        13000 | PA      | $13273.95     | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       488000 | PA      | $491752.61    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                  | Host Hotels & Resorts LP                                                                                                                     | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |       532000 | PA      | $532403.51    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       250000 | PA      | $259450.00    | 0.00%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1937225.97   | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXL2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631019 | PA      | $1884748.15   | 0.03%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXP3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1737024.46   | 0.03%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                        | Hydro Quebec Interest Strip                                                                                                                  | CUSIP: 44882ZXQ1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5631018 | PA      | $1692411.10   | 0.03%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      6331000 | PA      | $6534165.78   | 0.10%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        59000 | PA      | $61722.19     | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       147000 | PA      | $155531.96    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4163000 | PA      | $4207346.27   | 0.06%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       167000 | PA      | $169118.81    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        78000 | PA      | $79843.68     | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57983.74     | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4746000 | PA      | $4738349.83   | 0.07%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                                      | CUSIP: 44891CBP7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       300000 | PA      | $290917.49    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                                                                                 | CUSIP: 44920UAV0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |       320000 | PA      | $326531.20    | 0.00%             | 2029-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | Hyundai Auto Lease Securitization Trust 2025-A                                                                                               | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8465000 | PA      | $8572177.06   | 0.13%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1599000 | PA      | $1598072.29   | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                              | Illumina Inc                                                                                                                                 | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56556.50     | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       385000 | PA      | $403080.43    | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      4522000 | PA      | $4560837.74   | 0.07%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1030000 | PA      | $914125.00    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       640000 | PA      | $412400.00    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                  | Indonesia Government International Bonds                                                                                                     | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $189800.00    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       750000 | PA      | $624140.63    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       703000 | PA      | $703245.59    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       286000 | PA      | $290301.04    | 0.00%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                                                   | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       407000 | PA      | $405208.68    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                                   | Invesco CLO 2021-1 Ltd                                                                                                                       | CUSIP: 46090XAA9<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5502574.00   | 0.08%             | 2034-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5580000 | PA      | $5582302.25   | 0.08%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199556.20    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       473000 | PA      | $559547.86    | 0.01%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       204000 | PA      | $225060.75    | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2257000 | PA      | $2582851.67   | 0.04%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                           | Invesco CLO 2021-2 Ltd                                                                                                                       | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |      4439295 | PA      | $4440160.66   | 0.07%             | 2034-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                                                         | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       380000 | PA      | $392392.40    | 0.01%             | 2030-02-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      3992000 | PA      | $4077982.45   | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                  | JH North America Holdings Inc                                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66686.68     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       235000 | PA      | $232718.14    | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       720000 | PA      | $711375.84    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1048000 | PA      | $1064352.83   | 0.02%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       272000 | PA      | $277427.06    | 0.00%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       274000 | PA      | $277976.71    | 0.00%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2025-CES7                                                                                                    | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      6748288 | PA      | $6762266.40   | 0.10%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                  | Jackson National Life Global Funding                                                                                                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56830.97     | 0.00%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group Inc                                                                                                                | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       657000 | PA      | $693649.65    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                                           | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       240000 | PA      | $247886.40    | 0.00%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                      | Juniper Networks Inc                                                                                                                         | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |       347000 | PA      | $338821.15    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $309718.49    | 0.00%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $199672.64    | 0.00%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                      | KIND Trust 2021-KIND                                                                                                                         | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3014828 | PA      | $3002396.85   | 0.05%             | 2038-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                             | KSA Sukuk Ltd                                                                                                                                | CUSIP: 48266XAF2<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |       405000 | PA      | $416607.09    | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                      | Kallpa Generacion SA                                                                                                                         | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |       330000 | PA      | $344124.00    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                                                                                     | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       760000 | PA      | $755257.60    | 0.01%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                                                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       751000 | PA      | $685251.26    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                                                                                   | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       742000 | PA      | $673941.70    | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       137000 | PA      | $135436.12    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                                                                                         | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       393000 | PA      | $401482.92    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                      | Kioxia Holdings Corp                                                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      5889000 | PA      | $6065235.45   | 0.09%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD THB                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $53928.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                                                                                 | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |       410000 | PA      | $372845.80    | 0.01%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                      | KSA Ijarah Sukuk Ltd                                                                                                                         | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |      1020000 | PA      | $1024136.70   | 0.02%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                          | LG Energy Solution Ltd                                                                                                                       | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       490000 | PA      | $502377.40    | 0.01%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                                                                                    | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       453000 | PA      | $459513.02    | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                  | Fashion Show Mall LLC                                                                                                                        | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8991570 | PA      | $9126787.03   | 0.14%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                                                                            | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |        12000 | PA      | $12318.02     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                                                                            | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56231.35     | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                       | LYB International Finance III LLC                                                                                                            | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       269000 | PA      | $267852.39    | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                         | Lam Research Corp                                                                                                                            | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       192000 | PA      | $192175.51    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                         | Lam Research Corp                                                                                                                            | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       320000 | PA      | $291208.74    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       410000 | PA      | $399412.95    | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       284000 | PA      | $289429.57    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                 | Lear Corp                                                                                                                                    | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |       704000 | PA      | $700524.57    | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-2                                                                                                                | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1599000 | PA      | $1599856.94   | 0.02%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        79000 | PA      | $62685.79     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       130000 | PA      | $119921.04    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       596000 | PA      | $561083.20    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       633000 | PA      | $634977.09    | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57518.65     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                     | Lincoln National Corp                                                                                                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57543.18     | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       202000 | PA      | $212946.02    | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       285000 | PA      | $284021.37    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $209502.86    | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                  | Loblaw Cos Ltd                                                                                                                               | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      3182000 | PA      | $2634567.96   | 0.04%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                               | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       323000 | PA      | $323283.02    | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                                                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56425.73     | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                          | Sekisui House US Inc                                                                                                                         | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      5890000 | PA      | $5507772.28   | 0.08%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                       | MSD Investment Corp                                                                                                                          | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57661.18     | 0.00%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                         | Ma'aden Sukuk Ltd                                                                                                                            | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |       262000 | PA      | $271346.85    | 0.00%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                                                                                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      4261000 | PA      | $4143829.15   | 0.06%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                      | MAD Commercial Mortgage Trust 2025-11MD                                                                                                      | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8900000 | PA      | $8933738.12   | 0.14%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XIX Ltd                                                                                                                            | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |      5995714 | PA      | $5997105.01   | 0.09%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                  | Main Street Capital Corp                                                                                                                     | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56230.36     | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                   | Massachusetts Mutual Life Insurance Co                                                                                                       | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      1002000 | PA      | $646964.93    | 0.01%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       401000 | PA      | $407991.39    | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                   | Meituan                                                                                                                                      | CUSIP: 58533EAG8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |       260000 | PA      | $257134.14    | 0.00%             | 2031-05-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                          | MercadoLibre Inc                                                                                                                             | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |       350000 | PA      | $346658.27    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC                                                                                                                  | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      1502539 | PA      | $1509114.08   | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       679000 | PA      | $624425.80    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       804000 | PA      | $739158.49    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       272000 | PA      | $272005.36    | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57822.36     | 0.00%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58108.61     | 0.00%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57879.04     | 0.00%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57926.39     | 0.00%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57326.81     | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                                                                               | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       214000 | PA      | $211992.67    | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       260000 | PA      | $260876.81    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                            | Microsoft Corp                                                                                                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $765977.72    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $93949.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBILIARE SA / MEXICO SA                                  | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                                                                         | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              |  | XX        |      3051000 | PA      | $3026515.73   | 0.05%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                                                                                 | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       295000 | PA      | $291159.32    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                                                                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       610000 | PA      | $615562.81    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                                                                                       | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254927.05    | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       359000 | PA      | $361009.23    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       474000 | PA      | $444799.57    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       288000 | PA      | $286344.42    | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       676000 | PA      | $665173.75    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       640000 | PA      | $641290.98    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        72000 | PA      | $80459.69     | 0.00%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       127000 | PA      | $134973.75    | 0.00%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       621000 | PA      | $633362.52    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4369000 | PA      | $4503987.81   | 0.07%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        33000 | PA      | $32971.67     | 0.00%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                                                     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4343518 | PA      | $4380558.61   | 0.07%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                                                                     | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2865066 | PA      | $2886698.01   | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                                                     | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4689961 | PA      | $4699087.31   | 0.07%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2025-1 LLC                                                                                                                               | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5080007 | PA      | $5150987.24   | 0.08%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                      | Utah Acquisition Sub Inc                                                                                                                     | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       185000 | PA      | $152179.58    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                            | NBK Tier 1 Ltd                                                                                                                               | CUSIP: 62879NAB3<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |       300000 | PA      | $306924.00    | 0.00%             | 2031-01-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                          | NMEF Funding 2023-A LLC                                                                                                                      | CUSIP: 62890QAB1<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      1066014 | PA      | $1071701.74   | 0.02%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                                               | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2665000 | PA      | $2664185.23   | 0.04%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       313000 | PA      | $287650.98    | 0.00%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                                            | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       281000 | PA      | $290228.21    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                                                                            | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       260000 | PA      | $261359.85    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                                                                                            | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       427000 | PA      | $428578.64    | 0.01%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       295000 | PA      | $291068.83    | 0.00%             | 2030-07-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       290000 | PA      | $291693.19    | 0.00%             | 2028-02-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10690017 | PA      | $10142802.59  | 0.15%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                    | Natixis Commercial Mortgage Securities Trust 2022-JERI                                                                                       | CUSIP: 63875LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8113245 | PA      | $7265550.45   | 0.11%             | 2039-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       414000 | PA      | $381182.92    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4321000 | PA      | $4543228.12   | 0.07%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       295000 | PA      | $301228.23    | 0.00%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-C                                                                                                             | CUSIP: 64035GAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      8191104 | PA      | $7198330.73   | 0.11%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                                                    | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |     18000000 | PA      | $18039798.00  | 0.27%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                                                    | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |      5063064 | PA      | $5062593.14   | 0.08%             | 2036-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers CLO 46 Ltd                                                                                                    | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |      5005000 | PA      | $5010285.28   | 0.08%             | 2037-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                         | Newmark Group Inc                                                                                                                            | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |       152000 | PA      | $162802.92    | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                    | Newmont Corp / Newcrest Finance Pty Ltd                                                                                                      | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       507000 | PA      | $531145.92    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                         | Nexa Resources SA                                                                                                                            | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       230000 | PA      | $246055.27    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       697000 | PA      | $685363.55    | 0.01%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                        | Niagara Energy SAC                                                                                                                           | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |       390000 | PA      | $398755.50    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       195000 | PA      | $196162.66    | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      7216000 | PA      | $7343239.01   | 0.11%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $4036268.17   | 0.06%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $3041434.41   | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      5328000 | PA      | $4919046.22   | 0.07%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                               | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1469000 | PA      | $1474797.31   | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                         | NJ Trust 2023-GSP                                                                                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6237681 | PA      | $6539651.50   | 0.10%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                                                                              | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $201032.00    | 0.00%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                   | North Haven Private Income Fund LLC                                                                                                          | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57897.90     | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                     | Northrop Grumman Corp                                                                                                                        | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       754000 | PA      | $743984.91    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                     | Northrop Grumman Corp                                                                                                                        | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       417000 | PA      | $422668.11    | 0.01%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                       | NuStar Logistics LP                                                                                                                          | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      1576000 | PA      | $1578806.10   | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                                                                                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       256000 | PA      | $189839.18    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                               | OCP CLO Ltd                                                                                                                                  | CUSIP: 671026AL6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |     10815000 | PA      | $10828897.28  | 0.16%             | 2037-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                  | OZLM XVIII Ltd                                                                                                                               | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |      2062512 | PA      | $2062505.70   | 0.03%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                 | ORL Trust 2024-GLKS                                                                                                                          | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11955523 | PA      | $11974031.35  | 0.18%             | 2039-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM10 Trust                                                                                                                         | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |      9270379 | PA      | $9349402.72   | 0.14%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-28L                                                                                                       | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3263000 | PA      | $3269903.20   | 0.05%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                                                                                                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |       517000 | PA      | $520110.54    | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                  | Oaktree Strategic Credit Fund                                                                                                                | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |        53000 | PA      | $53268.59     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2025-NQM8 Trust                                                                                                                          | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      3368366 | PA      | $3396646.50   | 0.05%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                            | Ohio Edison Co                                                                                                                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98000 | PA      | $100197.58    | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5208000 | PA      | $5133599.19   | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      8912000 | PA      | $9009682.47   | 0.14%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                         | ONEOK Partners LP                                                                                                                            | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      5550000 | PA      | $6044115.00   | 0.09%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | Ooredoo International Finance Ltd                                                                                                            | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |       200000 | PA      | $200063.19    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       382000 | PA      | $390203.14    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       178000 | PA      | $159488.16    | 0.00%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       332000 | PA      | $229579.26    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       552000 | PA      | $541302.43    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       362000 | PA      | $233347.67    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       257000 | PA      | $245131.75    | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       539000 | PA      | $533201.90    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        35000 | PA      | $29119.82     | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5128000 | PA      | $4153701.08   | 0.06%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       644000 | PA      | $646926.50    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        34000 | PA      | $33942.69     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       379000 | PA      | $334935.84    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       136000 | PA      | $120266.28    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       833000 | PA      | $804452.19    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        40000 | PA      | $38397.96     | 0.00%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        57000 | PA      | $51596.16     | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14288000 | PA      | $12684188.43  | 0.19%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       322000 | PA      | $284321.38    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     10439000 | PA      | $10292854.00  | 0.16%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       568000 | PA      | $551022.48    | 0.01%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                             | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      8114000 | PA      | $7904622.12   | 0.12%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                                                     | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       380000 | PA      | $399950.00    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp                                                                                                             | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       244000 | PA      | $237340.91    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                  | Blue Owl Technology Finance Corp II                                                                                                          | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       480000 | PA      | $491035.06    | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                     | Blue Owl Capital Corp                                                                                                                        | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       690000 | PA      | $696427.13    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                     | Blue Owl Capital Corp                                                                                                                        | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       535000 | PA      | $542089.05    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                            | PECO Energy Co                                                                                                                               | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       417000 | PA      | $420757.09    | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                       | PFS Financing Corp                                                                                                                           | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4293000 | PA      | $4292981.11   | 0.07%             | 2029-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |        45000 | PA      | $45584.02     | 0.00%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       646000 | PA      | $681043.39    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       410000 | PA      | $304769.40    | 0.00%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                                         | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       570000 | PA      | $506231.25    | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       320000 | PA      | $320800.00    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                                                                                        | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       204000 | PA      | $207617.94    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1553000 | PA      | $1564266.35   | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                        | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2889000 | PA      | $2942408.77   | 0.04%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       716000 | PA      | $694130.12    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       110000 | PA      | $115112.34    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        26000 | PA      | $26417.34     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       395000 | PA      | $294594.34    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       406000 | PA      | $300642.88    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1036000 | PA      | $661969.52    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       429000 | PA      | $376056.38    | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       942000 | PA      | $842609.55    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |        23000 | PA      | $23483.26     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       410000 | PA      | $382622.57    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                                                                                         | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      7685000 | PA      | $8746529.05   | 0.13%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       670000 | PA      | $657940.00    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                                        | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       400000 | PA      | $264200.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED CZK / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CZ        |            1 | NC      | $165984.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       105000 | PA      | $57120.00     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       660000 | PA      | $463650.00    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       120000 | PA      | $118680.00    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       205000 | PA      | $191195.30    | 0.00%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                                    | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       460000 | PA      | $458706.25    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       500000 | PA      | $520215.00    | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer Inc                                                                                                                                   | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55532.87     | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer Inc                                                                                                                                   | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55191.03     | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       734000 | PA      | $654119.76    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       284000 | PA      | $290173.42    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        32000 | PA      | $33646.03     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       267000 | PA      | $283160.22    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       433000 | PA      | $435727.09    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1070000 | PA      | $930565.63    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $202950.00    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                                                                                     | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $193468.75    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                               | Phillips 66                                                                                                                                  | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       737000 | PA      | $745720.35    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      4898576 | PA      | $4893711.71   | 0.07%             | 2034-05-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                            | Pikes Peak CLO 6                                                                                                                             | CUSIP: 72132YBA2<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      2285997 | PA      | $2286410.77   | 0.03%             | 2034-05-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                  | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                                                | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       230000 | PA      | $243765.50    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       442000 | PA      | $448161.48    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       158000 | PA      | $150772.56    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                               | Polaris Inc                                                                                                                                  | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      4299000 | PA      | $4344832.46   | 0.07%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                                                                                        | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $205980.00    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                     | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1686000 | PA      | $1655209.05   | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                  | Principal Life Global Funding II                                                                                                             | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       936000 | PA      | $948213.88    | 0.01%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                                                                               | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150213.96    | 0.00%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       668000 | PA      | $660875.05    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                                                                                     | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       723000 | PA      | $730351.82    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       301000 | PA      | $309800.26    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                                                                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       417000 | PA      | $422664.20    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                                                                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       353000 | PA      | $357064.83    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                                                                                    | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     13226000 | PA      | $9205781.17   | 0.14%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2025-CES12                                                                                                               | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10390201 | PA      | $10380350.05  | 0.16%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                                                                                     | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       643000 | PA      | $640100.94    | 0.01%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                        | RWE Finance US LLC                                                                                                                           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |       529000 | PA      | $526044.04    | 0.01%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                        | RWE Finance US LLC                                                                                                                           | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |       318000 | PA      | $311595.68    | 0.00%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                               | Rad CLO 14 Ltd                                                                                                                               | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4751273.00   | 0.07%             | 2035-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      5085000 | PA      | $4180618.66   | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      3880000 | PA      | $3165947.69   | 0.05%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                         | Ralph Lauren Corp                                                                                                                            | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |       508000 | PA      | $522167.90    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                   | Raymond James Financial Inc                                                                                                                  | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |       699000 | PA      | $685017.50    | 0.01%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       548000 | PA      | $545258.02    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       600000 | PA      | $627549.14    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       134000 | PA      | $147490.46    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                                                                                      | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       494000 | PA      | $487214.76    | 0.01%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                    | Regatta XX Funding Ltd                                                                                                                       | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6150000 | PA      | $6145006.20   | 0.09%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                  | Regatta XVI Funding Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      4500000 | PA      | $4493956.50   | 0.07%             | 2033-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                   | Reliance Industries Ltd                                                                                                                      | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $220560.00    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       220000 | PA      | $234520.00    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                              | Oriental Republic of Uruguay                                                                                                                 | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       594814 | PA      | $556151.09    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       303038 | PA      | $315462.56    | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2005-QS14 Trust                                                                                                                  | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       355746 | PA      | $313970.56    | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                        | RGA Global Funding                                                                                                                           | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56003.56     | 0.00%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9303000 | PA      | $12056621.06  | 0.18%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                        | Roche Holdings Inc                                                                                                                           | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |       532000 | PA      | $530570.82    | 0.01%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                    | Rockford Tower CLO 2018-2 Ltd                                                                                                                | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      2399922 | PA      | $2400747.44   | 0.04%             | 2031-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       514000 | PA      | $522191.88    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     15170000 | PA      | $15626313.60  | 0.24%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |            1 | NC      | $2296.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2024-1 LLC                                                                                                             | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2174265 | PA      | $2184099.46   | 0.03%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                                                                                                             | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       572000 | PA      | $529839.01    | 0.01%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                                                                                                             | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       143000 | PA      | $138565.65    | 0.00%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                            | S&P Global Inc                                                                                                                               | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       214000 | PA      | $214067.29    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2025-1 LLC                                                                                                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10770000 | PA      | $10941237.62  | 0.17%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                                                                               | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      1664000 | PA      | $1636381.39   | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                            | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                     | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15630331 | PA      | $15457898.91  | 0.23%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                        | Saavi Energia Sarl                                                                                                                           | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      5390000 | PA      | $5844257.99   | 0.09%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                  | Sammons Financial Group Global Funding                                                                                                       | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55728.47     | 0.00%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                  | Sammons Financial Group Global Funding                                                                                                       | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |        58000 | PA      | $58096.25     | 0.00%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       404000 | PA      | $418666.94    | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-38183.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                      | SandRidge Energy Inc                                                                                                                         | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         4459 | NS      | $64343.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       499000 | PA      | $491583.02    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       277000 | PA      | $262131.72    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       450000 | PA      | $415372.50    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $442214.44    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      9670000 | PA      | $10104818.90  | 0.15%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      2598000 | PA      | $2629487.11   | 0.04%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       423000 | PA      | $423261.28    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       136000 | PA      | $142173.51    | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       603000 | PA      | $675204.62    | 0.01%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                                                                                   | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       650000 | PA      | $677288.51    | 0.01%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |       375000 | PA      | $373965.49    | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                                                                                   | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |     20702000 | PA      | $16227888.38  | 0.25%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       225000 | PA      | $222750.00    | 0.00%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       200000 | PA      | $204250.00    | 0.00%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       242000 | PA      | $235950.00    | 0.00%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       280000 | PA      | $271950.00    | 0.00%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5465000 | PA      | $5468793.86   | 0.08%             | 2026-05-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       372000 | PA      | $398266.29    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       365000 | PA      | $397795.90    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57897.37     | 0.00%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                                      | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15276000 | PA      | $15209222.95  | 0.23%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                        | Scotiabank Peru SAA                                                                                                                          | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |       200000 | PA      | $207300.00    | 0.00%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                                                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      2747975 | PA      | $2772716.31   | 0.04%             | 2031-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                            | ServiceNow Inc                                                                                                                               | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |       779000 | PA      | $686576.61    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                      | Shell Finance US Inc                                                                                                                         | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        57000 | PA      | $56997.85     | 0.00%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                      | Shell Finance US Inc                                                                                                                         | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        57000 | PA      | $56877.29     | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       760000 | PA      | $748394.80    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                   | Sierra Pacific Power Co                                                                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |       178000 | PA      | $178436.46    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                              | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1934268 | PA      | $1959747.51   | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                    | Sixth Street Specialty Lending Inc                                                                                                           | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |       305000 | PA      | $308278.96    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                  | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       730000 | PA      | $734418.03    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       250000 | PA      | $270427.50    | 0.00%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $202106.00    | 0.00%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       497000 | PA      | $468240.27    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1023000 | PA      | $1103198.23   | 0.02%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       282000 | PA      | $285493.46    | 0.00%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       401000 | PA      | $424055.19    | 0.01%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     17497000 | PA      | $18065165.21  | 0.27%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       895000 | PA      | $913048.00    | 0.01%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | SoFi Consumer Loan Program 2025-2 Trust                                                                                                      | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3941000 | PA      | $3972283.66   | 0.06%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                       | Sotheby's Artfi Master Trust                                                                                                                 | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      8490000 | PA      | $8497371.02   | 0.13%             | 2031-12-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       679000 | PA      | $693399.06    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       636000 | PA      | $640172.41    | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       439000 | PA      | $454347.67    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       291000 | PA      | $285641.88    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       353000 | PA      | $362949.48    | 0.01%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                     | Southwest Airlines Co                                                                                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      4476000 | PA      | $4484942.06   | 0.07%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAMRUK KAZYNA JSC                                         | Fund of National Welfare Samruk-Kazyna JSC                                                                                                   | CUSIP: 84612WAA1<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |       473000 | PA      | $462121.00    | 0.01%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $7739780.00   | 0.12%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       580000 | PA      | $582963.21    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      7864000 | PA      | $7287946.04   | 0.11%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       279000 | PA      | $297191.27    | 0.00%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $218227.45    | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       367000 | PA      | $374635.59    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                                                                                       | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $247228.24    | 0.00%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1402000 | PA      | $1397611.12   | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       990000 | PA      | $957166.79    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                  | Stanley Black & Decker Inc                                                                                                                   | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |       641000 | PA      | $641881.53    | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       729000 | PA      | $687987.52    | 0.01%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                                                                                            | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       756000 | PA      | $742258.38    | 0.01%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                        | Steel Dynamics Inc                                                                                                                           | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55944.34     | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust    | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                                                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5305000 | PA      | $5361616.02   | 0.08%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                                                                               | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |       397000 | PA      | $400640.25    | 0.01%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                                                                            | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       474000 | PA      | $306859.14    | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                    | Sunoco LP / Sunoco Finance Corp                                                                                                              | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7580000 | PA      | $7819202.59   | 0.12%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5222000 | PA      | $5249451.53   | 0.08%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                       | Suzano Austria GmbH                                                                                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $267618.00    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       769000 | PA      | $689557.33    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       463000 | PA      | $498212.43    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      6652000 | PA      | $6920982.13   | 0.10%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                          | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56691.20     | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       299000 | PA      | $308532.53    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                   | Carlyle Secured Lending Inc                                                                                                                  | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57158.31     | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                              | Tapestry Inc                                                                                                                                 | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       673000 | PA      | $688611.88    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                               | Target Corp                                                                                                                                  | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       639000 | PA      | $746944.36    | 0.01%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       302000 | PA      | $309370.15    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96856.45     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       348000 | PA      | $348871.10    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                      | Taylor Morrison Communities Inc                                                                                                              | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       418000 | PA      | $425489.48    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                                                                                      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       150000 | PA      | $149921.89    | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                  | Telecommunications co Telekom Srbija AD Belgrade                                                                                             | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      1155000 | PA      | $1154641.95   | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       521000 | PA      | $480604.92    | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     10638000 | PA      | $8240166.74   | 0.12%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MCF8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       762000 | PA      | $583423.74    | 0.01%             | 2031-02-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       303000 | PA      | $315144.12    | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                   | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      4722000 | PA      | $4720381.53   | 0.07%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $476635.80    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                      | Tencent Holdings Ltd                                                                                                                         | CUSIP: 88032XBA1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $188529.99    | 0.00%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2719871.02   | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                    | Tennessee Gas Pipeline Co LLC                                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $235901.34    | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3521000 | PA      | $3546850.83   | 0.05%             | 2028-06-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                    | Tesla Auto Lease Trust 2024-B                                                                                                                | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8017000 | PA      | $8085508.47   | 0.12%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                      | Thaioil Treasury Center Co Ltd                                                                                                               | CUSIP: 88323AAG7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       330000 | PA      | $298970.10    | 0.00%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       752000 | PA      | $739324.73    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       180000 | PA      | $176409.06    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       786000 | PA      | $741186.25    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        71000 | PA      | $67838.44     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                  | Time Warner Cable Enterprises LLC                                                                                                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $415530.04    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       355000 | PA      | $359022.61    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       150000 | PA      | $131578.94    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32CD8   IRS R01.60PCN07 02/20/30 CITIGROUPGL FIXED / Short: IS32CD8   IRS PCN07R01.60 02/20/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    223010000 | OU      | $44374.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WP0   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WP0   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     38130000 | OU      | $449888.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS32WV6   IRS R04.15PNF3F 03/18/35 MSNYUS33XXX FIXED / Short: IS32WV6   IRS PNF3FR04.15 03/18/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     75120000 | OU      | $877543.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |        58000 | PA      | $58117.85     | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       173000 | PA      | $175551.69    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       226000 | PA      | $167878.87    | 0.00%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                  | TotalEnergies Capital SA                                                                                                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       671000 | PA      | $630441.46    | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IS8   IRS R01.58PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IS8   IRS PCN07R01.58 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    396687000 | OU      | $46011.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS33IU0   IRS R01.59PCN07 04/03/30 CITIGROUPGL FIXED / Short: IS33IU0   IRS PCN07R01.59 04/03/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    428453000 | OU      | $70983.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                                                                                    | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       227000 | PA      | $177087.71    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                     | Transnet/South Africa                                                                                                                        | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      5065000 | PA      | $5351489.06   | 0.08%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                | Trust 2401                                                                                                                                   | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |      4670000 | PA      | $4599950.00   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $189924.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                      | 225 Liberty Street Trust 2016-225L                                                                                                           | CUSIP: 902055AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9097970 | PA      | $8368887.80   | 0.13%             | 2036-02-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2730000 | PA      | $2422142.38   | 0.04%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1652000 | PA      | $1812974.86   | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS35NW3   IRS R01.52PCN07 07/21/30 CITIGROUPGL FIXED / Short: IS35NW3   IRS PCN07R01.52 07/21/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    365530000 | OU      | $-116156.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS35RI7   IRS R01.59PCN07 07/28/30 CITIGROUPGL FIXED / Short: IS35RI7   IRS PCN07R01.59 07/28/30 CITIGROUPGL FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    441560000 | OU      | $36540.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       619000 | PA      | $613392.47    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                                                                            | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       398888 | PA      | $408089.19    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                       | United Airlines Inc                                                                                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      2341000 | PA      | $2339672.09   | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       550000 | PA      | $442200.00    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       400000 | PA      | $356400.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $401000.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       248000 | PA      | $235972.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       510000 | PA      | $517522.50    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       240000 | PA      | $258240.00    | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                                         | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8967000 | PA      | $8883875.91   | 0.13%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       284000 | PA      | $280521.00    | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                                                     | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $196420.00    | 0.00%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       656000 | PA      | $644224.22    | 0.01%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       677000 | PA      | $683440.07    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS36VA0   CDX 2I65BYEI2 01.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS36VA0   CDX 2I65BYEI2 01.000 SP 12/20/2030 MSNYUS33XXX FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55700000 | OU      | $1277222.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: IS36VI8   CDX 2I668IBR2 01.000 BP 12/20/2030 MSNYUS33XXX FLOAT / Short: IS36VI8   CDX 2I668IBR2 01.000 BP 12/20/2030 MSNYUS33XXX FIXED | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     55700000 | OU      | $-909140.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                                          | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      2167100 | PA      | $2133437.79   | 0.03%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                                          | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      2148000 | PA      | $2133405.20   | 0.03%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                                          | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       640000 | PA      | $639312.64    | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98736300 | PA      | $70199198.87  | 1.06%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122779300 | PA      | $77394128.20  | 1.17%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    131421600 | PA      | $83693992.92  | 1.27%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2585000 | PA      | $2448883.72   | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75018000 | PA      | $74042180.86  | 1.12%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51825800 | PA      | $49119114.67  | 0.74%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188150500 | PA      | $178434295.29 | 2.70%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46288400 | PA      | $46056958.00  | 0.70%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Notes                                                                                                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160091368 | PA      | $160948106.31 | 2.44%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5393000 | PA      | $5429866.01   | 0.08%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    108643000 | PA      | $108303490.63 | 1.64%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                          | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1010000 | PA      | $1008185.13   | 0.02%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                    | Uruguay Government International Bonds                                                                                                       | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       152478 | PA      | $154474.20    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                                                                                         | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $253815.81    | 0.00%             | 2030-11-19      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                                                                            | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $213753.78    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       355000 | PA      | $354219.00    | 0.01%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $15619.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: IS38KZ4   IRS R03.97PNF3F 12/05/35 MSNYUS33XXX FIXED / Short: IS38KZ4   IRS PNF3FR03.97 12/05/35 MSNYUS33XXX FLOAT                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     40650000 | OU      | $-184754.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      6774000 | PA      | $7171841.29   | 0.11%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                                                                               | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      3927000 | PA      | $4156862.78   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       180000 | PA      | $184267.95    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      3394000 | PA      | $3455547.78   | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       274000 | PA      | $257368.59    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                             | VERDE CLO Ltd                                                                                                                                | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |      2750851 | PA      | $2749230.94   | 0.04%             | 2032-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55957.87     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55362.95     | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55332.33     | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-9                                                                                                            | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |      3324613 | PA      | $3328796.11   | 0.05%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-1                                                                                                            | CUSIP: 92540TAM2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | CORP              | US        |      2108158 | PA      | $2124991.37   | 0.03%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-4                                                                                                            | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |      7301989 | PA      | $7370700.57   | 0.11%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-5                                                                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      4583089 | PA      | $4621438.02   | 0.07%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-6                                                                                                            | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |      1982361 | PA      | $1999733.28   | 0.03%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-R1                                                                                                           | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |      2309584 | PA      | $2327079.36   | 0.04%             | 2065-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        12000 | PA      | $8354.53      | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       589000 | PA      | $565342.29    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                             | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       751000 | PA      | $528990.06    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       331000 | PA      | $254016.16    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                                                                                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      1084000 | PA      | $722219.81    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                               | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       448000 | PA      | $446247.58    | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        71000 | PA      | $71496.15     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                                                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       529000 | PA      | $528404.20    | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2025-5 Ltd                                                                                                                          | CUSIP: 92892FAE4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      3234291 | PA      | $3234291.00   | 0.05%             | 2039-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                              | Voya CLO 2024-7 Ltd                                                                                                                          | CUSIP: 92920XAC5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     10950000 | PA      | $10965965.10  | 0.17%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                                                 | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       274000 | PA      | $275973.79    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                              | WB Commercial Mortgage Trust 2024-HQ                                                                                                         | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3992570.40   | 0.06%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                        | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       495188 | PA      | $447748.54    | 0.01%             | 2037-12-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $195404.27    | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       656000 | PA      | $651661.21    | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       666000 | PA      | $679702.20    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      1774756 | PA      | $1795720.39   | 0.03%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                                                                                         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       412000 | PA      | $410334.55    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                  | Wisconsin Electric Power Co                                                                                                                  | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       251000 | PA      | $251061.35    | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |        75000 | PA      | $77110.86     | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                                         | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       194000 | PA      | $202361.94    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                | Woori Bank                                                                                                                                   | CUSIP: 98105HAG5<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |       210000 | PA      | $214641.00    | 0.00%             | 2028-08-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                | Woori Bank                                                                                                                                   | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |       230000 | PA      | $239128.70    | 0.00%             | 2029-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD HUF                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-1554905.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-61162.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1845827.34  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia And New Zealand Banking Group Limited           | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |            1 | NC      | $115494.42    | 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      | $847141.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                        | Qatarenergy LNG S3                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |       185136 | PA      | $187472.42    | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                                                                                          | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       153000 | PA      | $187210.35    | 0.00%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-22987.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6610000 | PA      | $9253996.54   | 0.14%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $147085.04    | 0.00%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     10310000 | PA      | $14941327.07  | 0.23%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       114000 | PA      | $152846.11    | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6389350000 | PA      | $33010001.63  | 0.50%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     68020598 | PA      | $79709052.97  | 1.21%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1070000000 | PA      | $6647659.44   | 0.10%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     38665000 | PA      | $48484628.88  | 0.73%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134282.25    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       120000 | PA      | $162055.99    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113366.90    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       300000 | PA      | $319593.00    | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $347635.11    | 0.01%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114871.54    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                                                  | BRF GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |      1475000 | PA      | $1462860.75   | 0.02%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN SER GMTN                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       400000 | PA      | $474243.55    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                          | Smiths Group PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       203000 | PA      | $237062.99    | 0.00%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                           | CFAMC II Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |       213000 | PA      | $213004.26    | 0.00%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5520000 | PA      | $3675016.08   | 0.06%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     11659000 | PA      | $11852071.17  | 0.18%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      3200000 | PA      | $3300669.86   | 0.05%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                          | Gohl Capital Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |       290000 | PA      | $287462.50    | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                                                                                 | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       900000 | PA      | $987022.97    | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     69178000 | PA      | $17444175.42  | 0.26%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6050000 | PA      | $4000651.57   | 0.06%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1430000 | PA      | $947222.75    | 0.01%             | 2028-05-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                     | Intercorp Financial Services Inc                                                                                                             | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |       430000 | PA      | $426892.00    | 0.01%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     67962000 | PA      | $18085294.47  | 0.27%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3577387.70   | 0.05%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                              | Shinhan Bank Co Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $200974.00    | 0.00%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $240774.72    | 0.00%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                       | Abu Dhabi Crude Oil Pipeline LLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       540000 | PA      | $501838.20    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       263000 | PA      | $274435.22    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1570000 | PA      | $1787906.80   | 0.03%             | 2028-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RH INTL SINGAPORE CORP                                    | RH International Singapore Corp Pte Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFBAY9ELFJAI17 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $198836.00    | 0.00%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |       100000 | PA      | $128760.59    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       551000 | PA      | $646202.89    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       610000 | PA      | $504506.60    | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       143000 | PA      | $162254.67    | 0.00%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1306536.43   | 0.02%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP                                   | TNB Global Ventures Capital Bhd                                                                                                              | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |       430000 | PA      | $438440.90    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EMIRATES SEMBCORP WATER                                   | Emirates Semb Corp Water & Power Co PJSC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |       220000 | PA      | $213675.00    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      9800000 | PA      | $11646059.51  | 0.18%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       407000 | PA      | $367191.33    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       700000 | PA      | $771967.00    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                  | Israel Electric Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      3001000 | PA      | $2965528.18   | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                   | Transportadora de Gas Internacional SA ESP                                                                                                   | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |       200000 | PA      | $202477.26    | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                  | Abu Dhabi National Energy Co PJSC                                                                                                            | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       420000 | PA      | $431083.80    | 0.01%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                                                                                     | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       647000 | PA      | $732342.54    | 0.01%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1320102.57   | 0.02%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                                                                             | CUSIP: 000000000<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |       124000 | PA      | $168410.68    | 0.00%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     79338000 | PA      | $52844049.26  | 0.80%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |           14 | PA      | $0.86         | 0.00%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       520000 | PA      | $395647.20    | 0.01%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       264000 | PA      | $306268.81    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $128485.63    | 0.00%             | 2030-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                  | CNH Industrial Finance Europe SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116465.47    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     13000000 | PA      | $14529038.13  | 0.22%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6524121.72   | 0.10%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                   | Gold Fields Orogen Holdings BVI Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $210250.00    | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                                                                             | CUSIP: 000000000<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     12911000 | PA      | $14971455.99  | 0.23%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112061.55    | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                                                                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $339298.10    | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                                                                             | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       170000 | PA      | $183391.84    | 0.00%             | 2031-03-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218753.45    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $399405.20    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1984250000 | PA      | $9556814.70   | 0.14%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    604000000 | PA      | $2053759.25   | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116458.92    | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |       181000 | PA      | $197115.51    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                   | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       377000 | PA      | $420142.53    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                  | Celulosa Arauco y Constitucion SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |       260000 | PA      | $232388.00    | 0.00%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     29930000 | PA      | $34313743.54  | 0.52%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                                        | Intercorp Peru Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |       370000 | PA      | $360056.25    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10098000 | PA      | $11108498.64  | 0.17%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                                    | Wharf REIC Finance BVI Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              |  | VG        |       260000 | PA      | $243601.80    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $9891064.92   | 0.15%             | 2029-07-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CFAMC IV CO LTD                                           | CFAMC IV Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $197820.00    | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                  | Adani Electricity Mumbai Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |       680000 | PA      | $633460.80    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | Bank Leumi Le-Israel BM                                                                                                                      | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       290000 | PA      | $289023.94    | 0.00%             | 2031-01-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CITIC                                                     | CITIC Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $237565.00    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                                                                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       530000 | PA      | $507143.75    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5171000 | PA      | $6466292.61   | 0.10%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      4290000 | PA      | $4489963.79   | 0.07%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY                                    | SingTel Group Treasury Pte Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |       290000 | PA      | $273768.70    | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $131229.92    | 0.00%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     12200000 | PA      | $12705724.40  | 0.19%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       172000 | PA      | $197264.01    | 0.00%             | 2028-02-24      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |       101000 | PA      | $117023.97    | 0.00%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4210700000 | PA      | $25492340.96  | 0.39%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       970000 | PA      | $685062.50    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       266000 | PA      | $314334.22    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     11373000 | PA      | $13725504.87  | 0.21%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |      7200000 | PA      | $8266770.13   | 0.13%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                           | Axiata SPV2 Bhd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |       200000 | PA      | $180918.00    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      6550000 | PA      | $8653201.41   | 0.13%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       297000 | PA      | $316924.36    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $111675.52    | 0.00%             | 2029-01-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $231986.24    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       240000 | PA      | $236142.35    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       502000 | PA      | $593424.70    | 0.01%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      2115000 | PA      | $2126737.82   | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       414000 | PA      | $436207.82    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $3079421.97   | 0.05%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                  | Tengizchevroil Finance Co International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |       280000 | PA      | $259176.40    | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      7272000 | PA      | $7332756.30   | 0.11%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1100000 | PA      | $993965.50    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                                                                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       410000 | PA      | $273006.70    | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                  | Industrias Penoles SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |       230000 | PA      | $192337.50    | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    120691000 | PA      | $140847514.46 | 2.13%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     16025000 | PA      | $18991802.18  | 0.29%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      9600000 | PA      | $11219154.87  | 0.17%             | 2029-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                             | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10434000 | PA      | $11768797.64  | 0.18%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $482068.29    | 0.01%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       246000 | PA      | $326218.51    | 0.00%             | 2031-11-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       309000 | PA      | $385784.50    | 0.01%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $105901.57    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $109709.40    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $635520.94    | 0.01%             | 2026-06-03      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229490.14    | 0.00%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $680213.33    | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $415078.11    | 0.01%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $113274.67    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       344000 | PA      | $358731.62    | 0.01%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                               | MEGlobal BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |       260000 | PA      | $249600.00    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                   | Periama Holdings LLC/DE                                                                                                                      | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |      2478000 | PA      | $2483575.50   | 0.04%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $127493.12    | 0.00%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      3731000 | PA      | $4016156.00   | 0.06%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       337000 | PA      | $385029.29    | 0.01%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                                    | CK Hutchison International 21 Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |       460000 | PA      | $419888.38    | 0.01%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     17865000 | PA      | $19458435.94  | 0.29%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       180000 | PA      | $182868.75    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              |  | LU        |      1949000 | PA      | $2039627.17   | 0.03%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $122555.33    | 0.00%             | 2030-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      7100000 | PA      | $7920755.70   | 0.12%             | 2028-02-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                  | CNAC HK Finbridge Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |       540000 | PA      | $507000.60    | 0.01%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $323308.98    | 0.00%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                             | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       533000 | PA      | $639942.92    | 0.01%             | 2030-07-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $127852.03    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                             | Fresnillo PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |       240000 | PA      | $191700.00    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                          | ENA Master Trust                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |       490000 | PA      | $377040.30    | 0.01%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                            | BorgWarner Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       640000 | PA      | $661465.08    | 0.01%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       214000 | PA      | $274884.08    | 0.00%             | 2034-01-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       427000 | PA      | $516908.60    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       410000 | PA      | $487165.50    | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       510000 | PA      | $507546.90    | 0.01%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8602000 | PA      | $10524048.98  | 0.16%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                  | Banco Nacional de Panama                                                                                                                     | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |       200000 | PA      | $176828.00    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113358.76    | 0.00%             | 2028-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $245042.85    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       390000 | PA      | $441963.01    | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  30499680000 | PA      | $94486261.26  | 1.43%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       540000 | PA      | $476334.00    | 0.01%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      3418000 | PA      | $3747102.43   | 0.06%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |       539000 | PA      | $647567.40    | 0.01%             | 2031-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $15588967.72  | 0.24%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234797.33    | 0.00%             | 2031-05-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |       228000 | PA      | $247963.68    | 0.00%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                                                                                       | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $903718.56    | 0.01%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 699500000000 | PA      | $43877841.68  | 0.66%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |       558000 | PA      | $658775.05    | 0.01%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     10740000 | PA      | $12941016.12  | 0.20%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MITSUI & CO                                               | Mitsui & Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | DBT              | CORP              | JP        |       677000 | PA      | $664185.33    | 0.01%             | 2027-01-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                        | Chile Electricity PEC SpA                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       186258 | PA      | $167088.77    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $10079629.33  | 0.15%             | 2028-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      1002000 | PA      | $936347.39    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                                                                                | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2685523.94   | 0.04%             | 2030-03-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     38350000 | PA      | $5369437.38   | 0.08%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                              | UPL Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |       380000 | PA      | $357081.25    | 0.01%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                   | SIG Combibloc PurchaseCo Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $118893.22    | 0.00%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                  | China Cinda 2020 I Management Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |       510000 | PA      | $474514.20    | 0.01%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |       369000 | PA      | $436340.87    | 0.01%             | 2028-09-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                                                                                        | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       476000 | PA      | $546973.46    | 0.01%             | 2043-02-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                                                                                         | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $553408.95    | 0.01%             | 2043-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     13189000 | PA      | $15096027.94  | 0.23%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |      3500000 | PA      | $3914840.87   | 0.06%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                                                                             | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      7500000 | PA      | $8903348.78   | 0.13%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BDO UNIBANK INC                                           | BDO Unibank Inc                                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |       240000 | PA      | $239160.00    | 0.00%             | 2026-01-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $498889.93    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      7900000 | PA      | $11054182.05  | 0.17%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1130000 | PA      | $1026424.20   | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       148000 | PA      | $176571.51    | 0.00%             | 2038-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $776710.84    | 0.01%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       179000 | PA      | $201572.54    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  32285770000 | PA      | $21649751.94  | 0.33%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      4468000 | PA      | $5320791.79   | 0.08%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $440168.76    | 0.01%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       135000 | PA      | $157952.47    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS CO PJSC                                   | Abu Dhabi Ports Co PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800F5LEV1NQJ68T87 | Long             | DBT              | CORP              | AE        |       280000 | PA      | $252988.40    | 0.00%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       557000 | PA      | $673763.80    | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1372998.62   | 0.02%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      6858000 | PA      | $6935784.63   | 0.11%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                                                                                     | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       415000 | PA      | $367936.39    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2180221.93   | 0.03%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     33061000 | PA      | $34787250.04  | 0.53%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $609681.72    | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1008000 | PA      | $1107361.90   | 0.02%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                  | Nortegas Energia Grupo SL                                                                                                                    | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $305515.93    | 0.00%             | 2031-01-22      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1150000 | PA      | $1304279.17   | 0.02%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       141000 | PA      | $166827.62    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                                                                                | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       128000 | PA      | $127079.83    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       352000 | PA      | $393287.88    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     11525000 | PA      | $13924625.62  | 0.21%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1306489.40   | 0.02%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       278000 | PA      | $337712.90    | 0.01%             | 2029-02-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                         | CIMIC Finance Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |       601000 | PA      | $658740.73    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                   | INEOS Quattro Finance 2 Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      4115000 | PA      | $3845378.74   | 0.06%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       627000 | PA      | $727425.38    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    823923000 | PA      | $27916096.06  | 0.42%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PLDT INC                                                  | PLDT Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ADE8GQHM5P2648 | Long             | DBT              | CORP              | PH        |       200000 | PA      | $182750.00    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1447663.39   | 0.02%             | 2031-12-09      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       168000 | PA      | $207389.06    | 0.00%             | 2033-05-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                                                                                      | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $494730.17    | 0.01%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3699600000 | PA      | $12961664.33  | 0.20%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $753566.74    | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1809731 | PA      | $1966197.13   | 0.03%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $122988.00    | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                  | Sappi Papier Holding GmbH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      5225000 | PA      | $5976359.36   | 0.09%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $248625.00    | 0.00%             | 2031-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $124494.46    | 0.00%             | 2028-11-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                      | Doha Finance Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $297633.00    | 0.00%             | 2026-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       395000 | PA      | $431594.63    | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $445433.08    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $8673386.38   | 0.13%             | 2031-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       196000 | PA      | $220626.98    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      9277000 | PA      | $9738612.96   | 0.15%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1840000000 | PA      | $11715952.97  | 0.18%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $615047.83    | 0.01%             | 2030-03-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5320510.83   | 0.08%             | 2030-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1712000 | PA      | $2219168.82   | 0.03%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      8422000 | PA      | $9840984.47   | 0.15%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6215000 | PA      | $7122535.04   | 0.11%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                                                                                   | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $383933.63    | 0.01%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5930000 | PA      | $3973144.92   | 0.06%             | 2027-06-10      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       152000 | PA      | $179799.93    | 0.00%             | 2035-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     42708419 | PA      | $27161362.45  | 0.41%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     13044000 | PA      | $13837601.24  | 0.21%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                                                                            | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $263262.66    | 0.00%             | 2043-08-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5875000 | PA      | $8413559.09   | 0.13%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8812000 | PA      | $10977281.27  | 0.17%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8699576.13   | 0.13%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                             | Bank Hapoalim BM                                                                                                                             | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |       257000 | PA      | $251441.09    | 0.00%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $334428.96    | 0.01%             | 2029-06-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21                                           | HPHT Finance 21 Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300F5U2UH77I50R70 | Long             | DBT              | CORP              | KY        |       250000 | PA      | $248842.83    | 0.00%             | 2026-03-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                  | Indofood CBP Sukses Makmur Tbk PT                                                                                                            | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |       490000 | PA      | $459375.00    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     30274326 | PA      | $31511777.95  | 0.48%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6560000 | PA      | $7371207.73   | 0.11%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       111000 | PA      | $135870.98    | 0.00%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     17818000 | PA      | $21708424.57  | 0.33%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $220810.94    | 0.00%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE                                            | Alstria Office AG                                                                                                                            | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |      5300000 | PA      | $6160199.34   | 0.09%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       486000 | PA      | $608656.11    | 0.01%             | 2032-03-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $111141.53    | 0.00%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC /AUD/ REGD V/R MTN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3450000 | PA      | $2336747.54   | 0.04%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HERAEUS FINANCE GMBH                                      | Heraeus Finance GmbH                                                                                                                         | CUSIP: 000000000<br>LEI: 529900SD9F0NFGBUIK83 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117075.76    | 0.00%             | 2027-06-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       673000 | PA      | $578419.95    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $881820.48    | 0.01%             | 2029-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       500000 | PA      | $350040.00    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $623612.41    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                   | Japan Finance Organization for Municipalities                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      9345000 | PA      | $10980005.52  | 0.17%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                              | QatarEnergy                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       540000 | PA      | $484542.00    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2112631.36   | 0.03%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2350700000 | PA      | $10192201.49  | 0.15%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $496563.75    | 0.01%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1896822.73   | 0.03%             | 2028-06-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       528000 | PA      | $625968.41    | 0.01%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     49470000 | PA      | $53689041.07  | 0.81%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                                                                                      | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $117548.05    | 0.00%             | 2031-10-08      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $452107.33    | 0.01%             | 2028-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       132000 | PA      | $169546.89    | 0.00%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     11055000 | PA      | $12744285.96  | 0.19%             | 2027-03-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                                                                              | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       191000 | PA      | $221943.09    | 0.00%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5245000 | PA      | $6141913.26   | 0.09%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                          | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       404000 | PA      | $472958.80    | 0.01%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                                                                              | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       130000 | PA      | $149152.80    | 0.00%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1959000 | PA      | $2227394.74   | 0.03%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1574000 | PA      | $1794271.84   | 0.03%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OVH GROUPE SAS                                            | OVH Groupe SA                                                                                                                                | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |      7835000 | PA      | $9189674.60   | 0.14%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       263000 | PA      | $315157.32    | 0.00%             | 2032-07-24      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       158481 | PA      | $167937.74    | 0.00%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     12300000 | PA      | $14539499.01  | 0.22%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121589.05    | 0.00%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     48856000 | PA      | $61142537.78  | 0.93%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5446000 | PA      | $6370107.66   | 0.10%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       316000 | PA      | $425546.41    | 0.01%             | 2027-08-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                                   | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       250000 | PA      | $301295.51    | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                                                                                           | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     10822000 | PA      | $12453254.76  | 0.19%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $466629.02    | 0.01%             | 2036-01-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       244000 | PA      | $287492.77    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    294200000 | PA      | $38341288.78  | 0.58%             | 2055-07-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4935000 | PA      | $6040148.48   | 0.09%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |       521000 | PA      | $634860.23    | 0.01%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       351000 | PA      | $413136.19    | 0.01%             | 2030-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $587989.36    | 0.01%             | 2028-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       273000 | PA      | $327662.56    | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      4795000 | PA      | $5444104.65   | 0.08%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1182872.17   | 0.02%             | 2028-02-24      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1924000 | PA      | $2760356.80   | 0.04%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       970000 | PA      | $969204.21    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       237000 | PA      | $297251.38    | 0.00%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     11235980 | PA      | $12808416.54  | 0.19%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    115591316 | PA      | $155111002.65 | 2.35%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                              | Fibercop SpA                                                                                                                                 | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     10115000 | PA      | $12092733.40  | 0.18%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8080800000 | PA      | $42188132.20  | 0.64%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       247000 | PA      | $296884.93    | 0.00%             | 2030-03-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                             | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9965000 | PA      | $11870118.62  | 0.18%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       270000 | PA      | $287409.60    | 0.00%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                        | Finland Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     10467000 | PA      | $11296978.41  | 0.17%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                              | Luna 2 5SARL                                                                                                                                 | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |       632000 | PA      | $755330.33    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2093535.82   | 0.03%             | 2031-01-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                                                                                | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1884000 | PA      | $2195833.47   | 0.03%             | 2031-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $239395.01    | 0.00%             | 2030-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1858000 | PA      | $2565683.24   | 0.04%             | 2027-11-16      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       241000 | PA      | $304085.11    | 0.00%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1329901.45   | 0.02%             | 2032-01-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                                                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118803.60    | 0.00%             | 2030-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIXT SE                                                   | Sixt SE                                                                                                                                      | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |       176000 | PA      | $214898.26    | 0.00%             | 2027-10-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     31838904 | PA      | $40736464.52  | 0.62%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10605100000 | PA      | $48333340.40  | 0.73%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $118142.92    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13850000 | PA      | $17180891.35  | 0.26%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       124000 | PA      | $145347.89    | 0.00%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |       132000 | PA      | $155118.36    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       640000 | PA      | $706644.80    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $122054.76    | 0.00%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3282000 | PA      | $4084763.44   | 0.06%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                     | Transnet/South Africa                                                                                                                        | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      2580000 | PA      | $2725931.25   | 0.04%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       240000 | PA      | $298681.27    | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $252848.41    | 0.00%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120033.89    | 0.00%             | 2033-08-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $242278.08    | 0.00%             | 2027-10-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                                                                                         | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       140000 | PA      | $167975.88    | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COFACE SA                                                 | Coface SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $391014.42    | 0.01%             | 2032-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       400000 | PA      | $481859.39    | 0.01%             | 2054-09-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                               | Progroup AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      5140000 | PA      | $6193417.16   | 0.09%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $138651.66    | 0.00%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $125491.67    | 0.00%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $610241.36    | 0.01%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                                                                                          | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       190000 | PA      | $228095.99    | 0.00%             | 2027-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $140937.62    | 0.00%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      7365000 | PA      | $8937512.28   | 0.14%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12354346 | PA      | $14045465.34  | 0.21%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1662627800 | PA      | $92589417.78  | 1.40%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       256000 | PA      | $299273.40    | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      8450000 | PA      | $5656621.72   | 0.09%             | 2027-05-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                                                                                        | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $122248.31    | 0.00%             | 2032-09-05      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      2567000 | PA      | $3071498.46   | 0.05%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      9360000 | PA      | $6209870.89   | 0.09%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                     | Japan Government Forty Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2529000000 | PA      | $8905861.39   | 0.13%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                              | MTR Corp Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |     40000000 | PA      | $5957796.96   | 0.09%             | 2054-09-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $139362.21    | 0.00%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     55000000 | PA      | $8831101.59   | 0.13%             | 2054-07-24      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                  | Universal Music Group NV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       342000 | PA      | $413275.87    | 0.01%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $118234.09    | 0.00%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                                                                                          | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     11600000 | PA      | $13770839.95  | 0.21%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |       359000 | PA      | $427364.20    | 0.01%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      4609000 | PA      | $5595009.05   | 0.08%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      4970000 | PA      | $3353179.43   | 0.05%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $610954.51    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     22925000 | PA      | $7332234.98   | 0.11%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |        23610 | PA      | $27637.26     | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $262314.91    | 0.00%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                                                                               | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       209000 | PA      | $245288.24    | 0.00%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       665000 | PA      | $805836.42    | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $137470.43    | 0.00%             | 2050-07-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       204000 | PA      | $243486.63    | 0.00%             | 2031-05-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $359225.51    | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $489906.89    | 0.01%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     12010000 | PA      | $7951345.05   | 0.12%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                  | Perrigo Finance Unlimited Co                                                                                                                 | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      2294000 | PA      | $2746457.07   | 0.04%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       254000 | PA      | $316213.61    | 0.00%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                                                                                 | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       179000 | PA      | $207078.41    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                                                                                        | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      5012000 | PA      | $5801750.82   | 0.09%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      1664000 | PA      | $1972878.69   | 0.03%             | 2029-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $1139951.23   | 0.02%             | 2030-11-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DCC GROUP FIN IRELAND                                     | DCC Group Finance Ireland DAC                                                                                                                | CUSIP: 000000000<br>LEI: 213800SOAP5DXWP6BS88 | Long             | DBT              | CORP              | IE        |       531000 | PA      | $640873.84    | 0.01%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6843300000 | PA      | $42946549.01  | 0.65%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       393000 | PA      | $484801.02    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                    | Bimbo Bakeries USA Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203076.31    | 0.00%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       199000 | PA      | $249972.31    | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      4002000 | PA      | $5575741.98   | 0.08%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $131545.91    | 0.00%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6560150000 | PA      | $41748305.02  | 0.63%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |       202000 | PA      | $238095.51    | 0.00%             | 2031-09-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                                                                                      | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $393229.25    | 0.01%             | 2033-09-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       247000 | PA      | $298901.21    | 0.00%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       349000 | PA      | $418767.16    | 0.01%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       270000 | PA      | $298344.60    | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                     | Molson Coors Beverage Co                                                                                                                     | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       224000 | PA      | $266672.54    | 0.00%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |       231000 | PA      | $272977.13    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                                                                                       | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $352046.58    | 0.01%             | 2034-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3996000 | PA      | $4772044.34   | 0.07%             | 2035-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |       159000 | PA      | $185525.59    | 0.00%             | 2031-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    805830000 | PA      | $117661615.90 | 1.78%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $333107.11    | 0.01%             | 2029-10-23      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     47140000 | PA      | $6853468.07   | 0.10%             | 2030-03-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      4692000 | PA      | $5514378.08   | 0.08%             | 2029-11-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                                  | John Deere Financial Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     12710000 | PA      | $8513445.14   | 0.13%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     33571000 | PA      | $40486298.05  | 0.61%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2896715.87   | 0.04%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                             | Schaeffler AG                                                                                                                                | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $9296110.67   | 0.14%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       401000 | PA      | $478169.60    | 0.01%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $17175512.31  | 0.26%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      1944000 | PA      | $2393711.39   | 0.04%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       171000 | PA      | $206101.44    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                     | Holding d'Infrastructures des Metiers de l'Environnement SAS                                                                                 | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      4955000 | PA      | $6029541.22   | 0.09%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              |  | LU        |       200000 | PA      | $244473.78    | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                  | First Abu Dhabi Bank PJSC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       340000 | PA      | $349839.60    | 0.01%             | 2035-01-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                                                                             | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $600331.20    | 0.01%             | 2030-01-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $5802387.15   | 0.09%             | 2030-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                       | Fortive Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |       100000 | PA      | $120030.72    | 0.00%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $475971.49    | 0.01%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3435000 | PA      | $4097364.15   | 0.06%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                                                                               | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       552000 | PA      | $657304.44    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                                  | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       240000 | PA      | $247984.80    | 0.00%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                                                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       156000 | PA      | $169931.79    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                                                                                         | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $110180.49    | 0.00%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                                                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      2987000 | PA      | $3563596.05   | 0.05%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |       353000 | PA      | $418782.70    | 0.01%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                     | Swire Properties MTN Financing Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              |  | HK        |     40000000 | PA      | $5867344.25   | 0.09%             | 2029-09-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     26745000 | PA      | $36673776.16  | 0.56%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       468000 | PA      | $548034.57    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      1289000 | PA      | $1514349.19   | 0.02%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                                                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $368752.62    | 0.01%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2190000 | PA      | $1464822.15   | 0.02%             | 2029-07-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      5125000 | PA      | $6001446.99   | 0.09%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       349000 | PA      | $409911.36    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       102000 | PA      | $119586.71    | 0.00%             | 2031-09-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                  | Almaviva-The Italian Innovation Co SpA                                                                                                       | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      7610000 | PA      | $9021525.56   | 0.14%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                           | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2537000 | PA      | $1713544.39   | 0.03%             | 2029-07-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119735.36    | 0.00%             | 2028-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      3486000 | PA      | $4153637.18   | 0.06%             | 2035-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       240000 | PA      | $256874.40    | 0.00%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GZ MTR FIN BVI                                            | Guangzhou Metro Investment Finance BVI Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 30030026WRIFBEGCB472 | Long             | DBT              | CORP              | VG        |     14600000 | PA      | $2082171.22   | 0.03%             | 2028-09-04      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     65350000 | PA      | $408165.59    | 0.01%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  34033550000 | PA      | $216722787.10 | 3.28%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      4670000 | PA      | $3132046.41   | 0.05%             | 2035-01-16      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                            | Diamond II Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      3170000 | PA      | $3174521.09   | 0.05%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                                                                            | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106709.52    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2232118100 | PA      | $114820985.56 | 1.74%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     13835000 | PA      | $16330047.95  | 0.25%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       236000 | PA      | $273952.50    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       191000 | PA      | $220775.91    | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      7313000 | PA      | $8529661.21   | 0.13%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120645.64    | 0.00%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116718.58    | 0.00%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2223157.89   | 0.03%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                    | Blue Owl Credit Income Corp                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113694.51    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     46220000 | PA      | $6757908.37   | 0.10%             | 2035-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                                                                            | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      5370000 | PA      | $6137325.27   | 0.09%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       259000 | PA      | $304831.60    | 0.00%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       188000 | PA      | $219631.68    | 0.00%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       100000 | PA      | $117776.77    | 0.00%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                                          | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       167000 | PA      | $196701.61    | 0.00%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                                                                                         | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              |  | SE        |       173000 | PA      | $202497.92    | 0.00%             | 2032-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      9900000 | PA      | $11844130.68  | 0.18%             | 2036-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     14546718 | PA      | $16105517.82  | 0.24%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     34021000 | PA      | $9360631.76   | 0.14%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                                                                                        | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       325000 | PA      | $380589.18    | 0.01%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |       353000 | PA      | $411921.50    | 0.01%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121594.48    | 0.00%             | 2028-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18605000 | PA      | $22095105.53  | 0.33%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                          | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      7300000 | PA      | $8622189.14   | 0.13%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                             | Deepocean Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      5160000 | PA      | $6223825.87   | 0.09%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     51350000 | PA      | $7313168.10   | 0.11%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |       166000 | PA      | $195464.56    | 0.00%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       423000 | PA      | $494742.14    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       589000 | PA      | $688149.57    | 0.01%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $351434.47    | 0.01%             | 2036-01-19      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                                                                                      | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116419.26    | 0.00%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCIALYS SA                                              | Mercialys SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              |  | FR        |       200000 | PA      | $235183.38    | 0.00%             | 2032-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       238000 | PA      | $275040.32    | 0.00%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       598000 | PA      | $697619.49    | 0.01%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       160000 | PA      | $179275.80    | 0.00%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       274000 | PA      | $313879.79    | 0.00%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       239000 | PA      | $274194.23    | 0.00%             | 2034-11-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       591000 | PA      | $688635.82    | 0.01%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       360000 | PA      | $420433.97    | 0.01%             | 2031-09-04      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1518200000 | PA      | $9405148.68   | 0.14%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  38612440000 | PA      | $23587305.10  | 0.36%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     89255828 | PA      | $104384632.21 | 1.58%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage Operating Co                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |       575000 | PA      | $665585.43    | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       333000 | PA      | $390034.23    | 0.01%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       156000 | PA      | $183274.71    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       230000 | PA      | $253274.65    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                                                                                        | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       597000 | PA      | $664207.25    | 0.01%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $133329.49    | 0.00%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                  | Adani Transmission Step-One Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |      8086000 | PA      | $8012740.84   | 0.12%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       280000 | PA      | $325661.35    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       138000 | PA      | $169259.35    | 0.00%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      2861200 | PA      | $2651030.55   | 0.04%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |       315000 | PA      | $316180.36    | 0.00%             | 2046-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       583000 | PA      | $704960.31    | 0.01%             | 2048-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                               | Cencosud SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       230000 | PA      | $230000.00    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000000 | PA      | $635284.73    | 0.01%             | 2026-12-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                  | Nortegas Energia Grupo SL                                                                                                                    | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |       169000 | PA      | $195602.27    | 0.00%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       155000 | PA      | $182758.95    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |       546000 | PA      | $636134.51    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       370000 | PA      | $366995.60    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       166000 | PA      | $192673.32    | 0.00%             | 2028-05-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING /GBP/ REGD REG S                                                                                                       | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $135827.34    | 0.00%             | 2027-07-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CNH                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2716856.23  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | COMMERZBANK AG /GBP/ REGD V/R REG S EMTN                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       100000 | PA      | $144275.68    | 0.00%             | 2033-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | DEUTSCHE BANK AG /GBP/ REGD V/R REG S EMTN                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $128446.39    | 0.00%             | 2028-12-22      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |            1 | NC      | $471990.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-6972.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED ZAR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |            1 | NC      | $187386.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E62412DT0 IBERDROLA FINA                                  | E62412DT0 IBERDROLA FINA V/R /PERP//EUR                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       500000 | PA      | $600537.88    | 0.01%             | 2173-08-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED MXN / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |            1 | NC      | $-72013.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA /AUD/ REGD REG S MTN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2870000 | PA      | $1979759.29   | 0.03%             | 2028-10-24      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4792443.94   | 0.07%             | 2029-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA /GBP/ REGD V/R REG S                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1640976.57   | 0.02%             | 2027-11-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| F3R09SBL1 ENGIE SA                                        | F3R09SBL1 ENGIE SA V/R /PERP//EUR                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112911.37    | 0.00%             | 2172-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| F7629AKT3 ENGIE SA                                        | F7629AKT3 ENGIE SA V/R /PERP//EUR                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $247709.96    | 0.00%             | 2174-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED BRL / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $264359.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F92124HT0 TOTALENERGIES                                   | F92124HT0 TOTALENERGIES V/R /PERP//EUR                                                                                                       | CUSIP: 000000000<br>LEI: 529900ZJQKHS1W2KJY50 | Long             | DBT              | CORP              | FR        |     11880000 | PA      | $13772032.98  | 0.21%             | 2171-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F92124HV5 TOTALENERGIES                                   | F92124HV5 TOTALENERGIES V/R /PERP//EUR                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       548000 | PA      | $656735.50    | 0.01%             | 2099-12-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| F9382DAC8 TOTALENERGIES                                   | F9382DAC8 TOTALENERGIES V/R /PERP//EUR                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1650000 | PA      | $1879008.69   | 0.03%             | 2174-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| F9686RHG4 VEOLIA ENVIRON                                  | F9686RHG4 VEOLIA ENVIRON V/R /PERP//EUR                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       200000 | PA      | $249853.90    | 0.00%             | 2174-02-22      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $880.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $-19.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |            1 | NC      | $200971.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                           | Antofagasta PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |       460000 | PA      | $493291.27    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| G1279ML95 BP CAPITAL MAR V/R /PERP//EUR                   | G1279ML95 BP CAPITAL MAR V/R /PERP//EUR                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3699000 | PA      | $4347117.89   | 0.07%             | 2171-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| G1279MM29 BP CAPITAL MAR                                  | G1279MM29 BP CAPITAL MAR V/R /PERP//GBP                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       486000 | PA      | $648612.61    | 0.01%             | 2174-06-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| G1279MM37 BP CAPITAL MAR V/R /PERP//EUR                   | G1279MM37 BP CAPITAL MAR V/R /PERP//EUR                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8895000 | PA      | $10453234.58  | 0.16%             | 2099-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| G1510JSD5 BRITISH AMERIC                                  | G1510JSD5 BRITISH AMERIC V/R /PERP//EUR                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       477000 | PA      | $557825.53    | 0.01%             | 2173-09-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                           | CBQ FINANCE LTD REGD REG S EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |       450000 | PA      | $444856.50    | 0.01%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREAT WALL INTL                                           | GREAT WALL INTL V REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: 254900N6H4J4MJJ8ZN67 | Long             | DBT              | CORP              | VG        |       400000 | PA      | $395012.00    | 0.01%             | 2026-11-23      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CHINA GREATWALL VI                                        | CHINA GREATWALL VI REGD REG S                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       490000 | PA      | $498222.20    | 0.01%             | 2028-04-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | FLUTTER TREASURY DAC /GBP/ REGD REG S                                                                                                        | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $135947.83    | 0.00%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT REGD REG S                          | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | NUSS              | KY        |       430000 | PA      | $434795.95    | 0.01%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | NUSS              | KY        |       506000 | PA      | $501898.26    | 0.01%             | 2035-02-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | GACI FIRST INVESTMENT REGD REG S                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      1030000 | PA      | $943224.50    | 0.01%             | 2054-01-29      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FOXCONN FAR EAST LTD REGD REG                             | FOXCONN FAR EAST LTD REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: 254900NAQSPFDWVY8H73 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $184011.54    | 0.00%             | 2030-10-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       217287 | PA      | $224896.21    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |       367070 | PA      | $355617.81    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                   | Meituan                                                                                                                                      | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $200768.96    | 0.00%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | OOREDOO INTL FINANCE REGD REG S EMTN                                                                                                         | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |       420000 | PA      | $387265.20    | 0.01%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC /EUR/ REGD V/R REG S                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7365000 | PA      | $9209294.79   | 0.14%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC REGD                               | STANDARD CHARTERED PLC REGD V/R REG S                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $306241.63    | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |       790000 | PA      | $716648.50    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD IDR                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-136230.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-10043.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-9091868.29  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-3197205.47  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED AUD / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |            1 | NC      | $12354.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD THB                                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $54661.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |            1 | NC      | $2446.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-11491.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-157596.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD AUD                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-831154.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED INR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |            1 | NC      | $115388.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-122563.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 38                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      8900000 | PA      | $56704.65     | 0.00%             | 2026-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 44                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      4300000 | PA      | $26821.65     | 0.00%             | 2027-09-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORG FOR WORKERS RETIREME                                  | ORG FOR WORKERS RETIREME /JPY/ REGD P/P SER 39                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      3000000 | PA      | $19057.39     | 0.00%             | 2026-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-7454189.59  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |            1 | NC      | $88777.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-2407.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                        | Aegea Finance Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      1541000 | PA      | $1553996.55   | 0.02%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-34948.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $164429.45    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       220000 | PA      | $170796.44    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1017000 | PA      | $854507.12    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |            1 | NC      | $-27.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD MXN                                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |            1 | NC      | $-13493.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term B Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8943481 | PA      | $7492937.82   | 0.11%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, The                                    | Hertz Corporation, The Initial Term C Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1512358 | PA      | $1267068.97   | 0.02%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                   | Quikrete Holdings, Inc. Tranche B-2 Term Loan (First Lien)                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3870455 | PA      | $3883343.17   | 0.06%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                               | Opal US LLC Facility B4                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3320678 | PA      | $3338310.30   | 0.05%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                         | IRB Holding Corp. 2025 Replacement Term B Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1072657 | PA      | $1074716.55   | 0.02%             | 2030-12-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | BANK LEUMI LE-ISRAEL REGD V/R                                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |       410000 | PA      | $428017.63    | 0.01%             | 2033-07-18      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M4289D3G4 FIRST ABU DHABI BAN                             | M4289D3G4 FIRST ABU DHABI BAN V/R /PERP                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       480000 | PA      | $477900.00    | 0.01%             | 2169-04-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN               | ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN                                                                                                  | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |       290000 | PA      | $271947.50    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       690000 | PA      | $628334.70    | 0.01%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                | MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |       260000 | PA      | $245313.90    | 0.00%             | 2032-03-28      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                                                                                        | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       330000 | PA      | $299428.80    | 0.00%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-40621.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED KRW / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-1383275.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD KRW                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $2158721.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK  V/R /PERP//EUR/                            | N02598N68 ABN AMRO BANK V/R /PERP//EUR                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5200000 | PA      | $6164219.02   | 0.09%             | 2173-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                       | BOELS TOPHOLDING BV /EUR/ REGD REG S                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7625000 | PA      | $9229947.46   | 0.14%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                       | Braskem Netherlands Finance BV                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      9951000 | PA      | $4107474.27   | 0.06%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N22616EP2 COOPERATIEVE R V/R /PERP//EUR                   | N22616EP2 COOPERATIEVE R V/R /PERP//EUR                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $236228.18    | 0.00%             | 2099-12-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                          | Greenko Dutch BV                                                                                                                             | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |       346000 | PA      | $342972.50    | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N434523S3 IBERDROLA INTL                                  | N434523S3 IBERDROLA INTL V/R /PERP//EUR                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $338574.72    | 0.01%             | 2174-04-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                       | Minejesa Capital BV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       927768 | PA      | $923416.77    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       792000 | PA      | $758340.00    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1120000 | PA      | $749404.81    | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       380000 | PA      | $302457.06    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $12396.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD CZK                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-155207.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      1496000 | PA      | $1397357.50   | 0.02%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                            | Alpek SAB de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $169750.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                  | AES Panama Generation Holdings SRL                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |       606781 | PA      | $566854.74    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                       | Alfa Desarrollo SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |       305188 | PA      | $245179.05    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                        | Braskem Idesa SAPI                                                                                                                           | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |       244000 | PA      | $142032.40    | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $181244.00    | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $176150.00    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       240000 | PA      | $237264.00    | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                  | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       310000 | PA      | $314960.00    | 0.00%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                          | Comision Federal de Electricidad                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       450000 | PA      | $461709.00    | 0.01%             | 2035-03-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       280000 | PA      | $292314.40    | 0.00%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                                                                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       290000 | PA      | $313569.75    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      7003000 | PA      | $7073030.00   | 0.11%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                  | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $358219.20    | 0.01%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA               | Empresa de Transporte de Pasajeros Metro SA                                                                                                  | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       370000 | PA      | $328275.10    | 0.00%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                       | Inversiones CMPC SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |       210000 | PA      | $187185.60    | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                   | Natura &Co Luxembourg Holdings Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      4122000 | PA      | $3895509.70   | 0.06%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       250000 | PA      | $246500.00    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                    | Orbia Advance Corp SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $194022.00    | 0.00%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                                        | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |       350000 | PA      | $353685.50    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                     | Transportadora de Gas del Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |       120000 | PA      | $119625.60    | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      2410000 | PA      | $2354268.75   | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-60406.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-2516831.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-683148.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED GBP / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |            1 | NC      | $3503.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED EUR / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $169917.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       160000 | PA      | $211483.09    | 0.00%             | 2031-09-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-11174.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD THB                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-277962.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED JPY / SOLD USD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $63070.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                     | PURCHASED USD / SOLD JPY                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $10505640.62  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                       | PURCHASED USD / SOLD PLN                                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-76447.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                            | PURCHASED USD / SOLD BRL                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-273293.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                 | PURCHASED USD / SOLD CAD                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2837.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA /GBP/ REGD REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       293000 | PA      | $430827.38    | 0.01%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $934.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-4469.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | AMERICAN HONDA FINANCE /GBP/ REGD EMTN                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $128356.57    | 0.00%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD EUR                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-5060.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                               | CARGILL INC /EUR/ REGD REG S                                                                                                                 | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      5792000 | PA      | $7038134.36   | 0.11%             | 2030-04-24      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                    | Gran Tierra Energy Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      5525000 | PA      | $3853312.85   | 0.06%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5807000 | PA      | $5885194.97   | 0.09%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                      | Stillwater Mining Co                                                                                                                         | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      5827000 | PA      | $5776013.75   | 0.09%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD GBP                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |            1 | NC      | $-1456.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTROLUX AB                                             | W2457QDH1 ELECTROLUX 4.5% 09/29/28/EUR                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       389000 | PA      | $472138.51    | 0.01%             | 2028-09-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | SWEDBANK AB /GBP/ REGD V/R REG S SER .                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1904000 | PA      | $2688499.47   | 0.04%             | 2032-11-15      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | SVENSKA HANDELSBANKEN AB /GBP/ REGD V/R REG S EMTN                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      6755000 | PA      | $9120954.69   | 0.14%             | 2032-08-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       256000 | PA      | $233840.64    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA REGD REG S                                        | ROMANIA REGD REG S                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |       270000 | PA      | $281353.04    | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       200000 | PA      | $193750.00    | 0.00%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       520000 | PA      | $461240.00    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                   | Adani Ports & Special Economic Zone Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |       290000 | PA      | $261089.90    | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Y00284CJ9 AIRPORT AUTHORITY                               | Y00284CJ9 AIRPORT AUTHORITY H V/R /PERP                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |       250000 | PA      | $247875.00    | 0.00%             | 2170-06-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                       | Bangkok Bank PCL/Hong Kong                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       440000 | PA      | $492998.00    | 0.01%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |       300000 | PA      | $299790.00    | 0.00%             | 2032-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                     | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |       250000 | PA      | $251000.00    | 0.00%             | 2027-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD/THE                                 | BANK OF EAST ASIA LTD REGD V/R REG S EMTN                                                                                                    | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |       470000 | PA      | $492137.00    | 0.01%             | 2034-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                       | GENM Capital Labuan Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |      8903000 | PA      | $8059974.93   | 0.12%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                 | KEB Hana Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $194754.00    | 0.00%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                             | JSW Steel Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      3300000 | PA      | $3252562.50   | 0.05%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL                                          | KASIKORNBANK PCL HK REGD REG S                                                                                                               | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |       240000 | PA      | $245964.00    | 0.00%             | 2028-03-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                      | LLPL Capital Pte Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |       554817 | PA      | $577876.58    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                          | Lenovo Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |       448000 | PA      | $425694.08    | 0.01%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                   | OVERSEA-CHINESE BANKING REGD V/R REG S                                                                                                       | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $250847.50    | 0.00%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                      | Petronas Capital Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $897590.00    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                | Philippines Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       205000 | PA      | $171431.25    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENE                                  | Pertamina Geothermal Energy PT                                                                                                               | CUSIP: 000000000<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |       250000 | PA      | $253437.50    | 0.00%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN            | SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       200000 | PA      | $203498.00    | 0.00%             | 2029-01-23      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                              | SK hynix Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       210000 | PA      | $231756.00    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                      | UltraTech Cement Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |       210000 | PA      | $192372.60    | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller