# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-23-043971
**Filing Date:** 2023-2
**Character Count:** 373079
**Document Hash:** d68717d3e2ab7d524df8f148469732b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043971.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043971

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 23678638

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### AB International Bond Portfolio (Series ID: S000065170)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000210964 | Class B      |  |
| C000210967 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 980-949-4301

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

- **a. Name of Series:** AB International Bond Portfolio

- **b. EDGAR series identifier (if any):** S000065170

- **c. LEI of Series:** 549300OD7OEG1Q12BR56

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $589938547.98

**Total Liabilities:** $36129270.65

**Net Assets:** $553809277.33

**Cash Not Reported:** $7709529.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -240.17000000 | **1-Year:** -9465.63000000 | **5-Year:** -42980.42000000 | **10-Year:** -50343.46000000 | **30-Year:** -41708.81000000

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

- **3-Month:** -257.72000000 | **1-Year:** -7740.53000000 | **5-Year:** -24048.37000000 | **10-Year:** -27482.37000000 | **30-Year:** -15405.14000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210964 | 0.14%                | 4.33%                | -0.65%               |
| Class ID C000210967 | 0.13%                | 4.17%                | -0.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7832852.14             | $8362513.64                                |
| Month 2  | $-4826528.12             | $42126556.72                               |
| Month 3  | $-4055249.67             | $9474652.36                                |

**Designated Index Information**

- **Index Name:** 60% Bloomberg Global Agg ex-USD 40% JPM EMBI Global Index

- **Index Identifier:** 60%LG38TRUU 40% JPEIGLBL

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GREENKO SOLAR MAURITIUS                          | Greenko Solar Mauritius Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |      215000 | PA      | $195327.50    | 0.04%             | 2026-07-29      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                         | Bundesrepublik Deutschland Bundesanleihe                                                                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9259000 | PA      | $9239306.26   | 1.67%             | 2032-08-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| BELL CANADA                                      | Bell Telephone Co of Canada or Bell Canada/The                                                                                      | CUSIP: 07813ZCK8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      667000 | PA      | $514530.89    | 0.09%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                            | Japan Government Twenty Year Bond                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2134200000 | PA      | $15368386.56  | 2.78%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS2JO78   CDS USD R F  1.00000 IS2JO78 CCPSOVEREIGN / Short: SS2JO78   CDS USD P V 03MEVENT IS2JO89 CCPSOVEREIGN              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      990000 | OU      | $11336.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-361.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAMRUK KAZYNA JSC                                | Fund of National Welfare Samruk-Kazyna JSC                                                                                          | CUSIP: 84612WAA1<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |      805000 | PA      | $700098.84    | 0.13%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6303790000 | PA      | $4256949.99   | 0.77%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                  | DP World Salaam                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |     1024000 | PA      | $1012275.20   | 0.18%             | 2025-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD THB                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-171445.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                             | Colombia Government International Bond                                                                                              | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1296000 | PA      | $881676.43    | 0.16%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                          | Panama Notas del Tesoro                                                                                                             | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1490000 | PA      | $1401359.90   | 0.25%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                | Ghana Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      208000 | PA      | $72238.40     | 0.01%             | 2051-03-26      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                          | Shinhan Financial Group Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |      201000 | PA      | $170448.00    | 0.03%             | 2026-05-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                         | Allwyn Entertainment Financing UK PLC                                                                                               | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      289000 | PA      | $298996.35    | 0.05%             | 2028-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.       | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |           1 | NC      | $50964.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                      | Bell Telephone Co of Canada or Bell Canada/The                                                                                      | CUSIP: 07813ZCG7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $107983.90    | 0.02%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      605000 | PA      | $643554.34    | 0.12%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                                            | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1465000 | PA      | $1329936.08   | 0.24%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Deutsche Bank AG                                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201918.89    | 0.04%             | 2026-02-12      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                | Iberdrola International BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $634841.85    | 0.11%             | 2026-11-09      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II                               | Huarong Finance II Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      316000 | PA      | $278080.00    | 0.05%             | 2026-06-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | Long: IS1WZV9   CDS USD R F  3.00000 IS1WZV9 CMBX / Short: IS1WZV9   CDS USD P V 01MEVENT IS1WZW0 CMBX                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     1798767 | OU      | $-441113.77   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      442000 | PA      | $81758.36     | 0.01%             | 2028-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-190312.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                                                                 | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1362724.59   | 0.25%             | 2027-03-11      | Fixed         | 1.09%                 | Yes           |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          65 | NC      | $-184222.58   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                                                                    | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1965508 | PA      | $621755.08    | 0.11%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                 | Bellemeade Re 2019-2 Ltd                                                                                                            | CUSIP: 07877BAG5<br>LEI: 254900I4ZKD8IMM1O953 | Long             | ABS-MBS          | CORP              | BM        |      750000 | PA      | $726630.90    | 0.13%             | 2029-04-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          56 | NC      | $-262634.01   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                         | Cia de Minas Buenaventura SAA                                                                                                       | CUSIP: 000000000<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      764000 | PA      | $655185.05    | 0.12%             | 2026-07-23      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                             | Entergy Arkansas LLC                                                                                                                | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      222000 | PA      | $154234.13    | 0.03%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                  | Nigeria Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     3085000 | PA      | $1979397.70   | 0.36%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group Inc                                                                                                            | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      695000 | PA      | $654686.91    | 0.12%             | 2059-05-23      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-215865.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-99162.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                            | Black Diamond Clo 2019-2 Ltd                                                                                                        | CUSIP: 09204GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2121980 | PA      | $2077233.81   | 0.38%             | 2032-07-23      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                         | Volcan Cia Minera SAA                                                                                                               | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      184000 | PA      | $158524.45    | 0.03%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      665000 | PA      | $493572.14    | 0.09%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                            | Sri Lanka Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1370000 | PA      | $431677.07    | 0.08%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS24X76   IRS EUR R F   .00000 IS24X76  IRS REC F  -0.0165 / Short: SS24X76   IRS EUR P V 06MEURIB IS24X87 IRS REC F S        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | FR        |     3800000 | OU      | $-2031608.25  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $514.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $31255.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                      | Balboa Bay Loan Funding 2021-1 Ltd                                                                                                  | CUSIP: 05765XAA9<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | KY        |     1350416 | PA      | $1316508.40   | 0.24%             | 2034-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                         | Banco Bilbao Vizcaya Argentaria SA                                                                                                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1232512.98   | 0.22%             | 2023-09-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                                                                                 | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2695000 | PA      | $1677887.00   | 0.30%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                       | Weibo Corp                                                                                                                          | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |      313000 | PA      | $243163.47    | 0.04%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $747.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                   | Oaktown Re III Ltd                                                                                                                  | CUSIP: 67400KAC4<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1473653.10   | 0.27%             | 2029-07-25      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                            | Guatemala Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3123000 | PA      | $2951349.46   | 0.53%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                              | Senegal Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1425000 | PA      | $1001529.90   | 0.18%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                 | Bellemeade Re 2019-3 Ltd                                                                                                            | CUSIP: 07877GAB5<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |       99911 | PA      | $99862.21     | 0.02%             | 2029-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                             | Colombia Government International Bond                                                                                              | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1296000 | PA      | $1030353.98   | 0.19%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                             | Abu Dhabi Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1665000 | PA      | $1588789.62   | 0.29%             | 2027-10-11      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD INR                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5070.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5069.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R03                                                                                        | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      280909 | PA      | $275527.64    | 0.05%             | 2041-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                              | Senegal Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      265000 | PA      | $244125.64    | 0.04%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED CLP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $317838.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                             | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      675847 | PA      | $642033.83    | 0.12%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Ltd                                | Sharjah Sukuk Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300VHQQGE2OA0DQ91 | Long             | DBT              | NUSS              | KY        |      450000 | PA      | $438795.00    | 0.08%             | 2024-09-17      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1419000 | PA      | $767220.25    | 0.14%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                              | Alfa Desarrollo SpA                                                                                                                 | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      794095 | PA      | $603218.74    | 0.11%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Bank of America N.A.                             | PURCHASED NOK / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |           1 | NC      | $107276.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2114000 | PA      | $1541845.90   | 0.28%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                            | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476888 | PA      | $495079.05    | 0.09%             | 2029-01-25      | Floating      | 14.64%                | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-9122.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                             | Huarong Finance 2019 Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $367932.23    | 0.07%             | 2024-11-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                          | Acu Petroleo Luxembourg Sarl                                                                                                        | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1075000 | PA      | $978784.39    | 0.18%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                           | Volkswagen International Finance NV                                                                                                 | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $695081.37    | 0.13%             | 2028-09-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                            | CUSIP: 30711X5R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1680176 | PA      | $1671755.92   | 0.30%             | 2031-03-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      805000 | PA      | $731074.60    | 0.13%             | 2031-05-05      | Fixed         | 0.67%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                                                                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      874000 | PA      | $507267.21    | 0.09%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                                                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      264000 | PA      | $260970.35    | 0.05%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                                                                               | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      335000 | PA      | $307273.48    | 0.06%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                                                                 | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1868000 | PA      | $1292466.77   | 0.23%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5578.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $39667.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-5094.45     | -0.00%            |  |  |  | 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        |      200000 | PA      | $173600.58    | 0.03%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| NatWest Markets PLC                              | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CA        |           1 | NC      | $384.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                                                                                         | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1215000 | PA      | $1059522.84   | 0.19%             | 2029-01-06      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $5163.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                             | E.ON International Finance BV                                                                                                       | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      445000 | PA      | $559114.76    | 0.10%             | 2030-06-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkey                               | Turkey Government International Bond                                                                                                | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4063000 | PA      | $2635083.03   | 0.48%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                                                                                   | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $524958.96    | 0.09%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                            | Japan Government Ten Year Bond                                                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   296200000 | PA      | $2270317.48   | 0.41%             | 2023-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED DKK / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |           1 | NC      | $2955.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1869000 | PA      | $1327812.36   | 0.24%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                              | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $62251.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                                                                        | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      533000 | PA      | $483341.74    | 0.09%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          37 | NC      | $-29723.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                                                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     9038313 | PA      | $9038313.34   | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                         | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     2001000 | PA      | $310155.00    | 0.06%             | 2022-07-19      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                     | ING Groep NV                                                                                                                        | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      201000 | PA      | $190043.12    | 0.03%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      202000 | PA      | $42730.76     | 0.01%             | 2024-04-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $629.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | Long: IS20CG6   CDS USD R F  3.00000 IS20CG6 CMBX / Short: IS20CG6   CDS USD P V 01MEVENT IS20CH7 CMBX                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |      900334 | OU      | $-220789.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                                                                 | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2895000 | PA      | $1829708.32   | 0.33%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                             | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145330 | PA      | $1086710.79   | 0.20%             | 2041-12-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                             | Paraguay Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      690000 | PA      | $603974.68    | 0.11%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      420927 | PA      | $274845.94    | 0.05%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                  | Lloyds Bank PLC                                                                                                                     | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     1425000 | PA      | $1364428.27   | 0.25%             | 2026-06-18      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS27DA8   IRS CNY R F  2.80000 IS27DA8/2.8 LCH / Short: SS27DA8   IRS CNY P V 03MLIBOR IS27DB9 NDRSLV514246 LCH               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    47100000 | OU      | $40210.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $2773.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                      | Home RE 2019-1 Ltd                                                                                                                  | CUSIP: 43731AAB9<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |     1600000 | PA      | $1577377.92   | 0.28%             | 2029-05-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                                                                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1565000 | PA      | $1460985.19   | 0.26%             | 2027-01-14      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5234930000 | PA      | $3913014.42   | 0.71%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                                                                             | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      355000 | PA      | $308081.40    | 0.06%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                      | Corp Nacional del Cobre de Chile                                                                                                    | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1810000 | PA      | $1580952.25   | 0.29%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                                                                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $570823.61    | 0.10%             | 2027-06-29      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                             | Paraguay Government International Bond                                                                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      650000 | PA      | $628146.00    | 0.11%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD GBP                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-53539.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Qatar                                   | Qatar Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      980000 | PA      | $953050.00    | 0.17%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                     | KBC Group NV                                                                                                                        | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     1200000 | PA      | $1132724.82   | 0.20%             | 2027-03-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $382685.69    | 0.07%             | 2025-03-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc                           | Gran Tierra Energy Inc                                                                                                              | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      355000 | PA      | $287570.08    | 0.05%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                               | JSW Infrastructure Ltd                                                                                                              | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      531000 | PA      | $451615.50    | 0.08%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                            | Thames Water Utilities Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      420000 | PA      | $533360.25    | 0.10%             | 2028-11-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BS2JV55   CDS USD R V 03MEVENT IS2JV66 CCPSOVEREIGN / Short: BS2JV55   CDS USD P F  1.00000 IS2JV55 CCPSOVEREIGN              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1990000 | OU      | $125892.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                               | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      691000 | PA      | $718603.67    | 0.13%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $15116.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                            | Southern Gas Corridor CJSC                                                                                                          | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      454000 | PA      | $464814.28    | 0.08%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                           | Enbridge Pipelines Inc                                                                                                              | CUSIP: 29250ZAZ1<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      459000 | PA      | $283946.08    | 0.05%             | 2031-05-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CLP                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-168503.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                                                                                 | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      360000 | PA      | $298593.73    | 0.05%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      580000 | PA      | $104399.87    | 0.02%             | 2027-01-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                                    | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7683900 | PA      | $7242976.23   | 1.31%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                             | Abu Dhabi Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     2340000 | PA      | $1726288.20   | 0.31%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED SGD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |           1 | NC      | $30462.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                                                                       | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      793000 | PA      | $649194.38    | 0.12%             | 2030-06-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      230000 | PA      | $220628.88    | 0.04%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                         | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    13395000 | PA      | $13283915.27  | 2.40%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $1100.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                                                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      640000 | PA      | $600065.55    | 0.11%             | 2027-01-26      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3272000 | PA      | $2507660.44   | 0.45%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TULLOW OIL PLC                                   | Tullow Oil PLC                                                                                                                      | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      665000 | PA      | $533330.00    | 0.10%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TELUS CORP                                       | TELUS Corp                                                                                                                          | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      849000 | PA      | $622735.86    | 0.11%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1234000 | PA      | $223724.20    | 0.04%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                                          | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      214000 | PA      | $186915.59    | 0.03%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| LCH Limited                                      | Long: SS2CBG5   IRS NZD R F  2.50250 IS2CBG5 CCPVANILLA / Short: SS2CBG5   IRS NZD P V 03MNZDBB IS2CBH6 CCPVANILLA                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7847000 | OU      | $-250380.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-106443.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                             | Paraguay Government International Bond                                                                                              | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      209000 | PA      | $182943.05    | 0.03%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                                                                                 | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      219000 | PA      | $134868.96    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1208813.51  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PL                                 | SEPLAT Energy PLC                                                                                                                   | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      540000 | PA      | $426621.60    | 0.08%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                                | Oil and Gas Holding Co BSCC/The                                                                                                     | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     1416000 | PA      | $1444727.81   | 0.26%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-383.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                                                                     | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      783000 | PA      | $532907.88    | 0.10%             | 2026-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale NY Branch                       | Societe Generale NY Branch                                                                                                          | CUSIP: 000000000<br>LEI: 254900J6B390XMPVLV82 | Long             | RA               | CORP              | US        |     1468415 | PA      | $1468415.10   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| JOY TRSR ASSETS HLD                              | Joy Treasure Assets Holdings Inc                                                                                                    | CUSIP: 000000000<br>LEI: 2549002TXU15P8D3F498 | Long             | DBT              | CORP              | VG        |      340000 | PA      | $302997.80    | 0.05%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                                                                                 | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3637000 | PA      | $2469231.12   | 0.45%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED CNH / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $128452.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                 | Bellemeade RE 2021-3 Ltd                                                                                                            | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470651 | PA      | $445982.06    | 0.08%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                 | Peruvian Government International Bond                                                                                              | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1275000 | PA      | $1258967.47   | 0.23%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1096000 | PA      | $200056.83    | 0.04%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                         | Digital Intrepid Holding BV                                                                                                         | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      625000 | PA      | $457515.47    | 0.08%             | 2031-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC           | Amur Equipment Finance Receivables XI LLC                                                                                           | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      671000 | PA      | $663593.10    | 0.12%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      404800 | PA      | $413085.75    | 0.07%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-13569.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1725000 | PA      | $1700953.50   | 0.31%             | 2028-01-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                                                                               | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      676097 | PA      | $671553.96    | 0.12%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                               | Yango Justice International Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      300000 | PA      | $7950.00      | 0.00%             | 2023-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD MXN                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-58084.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                         | Imperial Brands Finance Netherlands BV                                                                                              | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      282000 | PA      | $212267.88    | 0.04%             | 2033-03-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                | Ghana Government International Bond                                                                                                 | CUSIP: 37443GAJ0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      233000 | PA      | $80851.00     | 0.01%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                          | KazMunayGas National Co JSC                                                                                                         | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      395000 | PA      | $324719.23    | 0.06%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                           | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                           | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      306000 | PA      | $285259.32    | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF POLAND                               | Republic of Poland Government International Bond                                                                                    | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      930000 | PA      | $954109.32    | 0.17%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7477000 | PA      | $1747598.02   | 0.32%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                          | KazMunayGas National Co JSC                                                                                                         | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1179000 | PA      | $911249.10    | 0.16%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                         | Embraer Netherlands Finance BV                                                                                                      | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      507000 | PA      | $485452.50    | 0.09%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED NZD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-21039.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                                                                        | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22652 | PA      | $22453.44     | 0.00%             | 2041-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| IOCHPE-MAX/MAX WHEELS MX                         | Iochpe-Maxion Austria GmbH / Maxion Wheels de Mexico S de RL de CV                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      535000 | PA      | $444857.85    | 0.08%             | 2028-05-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $286.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      728000 | PA      | $578451.33    | 0.10%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90450000 | PA      | $596608.86    | 0.11%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $16875.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-257977.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED SEK / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |           1 | NC      | $-33610.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED NZD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $143843.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                               | Bahrain Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      904000 | PA      | $827517.98    | 0.15%             | 2028-01-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |           1 | NC      | $151389.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                                                                             | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1163000 | PA      | $1032303.70   | 0.19%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                         | Export-Import Bank of Korea                                                                                                         | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      705000 | PA      | $708632.21    | 0.13%             | 2025-04-27      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $4971.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      789000 | PA      | $619559.88    | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $1516.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Corporation          | Triangle Re 2021-3 Ltd                                                                                                              | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      538951 | PA      | $536471.87    | 0.10%             | 2034-02-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      176700 | PA      | $177348.82    | 0.03%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                                                                        | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66676 | PA      | $64979.56     | 0.01%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED INR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-5096.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-53832.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                               | Digital Euro Finco LLC                                                                                                              | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |      735000 | PA      | $728248.64    | 0.13%             | 2026-01-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-13072.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED PLN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |           1 | NC      | $210371.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1312.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                   | Public Storage                                                                                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      650000 | PA      | $522999.14    | 0.09%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                           | Eskom Holdings SOC Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      509000 | PA      | $488741.80    | 0.09%             | 2023-08-06      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS25KM3   IRS CNY R F  2.59500 IS25KM3 NDRSLV513694 LCH / Short: SS25KM3   IRS CNY P V 03MLIBOR IS25KN4 NDRSLV513694 LCH      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    40400000 | OU      | $4742.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $8033.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: BS25Q36   IRS EUR R V 06MEURIB IS25Q47 CCPVANILLA / Short: BS25Q36   IRS EUR P F   .02200 IS25Q36 CCPVANILLA                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3820000 | OU      | $2016104.82   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                                                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      619000 | PA      | $613661.37    | 0.11%             | 2026-04-05      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED INR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $1048.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie F                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    30062000 | PA      | $5099730.26   | 0.92%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                            | Xiaomi Best Time International Ltd                                                                                                  | CUSIP: 98422HAC0<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |      434000 | PA      | $314653.70    | 0.06%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc                              | NBM US Holdings Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |      975000 | PA      | $968184.75    | 0.17%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                                                                               | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      857005 | PA      | $818777.61    | 0.15%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2021-2 Ltd                                                                                                                 | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      277454 | PA      | $270188.20    | 0.05%             | 2034-04-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                | MDGH GMTN RSC Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     1356000 | PA      | $1342982.40   | 0.24%             | 2028-11-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                           | Egypt Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      658000 | PA      | $437842.41    | 0.08%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| DNB Boligkreditt AS                              | DNB Boligkreditt AS                                                                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |     1314000 | PA      | $1259128.27   | 0.23%             | 2026-09-07      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS24XH6   IRS CNY R F  2.60000 SS24XH6 NDRSLV513551 LCH/2.60 / Short: SS24XH6   IRS CNY P V 03MLIBOR IS24XI7 NDRSLV513551 LCH | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    40730000 | OU      | $5111.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                         | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      415100 | PA      | $408398.38    | 0.07%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                               | Province of Quebec Canada                                                                                                           | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1239000 | PA      | $1199210.06   | 0.22%             | 2027-05-04      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                           | Egypt Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2058000 | PA      | $1367903.21   | 0.25%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      252000 | PA      | $194382.72    | 0.04%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2G0B5   IRS EUR R F  1.46350 IS2G0B5 CCPVANILLA / Short: SS2G0B5   IRS EUR P V 06MEURIB IS2G0C6 CCPVANILLA                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3317000 | OU      | $-250815.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $4098.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis New York Branch                          | Natixis New York Branch                                                                                                             | CUSIP: 000000000<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | RA               | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $99262.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1005000 | PA      | $910483.29    | 0.16%             | 2027-11-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                 | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      689000 | PA      | $628712.50    | 0.11%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                                                                       | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      955000 | PA      | $946484.20    | 0.17%             | 2026-01-20      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                                            | CUSIP: 718286BN6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      288000 | PA      | $294972.10    | 0.05%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                            | Powerlong Real Estate Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              | CORP              | KY        |      435000 | PA      | $121626.00    | 0.02%             | 2026-05-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                         | British American Tobacco PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |      645000 | PA      | $534613.16    | 0.10%             | 2026-09-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                                                                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      990000 | PA      | $574081.05    | 0.10%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2018-R07                                                                                        | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      307931 | PA      | $307166.26    | 0.06%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                               | Bahrain Government International Bond                                                                                               | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      242000 | PA      | $245663.88    | 0.04%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                                                                                 | CUSIP: 03846JAA8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1031000 | PA      | $849069.74    | 0.15%             | 2026-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                                                                        | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2079000 | PA      | $1398173.76   | 0.25%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-630.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                             | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71248 | PA      | $70320.31     | 0.01%             | 2041-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                           | Credit Suisse Group AG                                                                                                              | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      803000 | PA      | $698610.00    | 0.13%             | 2023-12-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $45620.68     | 0.01%             | 2026-07-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $787.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                    | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      748000 | PA      | $638036.71    | 0.12%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-131507.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3990.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                                                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1237000 | PA      | $1171127.71   | 0.21%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                               | Morocco Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1143000 | PA      | $993317.29    | 0.18%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-15431.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS2JNB5   CDS USD R F  1.00000 IS2JNB5 CCPSOVEREIGN / Short: SS2JNB5   CDS USD P V 03MEVENT IS2JNC6 CCPSOVEREIGN              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1560000 | OU      | $-248850.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-901.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CLP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $384311.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1281000 | PA      | $1237189.80   | 0.22%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $12333.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                                                                                                            | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6070000 | PA      | $4205918.24   | 0.76%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CLP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $140221.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      868000 | PA      | $574425.04    | 0.10%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                             | Japan Government Two Year Bond                                                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1425450000 | PA      | $10860204.21  | 1.96%             | 2024-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                                                                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $803025.10    | 0.15%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                                                                          | CUSIP: 31620MBL9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      141000 | PA      | $137436.92    | 0.02%             | 2025-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                                | Oil and Gas Holding Co BSCC/The                                                                                                     | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     1079000 | PA      | $1096177.68   | 0.20%             | 2024-11-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                            | Intercorp Financial Services Inc                                                                                                    | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |      285000 | PA      | $250892.65    | 0.05%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $939323.28    | 0.17%             | 2025-03-04      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                      | BNG Bank NV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      651000 | PA      | $606876.75    | 0.11%             | 2029-01-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD GBP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-76347.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                  | WPC Eurobond BV                                                                                                                     | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      600000 | PA      | $533180.19    | 0.10%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                                        | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      170000 | PA      | $168862.55    | 0.03%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| HEATHROW FUNDING LTD                             | Heathrow Funding Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      490000 | PA      | $488593.68    | 0.09%             | 2029-10-13      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED COP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-190.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      960000 | PA      | $741696.45    | 0.13%             | 2031-02-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                              | PURCHASED GBP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |           1 | NC      | $-49371.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2490000 | PA      | $1592862.60   | 0.29%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5925.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SGD                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-37002.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $11324.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                    | Radnor RE 2019-1 Ltd                                                                                                                | CUSIP: 75049SAC7<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |     2236136 | PA      | $2191617.44   | 0.40%             | 2029-02-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                               | CA Magnum Holdings                                                                                                                  | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      680000 | PA      | $619635.07    | 0.11%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Kallpa Generacion SA                             | Kallpa Generacion SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |      395000 | PA      | $361935.19    | 0.07%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1661690 | PA      | $1939191.45   | 0.35%             | 2038-01-29      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PVH CORP                                         | PVH Corp                                                                                                                            | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $534984.00    | 0.10%             | 2027-12-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3870000 | PA      | $3303264.55   | 0.60%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                         | Tengizchevroil Finance Co International Ltd                                                                                         | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      552000 | PA      | $390357.84    | 0.07%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                          | Natura &Co Luxembourg Holdings Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      401000 | PA      | $350952.56    | 0.06%             | 2029-04-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                                                                | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1172974.62   | 0.21%             | 2027-05-04      | Fixed         | 1.78%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      323000 | PA      | $242754.72    | 0.04%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                         | Indika Energy Capital IV Pte Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |      420000 | PA      | $413993.14    | 0.07%             | 2025-10-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED BRL / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |           1 | NC      | $81275.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2020-1R                                                                                              | CUSIP: 730151AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      682884 | PA      | $645937.59    | 0.12%             | 2023-02-27      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                    | CUSIP: 200447AJ9<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      485000 | PA      | $315361.69    | 0.06%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                            | Sri Lanka Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      214000 | PA      | $66143.07     | 0.01%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak CLO 8                                                                                                                    | CUSIP: 72133CAA0<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |      968631 | PA      | $938424.24    | 0.17%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                                                              | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1557000 | PA      | $973240.78    | 0.18%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                       | Orsted AS                                                                                                                           | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      469000 | PA      | $554036.03    | 0.10%             | 2032-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED MXN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $-3133.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                         | Sinochem Offshore Capital Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |      345000 | PA      | $262372.90    | 0.05%             | 2031-09-23      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Levi Strauss & Co                                | Levi Strauss & Co                                                                                                                   | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      915000 | PA      | $913114.54    | 0.16%             | 2027-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                                                                          | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      149000 | PA      | $132596.86    | 0.02%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $34051.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $41470.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           3 | NC      | $-2644.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED NZD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-20074.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                                                               | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      558000 | PA      | $396425.52    | 0.07%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TD Prime Svcs                                    | TD Prime Svcs                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |     1331774 | PA      | $1331774.50   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                            | Sri Lanka Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1823000 | PA      | $563452.44    | 0.10%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED THB / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |           1 | NC      | $95603.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                | Ghana Government International Bond                                                                                                 | CUSIP: 37443GAH4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1046000 | PA      | $370807.00    | 0.07%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-41543.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      240000 | PA      | $48633.48     | 0.01%             | 2026-01-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: BS2K3D0   IRS CNY R V 00MCNRR IS2K3E1 CCPNDF / Short: BS2K3D0   IRS CNY P F  2.59500 IS2K3D0 CCPNDF                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    40400000 | OU      | $-2612.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                                                                                | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      911000 | PA      | $924127.46    | 0.17%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                      | BNG Bank NV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     2491000 | PA      | $1621407.56   | 0.29%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $3198.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BS2JE12   CDS EUR R V 03MEVENT IS2JE23 CCPITRAXX / Short: BS2JE12   CDS EUR P F  5.00000 IS2JE12 CCPITRAXX                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1580000 | OU      | $-16881.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                    | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      637000 | PA      | $563381.34    | 0.10%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SBB TREASURY OYJ                                 | SBB Treasury Oyj                                                                                                                    | CUSIP: 000000000<br>LEI: 5493003HHOCW6FIMH724 | Long             | DBT              | CORP              | FI        |      187000 | PA      | $126818.87    | 0.02%             | 2029-11-26      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $28241.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                           | Gran Tierra Energy Inc                                                                                                              | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      252000 | PA      | $204134.25    | 0.04%             | 2027-05-23      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                                                                     | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      267000 | PA      | $274008.75    | 0.05%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| LCH Limited                                      | Long: SS2FSJ6   IRS CNY R F  2.49470 IS2FSJ6/CCP / Short: SS2FSJ6   IRS CNY P V 03MCNR00 CNRR007/1W/CCP/IS2FSK7                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    34130000 | OU      | $-48618.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                                                                                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2700000 | PA      | $2687023.93   | 0.49%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                           | BP Capital Markets PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      541000 | PA      | $496562.90    | 0.09%             | 2029-03-22      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                         | Perusahaan Penerbit SBSN Indonesia III                                                                                              | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      570000 | PA      | $558600.00    | 0.10%             | 2027-03-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                           | Credit Suisse Group AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1165000 | PA      | $1117467.79   | 0.20%             | 2025-07-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                               | Angolan Government International Bond                                                                                               | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      670000 | PA      | $521796.00    | 0.09%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1897000 | PA      | $1111527.47   | 0.20%             | 2035-06-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                           | Eskom Holdings SOC Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1186000 | PA      | $1076793.12   | 0.19%             | 2025-02-11      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                                                                    | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1532610 | PA      | $406842.70    | 0.07%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                           | Volkswagen International Finance NV                                                                                                 | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $296648.32    | 0.05%             | 2025-06-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                  | JAB Holdings BV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $828551.03    | 0.15%             | 2027-12-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-156303.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS2JNV5   CDS USD R F  1.00000 IS2JNV5 CCPSOVEREIGN / Short: SS2JNV5   CDS USD P V 03MEVENT IS2JNW6 CCPSOVEREIGN              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      880000 | OU      | $-64120.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                             | Paraguay Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1045000 | PA      | $1039511.06   | 0.19%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                  | Nigeria Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1033000 | PA      | $789893.78    | 0.14%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                             | Abu Dhabi Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      320000 | PA      | $296720.64    | 0.05%             | 2030-04-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                         | Westfield America Management Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      340000 | PA      | $315020.09    | 0.06%             | 2029-03-30      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2019-DNA3                                                                                                   | CUSIP: 35564TAH3<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |       65424 | PA      | $64109.35     | 0.01%             | 2049-07-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CNH                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-247199.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $11739.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                         | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      615000 | PA      | $548275.31    | 0.10%             | 2026-08-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1287000 | PA      | $941697.90    | 0.17%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R07                                                                                        | CUSIP: 20753WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28399 | PA      | $28328.28     | 0.01%             | 2039-10-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS2JN71   CDS USD R F  1.00000 IS2JN71 CCPSOVEREIGN / Short: SS2JN71   CDS USD P V 03MEVENT IS2JN82 CCPSOVEREIGN              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      650000 | OU      | $-8750.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                                                                                  | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      440000 | PA      | $314080.11    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                         | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      710000 | PA      | $702726.87    | 0.13%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      941000 | PA      | $625765.00    | 0.11%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BRF SA                                           | BRF SA                                                                                                                              | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      382000 | PA      | $322158.28    | 0.06%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                           | SierraCol Energy Andina LLC                                                                                                         | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $313903.80    | 0.06%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $855495.53    | 0.15%             | 2027-06-23      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                             | Japan Government Two Year Bond                                                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1282150000 | PA      | $9769897.03   | 1.76%             | 2024-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5378.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 17600390000 | PA      | $13708347.90  | 2.48%             | 2025-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED GBP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $-21010.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                         | Tengizchevroil Finance Co International Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      730000 | PA      | $516234.10    | 0.09%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                           | New Zealand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1109000 | PA      | $572295.88    | 0.10%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-71344.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-308175.83   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $118687.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $32418.26     | 0.01%             | 2026-03-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                         | BPCE SFH SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $365258.78    | 0.07%             | 2027-11-10      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| VERISURE HOLDING AB                              | Verisure Holding AB                                                                                                                 | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      585000 | PA      | $540572.07    | 0.10%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                             | Glencore Capital Finance DAC                                                                                                        | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      275000 | PA      | $242269.48    | 0.04%             | 2028-03-10      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2964709 | PA      | $1362989.53   | 0.25%             | 2035-07-31      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD COP                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4552.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      202000 | PA      | $131788.03    | 0.02%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| MS GOVT US LEX                                   | MS GOVT US LEX                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      400000 | NS      | $400000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLBUN SA                                        | Colbun SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $186247.50    | 0.03%             | 2027-10-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-40718.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $25704.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                           | Empresa Generadora de Electricidad Haina SA                                                                                         | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |      596000 | PA      | $530440.00    | 0.10%             | 2028-11-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| EMPRESA DE TRANSPORTE ME                         | Empresa de Transporte de Pasajeros Metro SA                                                                                         | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      665000 | PA      | $557311.54    | 0.10%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DEXIA CREDIT LOCAL                               | Dexia Credit Local SA                                                                                                               | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3124365.89   | 0.56%             | 2024-02-03      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3454.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                             | Western Digital Corp                                                                                                                | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      608000 | PA      | $437010.28    | 0.08%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | Long: IS20CK0   CDS USD R F  3.00000 IS20CK0 CMBX / Short: IS20CK0   CDS USD P V 01MEVENT IS20CL1 CMBX                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      600011 | OU      | $-147141.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                               | Panama Government International Bond                                                                                                | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      390000 | PA      | $406204.59    | 0.07%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                                                                             | CUSIP: 105756BX7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1145000 | PA      | $1182352.96   | 0.21%             | 2026-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-167.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                | Ghana Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1125000 | PA      | $387562.50    | 0.07%             | 2049-06-16      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                                                               | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      880000 | PA      | $814000.00    | 0.15%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                          | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $40375.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                                                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1383000 | PA      | $1272513.54   | 0.23%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                          | Aeropuerto Internacional de Tocumen SA                                                                                              | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1253000 | PA      | $1023271.11   | 0.18%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                                                                              | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $768060.00    | 0.14%             | 2027-01-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2274000 | PA      | $1664954.78   | 0.30%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                                                                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $364488.05    | 0.07%             | 2026-12-29      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR23                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -41 | NC      | $240542.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                                                                             | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      648000 | PA      | $534664.83    | 0.10%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EFSF                                             | European Financial Stability Facility                                                                                               | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1665000 | PA      | $1673592.46   | 0.30%             | 2032-06-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                  | Stadshypotek AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     1100000 | PA      | $971878.01    | 0.18%             | 2028-11-24      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |           1 | NC      | $245271.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                               | Studio City Co Ltd                                                                                                                  | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      250000 | PA      | $233804.80    | 0.04%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TotalEnergies SE                                                                                                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      830000 | PA      | $720311.78    | 0.13%             | 2027-10-25      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD GBP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-28116.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-44187.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                                                               | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      472000 | PA      | $364081.92    | 0.07%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18816000000 | PA      | $1173016.09   | 0.21%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                               | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2158000 | PA      | $1775002.02   | 0.32%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3073.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                              | DNB Boligkreditt AS                                                                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      433000 | PA      | $434238.02    | 0.08%             | 2025-06-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   447750000 | PA      | $2684998.86   | 0.48%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                          | Pakistan Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      914000 | PA      | $353096.48    | 0.06%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                                                                                  | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      726000 | PA      | $518232.19    | 0.09%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                                                                         | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1205651.46   | 0.22%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1709428 | PA      | $1098424.55   | 0.20%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                              | Minejesa Capital BV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      595000 | PA      | $463210.81    | 0.08%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                                                                             | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      359000 | PA      | $303395.13    | 0.05%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2130000 | PA      | $1522950.00   | 0.27%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                    | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      760000 | PA      | $593203.31    | 0.11%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                         | Bundesrepublik Deutschland Bundesanleihe                                                                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2374853 | PA      | $2033311.23   | 0.37%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4311823 | PA      | $1093675.06   | 0.20%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                               | Cadent Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      660000 | PA      | $555489.56    | 0.10%             | 2030-03-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| JSW STEEL LTD                                    | JSW Steel Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $256211.95    | 0.05%             | 2027-04-05      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD PLC                                     | DP World Ltd/United Arab Emirates                                                                                                   | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1082000 | PA      | $1012951.09   | 0.18%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2034000 | PA      | $2018351.79   | 0.36%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KR        |           1 | NC      | $256820.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Annington Funding PLC                            | Annington Funding PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |      365000 | PA      | $365842.75    | 0.07%             | 2029-07-12      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      709000 | PA      | $695371.60    | 0.13%             | 2025-02-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                             | Huarong Finance 2019 Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      208000 | PA      | $196997.54    | 0.04%             | 2024-05-29      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                                            | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      292000 | PA      | $277020.83    | 0.05%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SBB TREASURY OYJ                                 | SBB Treasury Oyj                                                                                                                    | CUSIP: 000000000<br>LEI: 5493003HHOCW6FIMH724 | Long             | DBT              | CORP              | FI        |      502000 | PA      | $341227.18    | 0.06%             | 2028-12-14      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                           | Eskom Holdings SOC Ltd                                                                                                              | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      286000 | PA      | $259665.12    | 0.05%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                             | JSW Hydro Energy Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     1008900 | PA      | $840919.96    | 0.15%             | 2031-05-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                               | Peru Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9084000 | PA      | $2191270.08   | 0.40%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                            | Interpublic Group of Cos Inc/The                                                                                                    | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |      870000 | PA      | $832409.70    | 0.15%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1200098 | PA      | $829925.94    | 0.15%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE MAR23                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -17 | NC      | $158356.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENKO DUTCH BV                                 | Greenko Dutch BV                                                                                                                    | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      382000 | PA      | $330353.60    | 0.06%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          14 | NC      | $-29863.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS2JO56   CDS USD R F  1.00000 IS2JO56 CCPSOVEREIGN / Short: SS2JO56   CDS USD P V 03MEVENT IS2JO67 CCPSOVEREIGN              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1340000 | OU      | $66.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                          | EDP - Energias de Portugal SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      400000 | PA      | $347896.09    | 0.06%             | 2082-03-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-311554.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                           | Volkswagen International Finance NV                                                                                                 | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $385370.38    | 0.07%             | 2027-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD CLP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-208735.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                   | Qatar Government International Bond                                                                                                 | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1538000 | PA      | $1406891.65   | 0.25%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                                          | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      459000 | PA      | $447473.01    | 0.08%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2FYE3   IRS EUR R F  1.49400 IS2FYE3 CCPVANILLA / Short: SS2FYE3   IRS EUR P V 06MEURIB IS2FYF4 CCPVANILLA                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4343000 | OU      | $-322732.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                                                                                                            | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1705000 | PA      | $956613.29    | 0.17%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $24054.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                     | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      615000 | PA      | $557003.42    | 0.10%             | 2027-05-20      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      800000 | PA      | $628592.00    | 0.11%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AUTOPISTAS DEL SOL SA                            | Autopistas del Sol SA/Costa Rica                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CR        |      771352 | PA      | $690359.98    | 0.12%             | 2030-12-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                             | Japan Government Five Year Bond                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1353800000 | PA      | $10269548.84  | 1.85%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                  | Kingdom of Belgium Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2803000 | PA      | $2358369.36   | 0.43%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA                           | Petronas Energy Canada Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |      924000 | PA      | $807292.90    | 0.15%             | 2028-03-23      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: —       |
| PANAMA BONOS DEL                                 | Panama Bonos del Tesoro                                                                                                             | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1874000 | PA      | $1508570.00   | 0.27%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8710888 | PA      | $2349236.25   | 0.42%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      807000 | PA      | $770215.33    | 0.14%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BS24Y73   IRS EUR R V 06MEURIB IS24Y84 CCPVANILLA / Short: BS24Y73   IRS EUR P F   .12200 IS24Y73 CCPVANILLA                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |     3800000 | OU      | $1923829.85   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS23JS6   IRS CNY R F  2.36000 SS23JS6 NDRSLV513153 LCH / Short: SS23JS6   IRS CNY P V 03MLIBOR IS23JT7 NDRSLV513153 LCH      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    11323000 | OU      | $-5727.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      310000 | PA      | $290408.00    | 0.05%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $93592.18     | 0.02%             | 2028-02-23      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                                                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1497000 | PA      | $870675.36    | 0.16%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-165028.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD MXN                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-18074.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |           1 | NC      | $111675.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                              | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                                           | CUSIP: 000000000<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |      284050 | PA      | $270079.53    | 0.05%             | 2028-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                                                                       | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      305000 | PA      | $329280.86    | 0.06%             | 2034-11-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 36206000000 | PA      | $2378071.94   | 0.43%             | 2026-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: IS2CVN2   IRS CNY R F  2.46500 IS2CVN2 NDRSLV516040 LCH / Short: IS2CVN2   IRS CNY P V 03MREPO IS2CVO3 NDRSLV516040 LCH       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    37030000 | OU      | $-48065.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                                                                             | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      246000 | PA      | $239682.44    | 0.04%             | 2026-03-16      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                                                              | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1701000 | PA      | $1236962.76   | 0.22%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                         | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      157300 | PA      | $155083.50    | 0.03%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                           | SierraCol Energy Andina LLC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $168723.29    | 0.03%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BS2INP6   CDS USD R V 03MEVENT IS2INQ7 CCPCDX / Short: BS2INP6   CDS USD P F  5.00000 IS2INP6 CCPCDX                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6280000 | OU      | $-36679.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                                | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3880000 | PA      | $2450335.08   | 0.44%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| Citibank N.A.                                    | PURCHASED USD / SOLD JPY                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4534706.56  | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4081250000 | PA      | $3140648.20   | 0.57%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1332000 | PA      | $1243997.42   | 0.22%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -5 | NC      | $20333.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                              | PURCHASED GBP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |           1 | NC      | $-39934.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                | Lebanon Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     2006000 | PA      | $115465.36    | 0.02%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                                                                                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      869000 | PA      | $857615.03    | 0.15%             | 2029-06-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-572.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2B5M6   IRS CNY R F  2.52750 IS2B5M6 CCPNDF / Short: SS2B5M6   IRS CNY P V 00MCNRR IS2B5N7  CCPNDF                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38340000 | OU      | $-31145.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                     | Carnival PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |      798000 | PA      | $345958.57    | 0.06%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD CLP                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-277909.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                                      | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4146348 | PA      | $4012564.22   | 0.72%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                | Lebanon Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     6653000 | PA      | $378555.70    | 0.07%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2JG50   IRS AUD R F  4.35500 IS2JG50 CCPVANILLA / Short: SS2JG50   IRS AUD P V 06MBBSW IS2JG61 CCPVANILLA                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2940000 | OU      | $-29251.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                | Stonegate Pub Co Financing 2019 PLC                                                                                                 | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $370760.82    | 0.07%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                                                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1460000 | PA      | $1149974.26   | 0.21%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                          | El Salvador Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      659000 | PA      | $254586.04    | 0.05%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      497000 | PA      | $406474.61    | 0.07%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                     | TFDXX LEX BLACKROCK FED FUND                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      400000 | NS      | $400000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3620.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1012050.09   | 0.18%             | 2026-02-18      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $199552.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                                             | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323831 | PA      | $321208.00    | 0.06%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                                                                   | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      818000 | PA      | $636390.45    | 0.11%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                              | Republic of Austria Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     6325000 | PA      | $5587743.35   | 1.01%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                         | Bundesrepublik Deutschland Bundesanleihe                                                                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      585162 | PA      | $327289.74    | 0.06%             | 2050-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      320000 | PA      | $284000.00    | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED NZD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-24813.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $29120.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                         | CUSIP: 912796CV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      715000 | PA      | $704983.33    | 0.13%             | 2023-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                               | Leviathan Bond Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      324995 | PA      | $317682.61    | 0.06%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                                                                           | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      336000 | PA      | $269788.45    | 0.05%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD SGD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-39188.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $77693.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                                                              | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      122000 | PA      | $101170.11    | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                                 | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1549000 | PA      | $1462978.92   | 0.26%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                 | Bellemeade Re 2019-4 Ltd                                                                                                            | CUSIP: 07876LAC3<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |      199511 | PA      | $199217.16    | 0.04%             | 2029-10-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      482000 | PA      | $398855.00    | 0.07%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $4841.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |           1 | NC      | $21489.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                       | Allianz SE                                                                                                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $259191.79    | 0.05%             | 2050-07-08      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                          | El Salvador Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      545000 | PA      | $238350.55    | 0.04%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-735008.56   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                             | Japan Government Five Year Bond                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   728250000 | PA      | $5555264.57   | 1.00%             | 2023-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PMT Credit Risk Transfer Trust                   | PMT Credit Risk Transfer Trust 2019-3R                                                                                              | CUSIP: 69349MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22213 | PA      | $21244.60     | 0.00%             | 2031-11-27      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                                                                          | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1159000 | PA      | $791435.55    | 0.14%             | 2027-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3912778 | PA      | $1798852.93   | 0.32%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED COP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-10546.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                          | Eni SpA                                                                                                                             | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      835000 | PA      | $740444.90    | 0.13%             | 2029-07-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                         | Empresas Publicas de Medellin ESP                                                                                                   | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      592000 | PA      | $469900.00    | 0.08%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                            | Indonesia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      555000 | PA      | $548917.81    | 0.10%             | 2025-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                          | Development Bank of Japan Inc                                                                                                       | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     1388000 | PA      | $1397587.76   | 0.25%             | 2024-10-15      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R03                                                                                        | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      909180 | PA      | $857528.30    | 0.15%             | 2041-12-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-24471.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $-2822.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $925.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                           | Egypt Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      288000 | PA      | $213584.16    | 0.04%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                           | BP Capital Markets PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      234000 | PA      | $230047.09    | 0.04%             | 2026-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2595000 | PA      | $2104513.86   | 0.38%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      460000 | PA      | $411612.66    | 0.07%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA MODERN DAIRY HOLDI                         | China Modern Dairy Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300TAELI2JXTKK009 | Long             | DBT              | CORP              | KY        |      310000 | PA      | $262131.25    | 0.05%             | 2026-07-14      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                                                                                 | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2020000 | PA      | $1856207.86   | 0.34%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                           | United States Treasury Bill                                                                                                         | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      370600 | PA      | $364005.04    | 0.07%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                           | Credit Suisse Group AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      515000 | PA      | $494295.52    | 0.09%             | 2026-04-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                  | ZF Finance GmbH                                                                                                                     | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $698104.34    | 0.13%             | 2027-05-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                                                                    | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      860000 | PA      | $762405.86    | 0.14%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-24559.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                          | Reliance Industries Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      380000 | PA      | $309153.44    | 0.06%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                           | Pertamina Persero PT                                                                                                                | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     3570000 | PA      | $2876159.43   | 0.52%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      700000 | PA      | $474180.00    | 0.09%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NOK                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-95454.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED COP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-408.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $5599.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-C                                                                                                    | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      548158 | PA      | $426764.19    | 0.08%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                    | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      414000 | PA      | $366153.65    | 0.07%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie F                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    12895000 | PA      | $2134409.17   | 0.39%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                         | Cooperatieve Rabobank UA                                                                                                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      625000 | PA      | $689029.02    | 0.12%             | 2029-05-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2FA12   IRS CNY R F  2.44070 IS2FA12/CCP / Short: SS2FA12   IRS CNY P V 03MCNR00 CNRR007/1W/CCP/IS2FA23                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    33750000 | OU      | $-55834.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-137.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                | Cometa Energia SA de CV                                                                                                             | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |      592187 | PA      | $567820.26    | 0.10%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                                                                                                          | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1895000 | PA      | $1304638.92   | 0.24%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                                            | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      364000 | PA      | $347481.72    | 0.06%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                                                                               | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      535000 | PA      | $665855.00    | 0.12%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kingdom Of Bahrain                               | Bahrain Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      225000 | PA      | $205249.05    | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                                   | Qatar Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1363000 | PA      | $1370414.72   | 0.25%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lamar Funding Ltd                                | Lamar Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |     1772000 | PA      | $1676506.92   | 0.30%             | 2025-05-07      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                         | Prudential Financial Inc                                                                                                            | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      642000 | PA      | $610317.30    | 0.11%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                                                                       | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $739737.38    | 0.13%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD CHF                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-26057.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY LTD                           | Adani Green Energy Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |     1040000 | PA      | $941200.00    | 0.17%             | 2024-09-08      | Fixed         | 4.38%                 | Yes           |                  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        |      686002 | PA      | $665259.28    | 0.12%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2019-DNA4                                                                                                   | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27358 | PA      | $27358.02     | 0.00%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD SEK                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-19574.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                            | Melco Resorts Finance Ltd                                                                                                           | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      505000 | PA      | $420523.19    | 0.08%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $427236.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      784000 | PA      | $828203.21    | 0.15%             | 2023-09-29      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                                                                     | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     1005000 | PA      | $653779.56    | 0.12%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                          | KazMunayGas National Co JSC                                                                                                         | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1694000 | PA      | $1513370.41   | 0.27%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-191254.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CEDACRI MERGECO SPA                              | Cedacri Mergeco SPA                                                                                                                 | CUSIP: 000000000<br>LEI: 213800Z5DANXME2K6X50 | Long             | DBT              | CORP              | IT        |      190000 | PA      | $188569.18    | 0.03%             | 2028-05-15      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                                            | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1794000 | PA      | $1307517.09   | 0.24%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2074000 | PA      | $1353043.99   | 0.24%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $470.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                             | Kyndryl Holdings Inc                                                                                                                | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      679000 | PA      | $553990.77    | 0.10%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                             | Paraguay Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1090000 | PA      | $1053352.52   | 0.19%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                           | Power Finance Corp Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      280000 | PA      | $231438.04    | 0.04%             | 2031-05-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Home Re Ltd                                      | Home RE 2020-1 Ltd                                                                                                                  | CUSIP: 43731WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1300000 | PA      | $1311114.35   | 0.24%             | 2030-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4037000 | PA      | $2990044.42   | 0.54%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $9610.80      | 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      | $4293.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                                                                         | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $756368.91    | 0.14%             | 2029-07-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $-228.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD MXN                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-62139.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                   | Wynn Macau Ltd                                                                                                                      | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      325000 | PA      | $277579.25    | 0.05%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC              | PURCHASED BRL / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |           1 | NC      | $-937.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                | TSMC Arizona Corp                                                                                                                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      607000 | PA      | $583517.82    | 0.11%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                             | Booking Holdings Inc                                                                                                                | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      388000 | PA      | $420390.68    | 0.08%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                    | Bank Hapoalim BM                                                                                                                    | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      312000 | PA      | $268469.76    | 0.05%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkey                               | Turkey Government International Bond                                                                                                | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      315000 | PA      | $214200.00    | 0.04%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      605000 | PA      | $502186.94    | 0.09%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                         | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      315000 | PA      | $264964.77    | 0.05%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SSE PLC                                          | SSE PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      545000 | PA      | $750482.90    | 0.14%             | 2028-11-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-362417.56   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-269149.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | Hpefs Equipment Trust 2022-3                                                                                                        | CUSIP: 403951AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      352000 | PA      | $350891.09    | 0.06%             | 2029-08-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1279590.57   | 0.23%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $335.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2169604 | PA      | $885374.93    | 0.16%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2042000 | PA      | $2001160.00   | 0.36%             | 2050-01-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   260700000 | PA      | $1898755.73   | 0.34%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                       | CUSIP: 46639EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1101580.20   | 0.20%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                           | Medco Oak Tree Pte Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |      580000 | PA      | $551238.17    | 0.10%             | 2026-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD PLC                                     | DP World Ltd/United Arab Emirates                                                                                                   | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      302000 | PA      | $253867.24    | 0.05%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD PLN                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-59475.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                               | Bahrain Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      205000 | PA      | $206068.46    | 0.04%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                               | Angolan Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4127000 | PA      | $3214107.60   | 0.58%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                          | India Clean Energy Holdings                                                                                                         | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |      665000 | PA      | $524020.00    | 0.09%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                          | Landwirtschaftliche Rentenbank                                                                                                      | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     2545000 | PA      | $2218425.26   | 0.40%             | 2029-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CNH / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |           1 | NC      | $14929.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-111640.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -135 | NC      | $159114.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                                        | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      439000 | PA      | $340494.11    | 0.06%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                             | Saudi Arabian Oil Co                                                                                                                | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1215000 | PA      | $1106639.01   | 0.20%             | 2025-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                         | Export-Import Bank of China/The                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2796000 | PA      | $2352057.55   | 0.42%             | 2047-11-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                              | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1010000 | PA      | $968848.56    | 0.17%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Bank of America N.A.                             | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-77077.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                                                                                                           | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      619000 | PA      | $445071.97    | 0.08%             | 2032-05-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                               | Bahrain Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1364000 | PA      | $1061058.33   | 0.19%             | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD PLN                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-66411.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                    | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      212000 | PA      | $165472.50    | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $201522.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                                                                                 | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      216000 | PA      | $220292.00    | 0.04%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                        | Aptiv PLC                                                                                                                           | CUSIP: 03835VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      585000 | PA      | $545613.60    | 0.10%             | 2028-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                               | CK Hutchison Group Telecom Finance SA                                                                                               | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |     1035000 | PA      | $993554.00    | 0.18%             | 2026-04-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $2601.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      860000 | PA      | $851243.99    | 0.15%             | 2023-12-18      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2287590.79  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-634.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2019-2R                                                                                              | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260100 | PA      | $248916.74    | 0.04%             | 2023-05-27      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      858000 | PA      | $171994.68    | 0.03%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse International                      | PURCHASED SEK / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DFE              |  | SE        |           1 | NC      | $-37199.42    | -0.01%            |  |  |  | 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        |      268716 | PA      | $238843.31    | 0.04%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                                                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1277000 | PA      | $1163059.45   | 0.21%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | Long: IS20CQ6   CDS USD R F  3.00000 IS20CQ6 CMBX / Short: IS20CQ6   CDS USD P V 01MEVENT IS20CR7 CMBX                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |      600011 | OU      | $-147141.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                                      | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4200959 | PA      | $3937606.83   | 0.71%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS23SU1   IRS CNY R F  2.56750 SS23SU1 NDRSLV513252 LCH / Short: SS23SU1   IRS CNY P V 03MLIBOR IS23SV2 NDRSLV513252 LCH      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    79220000 | OU      | $15478.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                                                                         | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $952438.86    | 0.17%             | 2028-05-31      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                                   | Qatar Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1141000 | PA      | $1145714.61   | 0.21%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                                                                                                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2360000 | PA      | $1604423.14   | 0.29%             | 2026-02-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1410.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                         | QatarEnergy Trading LLC                                                                                                             | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      977000 | PA      | $720537.50    | 0.13%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4290000 | PA      | $879707.40    | 0.16%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2CAA2   IRS NZD R F  2.58000 IS2CAA2 CCPVANILLA / Short: SS2CAA2   IRS NZD P V 03MNZDBB IS2CAB3 CCPVANILLA                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2933000 | OU      | $-90705.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                | Lebanon Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      461000 | PA      | $26415.18     | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2HYF0   IRS CNY R F  2.33270 IS2HYF0 NDRSLV517637 LCH / Short: SS2HYF0   IRS CNY P V 03MCNRR0 IS2HYG1 NDRSLV517637 LCH      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    54730000 | OU      | $-150154.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD JPY                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-126065.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      213000 | PA      | $186298.32    | 0.03%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                          | El Salvador Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     2494000 | PA      | $1091125.00   | 0.20%             | 2027-01-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      439000 | PA      | $410708.21    | 0.07%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-943.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse International                      | Long: IS1SYS7   CDS USD R F  3.00000 IS1SYS7 CMBX / Short: IS1SYS7   CDS USD P V 01MEVENT IS1SYT8 CMBX                              | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |      859062 | OU      | $-210668.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                   | Wynn Macau Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $170818.00    | 0.03%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                         | Adani Electricity Mumbai Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      294000 | PA      | $222790.92    | 0.04%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                                                              | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      848000 | PA      | $470918.92    | 0.09%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                             | Sinopec Group Overseas Development 2018 Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |      678000 | PA      | $592376.58    | 0.11%             | 2030-05-13      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                            | TransJamaican Highway Ltd                                                                                                           | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |      735255 | PA      | $586733.11    | 0.11%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $1889.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED BRL / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |           1 | NC      | $-2569.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                         | QatarEnergy Trading LLC                                                                                                             | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     2605000 | PA      | $1921187.50   | 0.35%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                         | State Oil Co of the Azerbaijan Republic                                                                                             | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |      701000 | PA      | $722369.28    | 0.13%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Sri Lanka                            | Sri Lanka Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      523000 | PA      | $162261.77    | 0.03%             | 2029-03-14      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                              | Republic of Austria Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      592000 | PA      | $511016.80    | 0.09%             | 2030-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $60797.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1788000 | PA      | $1140741.68   | 0.21%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Gabon                                | Gabon Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1690000 | PA      | $1597050.00   | 0.29%             | 2025-06-16      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                           | Commonwealth Bank of Australia                                                                                                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      855000 | PA      | $861829.59    | 0.16%             | 2029-10-03      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-139476.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $942984.78    | 0.17%             | 2024-02-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                         | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                                         | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $85850.00     | 0.02%             | 2026-11-08      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      486000 | PA      | $441945.07    | 0.08%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                | Republic of Kenya Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      361000 | PA      | $314972.50    | 0.06%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                           | New Zealand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4660000 | PA      | $2721085.60   | 0.49%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria                              | Republic of Austria Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4654000 | PA      | $4293038.47   | 0.78%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1045000 | PA      | $1042956.28   | 0.19%             | 2025-03-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R03                                                                                        | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122981 | PA      | $122681.29    | 0.02%             | 2031-09-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                                                                                | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2167000 | PA      | $1395840.39   | 0.25%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                             | Telefonica Europe BV                                                                                                                | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $305853.97    | 0.06%             | 2024-12-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-29641.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE AGE ROADS                                  | State Agency of Roads of Ukraine                                                                                                    | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |     1144000 | PA      | $193908.00    | 0.04%             | 2030-06-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                           | Egypt Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1145000 | PA      | $846934.29    | 0.15%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | Aris Mining Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |      595000 | PA      | $464403.45    | 0.08%             | 2026-08-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                                                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      445000 | PA      | $289718.65    | 0.05%             | 2026-10-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD MYR                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $12802.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED CNH / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $12880.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1548000 | PA      | $320299.78    | 0.06%             | 2029-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      579000 | PA      | $491828.75    | 0.09%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $4064.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                          | INEOS Quattro Finance 2 Plc                                                                                                         | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      561000 | PA      | $508908.90    | 0.09%             | 2026-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $810.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                                               | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1000000 | PA      | $936800.00    | 0.17%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                     | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1175000 | PA      | $1025882.67   | 0.19%             | 2029-06-09      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                         | Volcan Cia Minera SAA                                                                                                               | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      284000 | PA      | $244679.05    | 0.04%             | 2026-02-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                | Vedanta Resources Finance II PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      614000 | PA      | $534727.93    | 0.10%             | 2024-01-21      | Fixed         | 13.88%                | Yes           |                  2 | On Loan: —       |
| Standard Chartered Bank                          | PURCHASED USD / SOLD KRW                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-188269.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1918.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $14148.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      520000 | PA      | $447644.85    | 0.08%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      225000 | PA      | $36887.12     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                                      | Corp Nacional del Cobre de Chile                                                                                                    | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      369000 | PA      | $325672.41    | 0.06%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2022-B                                                                               | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      318747 | PA      | $317728.59    | 0.06%             | 2032-08-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                          | El Salvador Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      391000 | PA      | $170866.72    | 0.03%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                            | Japan Government Forty Year Bond                                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   368500000 | PA      | $2248091.47   | 0.41%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R06                                                                                        | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5969 | PA      | $5961.09      | 0.00%             | 2039-09-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                              | CNH Equipment Trust 2022-C                                                                                                          | CUSIP: 12664JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      395000 | PA      | $396489.11    | 0.07%             | 2026-07-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                                    | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      742800 | PA      | $738737.81    | 0.13%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| STATE OF QATAR                                   | Qatar Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1580000 | PA      | $1445311.32   | 0.26%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                               | Leviathan Bond Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      531793 | PA      | $500529.95    | 0.09%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AES GENER SA                                     | AES Andes SA                                                                                                                        | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      457000 | PA      | $420384.58    | 0.08%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      320000 | PA      | $318400.00    | 0.06%             | 2023-03-04      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                         | AES Panama Generation Holdings SRL                                                                                                  | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      295000 | PA      | $256266.50    | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                               | Angolan Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      701000 | PA      | $613767.56    | 0.11%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS25Q14   IRS EUR R F   .00000 IS25Q14 IRS R F-0.043 / Short: SS25Q14   IRS EUR P V 06MEURIB IS25Q25 IRS P V 06EURIB          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ER        |     3820000 | OU      | $-2067103.06  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                                                                                 | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      219000 | PA      | $157315.87    | 0.03%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                | Gabon Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      415000 | PA      | $338847.50    | 0.06%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan                           | Republic of Azerbaijan International Bond                                                                                           | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     1600000 | PA      | $1332000.00   | 0.24%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED MXN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-33179.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7621000 | PA      | $5414729.34   | 0.98%             | 2027-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                               | KWG Group Holdings Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      225000 | PA      | $81908.73     | 0.01%             | 2027-01-13      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                                                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      745000 | PA      | $670500.00    | 0.12%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1525000 | PA      | $1403169.31   | 0.25%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Securities,Inc.                             | HSBC Securities,Inc.                                                                                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |      800000 | PA      | $800000.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED SGD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |           1 | NC      | $44725.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                         | Credit Agricole Assurances SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $618582.44    | 0.11%             | 2048-09-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                 | Flatiron CLO 21 Ltd                                                                                                                 | CUSIP: 33883PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1562322 | PA      | $1524118.54   | 0.28%             | 2034-07-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                        | Prosus NV                                                                                                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $347167.45    | 0.06%             | 2032-08-03      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                          | Japan Finance Organization for Municipalities                                                                                       | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     1822000 | PA      | $1700635.01   | 0.31%             | 2027-02-12      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                             | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225835 | PA      | $222732.46    | 0.04%             | 2034-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                                                                                 | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1085000 | PA      | $887721.96    | 0.16%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd                 | Goldman Sachs Fin Square Govt Fd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      500000 | NS      | $500000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                         | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      660000 | PA      | $671749.75    | 0.12%             | 2025-05-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $9124.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                              | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      794000 | PA      | $630893.34    | 0.11%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                        | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      695000 | PA      | $649825.00    | 0.12%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Citibank N.A.                                    | PURCHASED USD / SOLD SGD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-23459.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                               | Yango Justice International Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      203000 | PA      | $5379.50      | 0.00%             | 2025-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1095000 | PA      | $902794.65    | 0.16%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                                               | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      498000 | PA      | $475590.00    | 0.09%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $100024.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: IS20CI8   CDS USD R F  3.00000 IS20CI8 CMBX / Short: IS20CI8   CDS USD P V 01MEVENT IS20CJ9 CMBX                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |      300322 | OU      | $-73648.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                         | Harley-Davidson Financial Services Inc                                                                                              | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |      330000 | PA      | $293891.28    | 0.05%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   554600000 | PA      | $3210797.62   | 0.58%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                               | Vivion Investments Sarl                                                                                                             | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $579220.22    | 0.10%             | 2024-08-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                       | Grifols SA                                                                                                                          | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      181000 | PA      | $182652.51    | 0.03%             | 2025-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1695000 | PA      | $1665430.53   | 0.30%             | 2031-02-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                   | BMW Finance NV                                                                                                                      | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      835000 | PA      | $845312.06    | 0.15%             | 2025-08-29      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-389.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2428769 | PA      | $2208743.25   | 0.40%             | 2037-09-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO GOVT FD LEX                          | WELLS FARGO GOVT FD LEX                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      400000 | NS      | $400000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Trust                                       | BFLD Trust                                                                                                                          | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $295678.74    | 0.05%             | 2038-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government International Bond                                                                              | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      541000 | PA      | $396066.10    | 0.07%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                         | Bundesrepublik Deutschland Bundesanleihe                                                                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2602101 | PA      | $3089808.14   | 0.56%             | 2042-07-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD JPY                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-69419.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                          | El Salvador Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      745000 | PA      | $296130.45    | 0.05%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD CLP                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-394701.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -3 | NC      | $65634.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                     | Ecopetrol SA                                                                                                                        | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      767000 | PA      | $653238.45    | 0.12%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BELLEMEADE RE LT                                 | Bellemeade Re 2019-4 Ltd                                                                                                            | CUSIP: 07876LAD1<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |      486000 | PA      | $464378.39    | 0.08%             | 2029-10-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                     | ING Groep NV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      790000 | PA      | $759229.50    | 0.14%             | 2024-04-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Axtel SAB de CV                                  | Axtel SAB de CV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300BVRDR8XTSXAD13 | Long             | DBT              | CORP              | MX        |      320000 | PA      | $261738.52    | 0.05%             | 2024-11-14      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS2HIH0   IRS EUR R F  1.80000 IS2HIH0 CCPVANILLA / Short: SS2HIH0   IRS EUR P V 06MEURIB IS2HII1 CCPVANILLA                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4900000 | OU      | $-592418.87   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                                                         | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      446000 | PA      | $448174.25    | 0.08%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      565000 | PA      | $641219.58    | 0.12%             | 2026-01-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                               | Yango Justice International Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      320000 | PA      | $8480.00      | 0.00%             | 2024-04-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CBB INTL SUKUK PRGM SPC                          | CBB International Sukuk Programme Co WLL                                                                                            | CUSIP: 12482TAA6<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |     1049000 | PA      | $1018918.88   | 0.18%             | 2027-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                      | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DFE              |  | AU        |           1 | NC      | $50514.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $5213.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED MXN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-8728.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R02                                                                                        | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100447 | PA      | $100321.97    | 0.02%             | 2031-08-25      | Floating      | 6.69%                 | 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      | $-33304.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                         | Empresa de Transporte de Pasajeros Metro SA                                                                                         | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $181663.22    | 0.03%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $70.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                       | Allianz SE                                                                                                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $392964.58    | 0.07%             | 2052-07-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                             | Western Digital Corp                                                                                                                | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      217000 | PA      | $167886.39    | 0.03%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgeral & Co                            | Cantor Fitzgeral & Co                                                                                                               | CUSIP: 000000000<br>LEI: 5493004J7H4GCPG6OB62 | Long             | RA               | CORP              | US        |     1200000 | PA      | $1200000.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                | Motion Finco Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      375000 | PA      | $398767.59    | 0.07%             | 2025-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                           | Pertamina Persero PT                                                                                                                | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      439000 | PA      | $418403.55    | 0.08%             | 2042-05-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES SA                                 | CSN Resources SA                                                                                                                    | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      595000 | PA      | $471222.27    | 0.09%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| STUDIO CITY FINANCE LTD                          | Studio City Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $155303.92    | 0.03%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                                            | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      915000 | PA      | $851165.24    | 0.15%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                  | Kingdom of Belgium Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1741448 | PA      | $1713235.02   | 0.31%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS2JMV8   CDS USD R F  1.00000 IS2JMV8 CCPCDX / Short: SS2JMV8   CDS USD P V 03MEVENT IS2JMW9 CCPCDX                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1270000 | OU      | $-74236.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                | Ghana Government International Bond                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      490000 | PA      | $180320.00    | 0.03%             | 2029-05-16      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $499164.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                               | Peru Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    10049000 | PA      | $2322457.92   | 0.42%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1370.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -10 | NC      | $35297.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3505000 | PA      | $2676122.25   | 0.48%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                           | Discover Financial Services                                                                                                         | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      187000 | PA      | $190081.11    | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3269.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                                                                           | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      849000 | PA      | $624529.17    | 0.11%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD GBP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-243620.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                          | Principal Financial Group Inc                                                                                                       | CUSIP: 74251VAL6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $290250.00    | 0.05%             | 2055-05-15      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                       | Allianz SE                                                                                                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $494130.19    | 0.09%             | 2047-07-06      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                           | Engie Energia Chile SA                                                                                                              | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      326000 | PA      | $266176.30    | 0.05%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica                            | Jamaica Government International Bond                                                                                               | CUSIP: 470160BQ4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      570000 | PA      | $585577.19    | 0.11%             | 2025-07-09      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: SS24116   IRS CNY R F  2.58500 SS24116 NDRSLV513321 LCH / Short: SS24116   IRS CNY P V 03MLIBOR IS24127 NDRSLV513321 LCH      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    41560000 | OU      | $5697.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4821400000 | PA      | $701527.90    | 0.13%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                                                                                                            | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3133000 | PA      | $2247869.65   | 0.41%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                           | Commonwealth Bank of Australia                                                                                                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1015000 | PA      | $867294.91    | 0.16%             | 2029-10-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      203000 | PA      | $32757.79     | 0.01%             | 2027-01-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $11293.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $6657.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIMINI BIDCO SPA                                 | Rimini Bidco SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 815600E0EAFAEE1B3F69 | Long             | DBT              | CORP              | IT        |      605000 | PA      | $574602.57    | 0.10%             | 2026-12-14      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                               | Voya Financial Inc                                                                                                                  | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      589000 | PA      | $572920.30    | 0.10%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                  | GNL Quintero SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |      164720 | PA      | $159049.08    | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                   | Bombardier Inc                                                                                                                      | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      435000 | PA      | $430786.62    | 0.08%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                               | Zambia Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1123000 | PA      | $495849.42    | 0.09%             | 2027-07-30      | Fixed         | 8.97%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                              | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | AU        |           1 | NC      | $4696.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED SGD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |           1 | NC      | $29997.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Senegal                              | Senegal Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      469000 | PA      | $386456.00    | 0.07%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government of Jamaica                            | Jamaica Government International Bond                                                                                               | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      573000 | PA      | $644020.44    | 0.12%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange, Inc.                  | Long: SS2JN59   CDS USD R F  1.00000 IS2JN59 CCPSOVEREIGN / Short: SS2JN59   CDS USD P V 03MEVENT IS2JN60 CCPSOVEREIGN              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      710000 | OU      | $-45830.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer