# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-23-043989
**Filing Date:** 2023-2
**Character Count:** 215694
**Document Hash:** ae2270ce416fb77000e08e78bf22a2f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043989.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043989

**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:** 23678656

**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

### Loomis Sayles Global Allocation Portfolio (Series ID: S000011124)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030755 | Class A      |  |
| C000030756 | Class B      |  |

## 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:** Loomis Sayles Global Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000011124

- **c. LEI of Series:** 5493008O5VHUD60N5O12

**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:** $362109392.50

**Total Liabilities:** $3239777.31

**Net Assets:** $358869615.19

**Cash Not Reported:** $849277.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -74.54000000 | **1-Year:** -2144.22000000 | **5-Year:** -8812.83000000 | **10-Year:** -7781.48000000 | **30-Year:** -1346.71000000

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

- **3-Month:** -52.23000000 | **1-Year:** -1725.45000000 | **5-Year:** -8842.59000000 | **10-Year:** -6101.85000000 | **30-Year:** -1535.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030756 | 5.47%                | 7.87%                | -4.36%               |
| Class ID C000030755 | 5.47%                | 7.97%                | -4.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $747868.32               | $17658350.46                               |
| Month 2  | $2098573.41              | $24431538.22                               |
| Month 3  | $-274403.46              | $-17078893.03                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** Securities

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HILTON GRAND VAC BOR ESC                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $43000.00     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      85000 | PA      | $61054.47     | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18819.29     | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE          | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      12816 | NS      | $9310117.90   | 2.59%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                           | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8589.67      | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      56832 | NS      | $7535354.88   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      20000 | PA      | $14735.27     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                     | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97370.59     | 0.03%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                     | QatarEnergy Trading LLC                                                          | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     305000 | PA      | $252375.91    | 0.07%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       8245 | NS      | $5842654.35   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                     | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     215000 | PA      | $184878.50    | 0.05%             | 2028-04-11      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BARINGS BDC INC                              | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50854.70     | 0.01%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      34891 | NS      | $9310314.44   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $170833.29    | 0.05%             | 2027-09-14      | Fixed         | 1.72%                 | 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      | $-29853.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     900000 | PA      | $725580.00    | 0.20%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     510000 | PA      | $502987.50    | 0.14%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale                             | Societe Generale                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |     200000 | PA      | $200000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                              | RingCentral Inc                                                                  | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      60000 | PA      | $47100.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                      | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     280000 | PA      | $245776.41    | 0.07%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                        | Owl Rock Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     225000 | PA      | $176664.22    | 0.05%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                      | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     235000 | PA      | $231144.41    | 0.06%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     325000 | PA      | $297859.95    | 0.08%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. LLC                     | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-851.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33757.09     | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                      | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     450000 | PA      | $359120.25    | 0.10%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRAPORT AG                                   | Fraport AG Frankfurt Airport Services Worldwide                                  | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | DBT              | CORP              | DE        |     355000 | PA      | $326011.73    | 0.09%             | 2028-03-31      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                        | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1150000 | PA      | $699230.37    | 0.19%             | 2026-09-21      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $166060.13    | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                            | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     105000 | PA      | $88269.36     | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $35972.32     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DOMINICAN REPUBLIC                           | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $124509.16    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                           | Naturgy Finance BV                                                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $189999.97    | 0.05%             | 2028-01-29      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     140000 | PA      | $99741.50     | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     245000 | PA      | $215645.04    | 0.06%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                     | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      85000 | PA      | $78465.63     | 0.02%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $55924.20     | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                         | Republic of Italy Government International Bond                                  | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     280000 | PA      | $263533.20    | 0.07%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      16636 | NS      | $8820074.48   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                             | Peruvian Government International Bond                                           | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     125000 | PA      | $115057.79    | 0.03%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     830000 | PA      | $699072.80    | 0.19%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      20402 | NS      | $11043662.50  | 3.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      55000 | PA      | $45674.16     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38612.93     | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                       | Penn Entertainment Inc                                                           | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $29480.00     | 0.01%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $67838.51     | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                         | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAA4<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $194250.00    | 0.05%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     285000 | PA      | $294513.30    | 0.08%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53005.34     | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5500000000 | PA      | $356663.51    | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         15 | NC      | $-11761.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $276338.20    | 0.08%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                   | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    4418237 | PA      | $4418237.23   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $132920.76    | 0.04%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20047.00     | 0.01%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                     | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $47596.15     | 0.01%             | 2024-04-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                        | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      45000 | PA      | $32944.71     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                           | Diageo Capital PLC                                                               | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $159279.88    | 0.04%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| EQT Corp                                     | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55389.91     | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Institutional Mortgage Securities Canada Inc | Institutional Mortgage Securities Canada Inc                                     | CUSIP: 45779BCM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      67455 | PA      | $48983.19     | 0.01%             | 2047-07-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                       | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     215000 | PA      | $167299.12    | 0.05%             | 2030-01-17      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     205000 | PA      | $156212.48    | 0.04%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                                 | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $441444.70    | 0.12%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                | HSBC Bank PLC                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |     239715 | PA      | $239715.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     745000 | PA      | $703564.71    | 0.20%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| TELADOC HEALTH INC                           | Teladoc Health Inc                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1524866.68   | 0.42%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                         | Paraguay Government International Bond                                           | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $193275.69    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                          | Macquarie Group Ltd                                                              | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     425000 | PA      | $362011.23    | 0.10%             | 2027-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                             | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     410000 | PA      | $371086.60    | 0.10%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                        | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1002095.25   | 0.28%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                     | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     350000 | PA      | $341618.35    | 0.10%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65320.97     | 0.02%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                 | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     325000 | PA      | $226219.01    | 0.06%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      14985 | NS      | $6840652.50   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT PHARMA SOLUTION                     | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |      55000 | PA      | $43792.38     | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                  | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $105655.97    | 0.03%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                                    | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     215000 | PA      | $212551.15    | 0.06%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NEW ZEALAND GOVERNMENT                       | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     690000 | PA      | $348581.09    | 0.10%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                              | Nordea Bank Abp                                                                  | CUSIP: 65559CAB7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     410000 | PA      | $365807.09    | 0.10%             | 2025-08-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $259819.24    | 0.07%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: —       |
| ANZ NEW ZEALAND INTL/LDN                     | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBN8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     375000 | PA      | $327607.85    | 0.09%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                         | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     140000 | PA      | $116923.36    | 0.03%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                         | Tencent Holdings Ltd                                                             | CUSIP: 88032WAE6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199823.93    | 0.06%             | 2023-01-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                    | Baidu Inc                                                                        | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197620.00    | 0.06%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      26011 | NS      | $3043547.11   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                       | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     215000 | PA      | $157111.45    | 0.04%             | 2030-04-20      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     520000 | PA      | $359292.15    | 0.10%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC CI                          | Inversiones CMPC SA/Cayman Islands Branch                                        | CUSIP: 46128MAF8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $397600.00    | 0.11%             | 2023-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                      | Unifin Financiera SAB de CV                                                      | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     245000 | PA      | $7656.25      | 0.00%             | 2023-09-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                      | America Movil SAB de CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $169787.88    | 0.05%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                     | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     365000 | PA      | $304318.75    | 0.08%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                     | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      60000 | PA      | $48195.00     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1445000 | PA      | $302531.98    | 0.08%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                     | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     170000 | PA      | $168857.68    | 0.05%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      33081 | NS      | $10790360.58  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                 | DNB Bank ASA                                                                     | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     410000 | PA      | $356363.76    | 0.10%             | 2027-05-25      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                           | Sigma Alimentos SA de CV                                                         | CUSIP: 000000000<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $189500.51    | 0.05%             | 2026-05-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CEZ AS                                       | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     175000 | PA      | $160727.99    | 0.04%             | 2026-12-02      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     425000 | PA      | $333824.75    | 0.09%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     530000 | PA      | $510870.31    | 0.14%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                                          | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     125000 | PA      | $117478.44    | 0.03%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         20 | NC      | $-23943.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                  | Prologis LP                                                                      | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136476.71    | 0.04%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                     | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     210000 | PA      | $178589.78    | 0.05%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $213522.93    | 0.06%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| National Bank Of Canada                      | National Bank Of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |     100000 | PA      | $100000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                           | Credit Agricole SA                                                               | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $192928.97    | 0.05%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $23355.23     | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      70000 | PA      | $47006.41     | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                        | Indonesia Government International Bond                                          | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $177524.28    | 0.05%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                       | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      94000 | PA      | $102743.96    | 0.03%             | 2029-08-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                              | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $337613.96    | 0.09%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                      | Peloton Interactive Inc                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      15000 | PA      | $10632.28     | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                     | CK Hutchison International 19 Ltd                                                | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $207700.22    | 0.06%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $17113.18     | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| SINGAPORE GOVERNMENT                         | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     515000 | PA      | $382229.86    | 0.11%             | 2023-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                     | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     180000 | PA      | $187113.20    | 0.05%             | 2025-04-30      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                     | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      75000 | PA      | $63531.25     | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                     | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     310000 | PA      | $301771.38    | 0.08%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     120000 | PA      | $82071.79     | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38865.66     | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET INST US GOVT FUND               | STATE STREET INST US GOVT FUND                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     200000 | NS      | $200000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                                    | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     260000 | PA      | $244121.12    | 0.07%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                       | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     180000 | PA      | $177944.40    | 0.05%             | 2026-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      22895 | NS      | $3782711.90   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA         | TOBACCO SETTLEMENT FING CORP VA                                                  | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     625000 | PA      | $563025.56    | 0.16%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5342.35      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                         | Videotron Ltd                                                                    | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $217241.90    | 0.06%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                       | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     210000 | PA      | $181387.50    | 0.05%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $35786.40     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                  | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     265000 | PA      | $247138.74    | 0.07%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                       | Brookfield Finance Inc                                                           | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     185000 | PA      | $169627.61    | 0.05%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     101072 | NS      | $8917582.56   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                              | CUSIP: 459058JY0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    1315000 | PA      | $883060.38    | 0.25%             | 2026-07-22      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      22148 | NS      | $5495140.28   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER CHILE                        | Banco Santander Chile                                                            | CUSIP: 05970FAD3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     250000 | PA      | $212812.50    | 0.06%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                   | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $141825.57    | 0.04%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     220000 | PA      | $190586.00    | 0.05%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1119562.68   | 0.31%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                       | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    4930000 | PA      | $484096.93    | 0.13%             | 2025-03-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EL PASO ENERGY CAP TRST                      | El Paso Energy Capital Trust I                                                   | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2834 | NS      | $127640.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     155000 | PA      | $127683.53    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                       | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $106003.47    | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     155000 | PA      | $131352.60    | 0.04%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |      60000 | PA      | $59415.60     | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     125000 | PA      | $97812.50     | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                          | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  500000000 | PA      | $368835.09    | 0.10%             | 2025-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                          | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $179342.10    | 0.05%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                           | Turkey Government International Bond                                             | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     950000 | PA      | $762375.00    | 0.21%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                     | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     345000 | PA      | $298764.85    | 0.08%             | 2035-01-23      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     260000 | PA      | $203257.80    | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     125000 | PA      | $97450.50     | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                          | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $973722.01    | 0.27%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3271.33      | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                              | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4070.00      | 0.00%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                           | Turkey Government International Bond                                             | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $188172.00    | 0.05%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                     | Kia Corp                                                                         | CUSIP: 49374JAA1<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $171834.43    | 0.05%             | 2026-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                           | Realty Income Corp                                                               | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     125000 | PA      | $112552.99    | 0.03%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                        | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $160053.73    | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9190.35      | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                        | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     320000 | PA      | $286696.18    | 0.08%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     102000 | PA      | $74945.55     | 0.02%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54240.45     | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                          | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103511.05    | 0.03%             | 2025-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     495000 | PA      | $424295.37    | 0.12%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                     | Snap Inc                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      80000 | PA      | $55880.00     | 0.02%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                               | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      30000 | PA      | $21735.04     | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   14420800 | PA      | $719548.82    | 0.20%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52375.20     | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                     | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     160000 | PA      | $130430.28    | 0.04%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                   | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     355000 | PA      | $336637.57    | 0.09%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1835000 | PA      | $91844.64     | 0.03%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      41142 | NS      | $9968295.18   | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                  | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46317.93     | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                          | Macquarie Group Ltd                                                              | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     505000 | PA      | $387427.26    | 0.11%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $1378821.98   | 0.38%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                     | Hess Midstream Operations LP                                                     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $38963.40     | 0.01%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     265000 | PA      | $215384.16    | 0.06%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                 | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      75000 | PA      | $56450.25     | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      38859 | NS      | $7961820.51   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                       | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104549.55    | 0.03%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                         | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        250 | NS      | $286005.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13544.25     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale                             | Societe Generale                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |     200000 | PA      | $200000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                     | Scientific Games International Inc                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57600.00     | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                             | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     120000 | PA      | $106738.05    | 0.03%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     105000 | PA      | $65756.25     | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                     | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     205000 | PA      | $172350.97    | 0.05%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3929.00      | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $254818.45    | 0.07%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     125000 | PA      | $83593.75     | 0.02%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      49587 | NS      | $2437696.92   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      40967 | NS      | $5986917.38   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      11485 | NS      | $3865047.05   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                        | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24896.24     | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                         | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    3965000 | PA      | $383152.20    | 0.11%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                 | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     215000 | PA      | $153162.86    | 0.04%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                        | Indonesia Government International Bond                                          | CUSIP: 455780BT2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $197808.22    | 0.06%             | 2025-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                         | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    4250000 | PA      | $412086.54    | 0.11%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      55000 | PA      | $39272.20     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY INST GOVT LEX                       | FIDELITY INST GOVT LEX                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     200000 | NS      | $200000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                  | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     285000 | PA      | $248934.47    | 0.07%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                            | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     975000 | PA      | $622050.00    | 0.17%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                       | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $262621.40    | 0.07%             | 2024-11-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     310000 | PA      | $269953.39    | 0.08%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     780000 | PA      | $748799.90    | 0.21%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Republic of South Africa                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5960000 | PA      | $295347.31    | 0.08%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                            | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $321652.53    | 0.09%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FIN I UK PLC                      | Brookfield Finance I UK Plc / Brookfield Finance Inc                             | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     175000 | PA      | $133225.56    | 0.04%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     750000 | PA      | $677924.81    | 0.19%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $37775.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50849.07     | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                   | Weibo Corp                                                                       | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $193730.87    | 0.05%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     230000 | PA      | $190239.90    | 0.05%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256500 | PA      | $255012.77    | 0.07%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8252400 | PA      | $399159.27    | 0.11%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                      | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1687467.00   | 0.47%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                       | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     180000 | PA      | $172083.93    | 0.05%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                       | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     455000 | PA      | $265509.18    | 0.07%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                         | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      85000 | PA      | $69436.56     | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Ovintiv Inc                                  | Ovintiv Inc                                                                      | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10643.87     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    4220000 | PA      | $424855.89    | 0.12%             | 2023-08-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                       | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25637.70     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                     | Republic of South Africa Government International Bond                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     965000 | PA      | $706090.50    | 0.20%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     540000 | PA      | $366552.00    | 0.10%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BRF SA                                       | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     365000 | PA      | $307821.39    | 0.09%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                        | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     250000 | PA      | $219766.67    | 0.06%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $32504.40     | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                           | Seagate HDD Cayman                                                               | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       7650 | PA      | $8390.52      | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     175000 | PA      | $154687.19    | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                         | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     230000 | PA      | $188432.10    | 0.05%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                      | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     260000 | PA      | $210170.39    | 0.06%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34022.20     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                   | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      85128 | NS      | $7278444.00   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CHILE                               | Banco de Chile                                                                   | CUSIP: 059520AC0<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $170115.22    | 0.05%             | 2031-12-09      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-11858.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24202.51     | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $471707.60    | 0.13%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                               | Livongo Health Inc                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |     520000 | PA      | $454376.00    | 0.13%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                         | Westpac Banking Corp                                                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $340157.46    | 0.09%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                        | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     296000 | PA      | $219243.71    | 0.06%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7187.67      | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5248.02      | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $57130.71     | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                       | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1150000 | PA      | $686137.15    | 0.19%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                       | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8189.35      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3000000 | PA      | $459515.90    | 0.13%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                       | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     300000 | PA      | $261511.70    | 0.07%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                    | Colbun SA                                                                        | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     295000 | PA      | $254966.08    | 0.07%             | 2030-03-06      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                          | Nigeria Government International Bond                                            | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $154272.00    | 0.04%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                     | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $126163.18    | 0.04%             | 2041-10-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                | Nomura Research Institute Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     268400 | NS      | $6380532.85   | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                     | Fonterra Co-operative Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |     500000 | PA      | $343790.96    | 0.10%             | 2024-02-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                               | Atlas Copco AB                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     718521 | NS      | $8506827.64   | 2.37%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2195000 | PA      | $2106085.36   | 0.59%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                        | Owl Rock Capital Corp                                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     480000 | PA      | $440648.87    | 0.12%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                     | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    1480000 | PA      | $779815.75    | 0.22%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1B PTT                       | American Airlines 2017-1 Class B Pass Through Trust                              | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87635 | PA      | $82403.92     | 0.02%             | 2025-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                          | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     435000 | PA      | $279517.29    | 0.08%             | 2030-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 6358000000 | PA      | $420293.38    | 0.12%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2080000 | PA      | $1271764.54   | 0.35%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                | Enel Chile SA                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     110000 | PA      | $107194.85    | 0.03%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      30225 | NS      | $10510139.25  | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1242472 | PA      | $1170938.27   | 0.33%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     495000 | PA      | $432877.50    | 0.12%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3105000 | PA      | $3012577.75   | 0.84%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                            | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $1845042.50   | 0.51%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                       | US Airways 2012-1 Class A Pass Through Trust                                     | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      31674 | PA      | $30634.67     | 0.01%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                               | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $85000.00     | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      75000 | PA      | $60595.89     | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      60000 | PA      | $50335.59     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      31074 | NS      | $9815033.64   | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $1072751.96   | 0.30%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $255966.80    | 0.07%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     275000 | PA      | $215180.11    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                            | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     125000 | PA      | $109025.00    | 0.03%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                       | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      40000 | PA      | $37926.90     | 0.01%             | 2025-04-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered PLC                                                           | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $191028.56    | 0.05%             | 2026-03-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     160000 | PA      | $134044.05    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                           | Grupo Televisa SAB                                                               | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    6000000 | PA      | $188746.05    | 0.05%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                           | Seagate HDD Cayman                                                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      10000 | PA      | $8290.43      | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                       | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     125000 | PA      | $120456.08    | 0.03%             | 2028-06-05      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      80000 | PA      | $65778.15     | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                     | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $196912.41    | 0.05%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| OOREDOO INTL FINANCE                         | Ooredoo International Finance Ltd                                                | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $214590.00    | 0.06%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                             | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     245000 | PA      | $192975.13    | 0.05%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                               | Albemarle Corp                                                                   | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188497.56    | 0.05%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                 | Barclays PLC                                                                     | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     225000 | PA      | $216144.68    | 0.06%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                    | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      55000 | PA      | $43885.88     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                     | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $167794.63    | 0.05%             | 2028-07-24      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18748.54     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                           | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     580000 | PA      | $393936.92    | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     255000 | PA      | $214549.35    | 0.06%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                     | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9950000 | PA      | $214929.96    | 0.06%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                         | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1477000 | PA      | $150492.14    | 0.04%             | 2024-03-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                              | Nordea Bank Abp                                                                  | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     205000 | PA      | $197822.62    | 0.06%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                       | Power Finance Corp Ltd                                                           | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $175123.19    | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KT Corp                                      | KT Corp                                                                          | CUSIP: 48268KAE1<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |     210000 | PA      | $191624.57    | 0.05%             | 2026-07-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     170000 | PA      | $144507.58    | 0.04%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                     | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $359088.70    | 0.10%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $227192.63    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                                      | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25143.66     | 0.01%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                          | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     385000 | PA      | $359975.00    | 0.10%             | 2029-11-02      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                          | Braskem Netherlands Finance BV                                                   | CUSIP: N15516AD4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $170091.72    | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONDA SA                                | Telecomunicaciones Digitales SA                                                  | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $179650.00    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12460.80     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     325000 | PA      | $303345.25    | 0.08%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      18883 | NS      | $6484044.54   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                     | Empresas Publicas de Medellin ESP                                                | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $158750.00    | 0.04%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                          | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     640000 | PA      | $719025.49    | 0.20%             | 2026-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     970000 | PA      | $854346.42    | 0.24%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     730000 | PA      | $730511.00    | 0.20%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                     | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     325000 | PA      | $317949.19    | 0.09%             | 2028-02-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                     | Aydem Yenilenebilir Enerji AS                                                    | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |     210000 | PA      | $170956.80    | 0.05%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163500.00    | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                     | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     230000 | PA      | $208260.37    | 0.06%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                      | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205500 | PA      | $202611.56    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                 | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17640.00     | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                      | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      24594 | NS      | $5836894.02   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |      90000 | PA      | $83963.13     | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                     | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17300.00     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1015156.32   | 0.28%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     805000 | PA      | $512013.67    | 0.14%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                                     | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     205000 | PA      | $184298.96    | 0.05%             | 2026-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                        | Tenet Healthcare Corp                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14407.65     | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | 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        |    5875000 | PA      | $972443.11    | 0.27%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161250.00    | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     175000 | PA      | $145510.75    | 0.04%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     140000 | PA      | $135182.09    | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     335000 | PA      | $333990.42    | 0.09%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95289.03     | 0.03%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     230000 | PA      | $212200.59    | 0.06%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     235000 | PA      | $265316.06    | 0.07%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                     | MTN Mauritius Investments Ltd                                                    | CUSIP: 000000000<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $194460.00    | 0.05%             | 2024-11-11      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                      | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $146623.65    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   11655000 | PA      | $553280.25    | 0.15%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                            | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1130000 | PA      | $270388.61    | 0.08%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                     | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      95000 | PA      | $78814.49     | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                     | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $274652.38    | 0.08%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                      | Hyundai Capital America                                                          | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     500000 | PA      | $446915.84    | 0.12%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3405.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $406192.58    | 0.11%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     115000 | PA      | $94271.16     | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                        | Japanese Government CPI Linked Bond                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   87497980 | PA      | $691703.40    | 0.19%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                         | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1305500000 | PA      | $230366.10    | 0.06%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                           | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $331539.62    | 0.09%             | 2030-10-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| National Bank Financial Inc.                 | National Bank Financial Inc.                                                     | CUSIP: 000000000<br>LEI: 254900XZG349Z8CSZB72 | Long             | RA               | CORP              | US        |      50000 | PA      | $50000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                     | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     135000 | PA      | $109935.90    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                | AIA Group Ltd                                                                    | CUSIP: 00131MAH6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $181865.09    | 0.05%             | 2029-04-09      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                      | United Airlines 2016-2 Class B Pass Through Trust                                | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57176 | PA      | $50395.05     | 0.01%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |          1 | NC      | $332497.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                            | Bharti Airtel Ltd                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     305000 | PA      | $257788.56    | 0.07%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                           | Dominican Republic International Bond                                            | CUSIP: 25714PAJ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $207989.48    | 0.06%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     450000 | PA      | $340581.60    | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $650444.68    | 0.18%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2100000 | PA      | $1460320.30   | 0.41%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                     | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     525000 | PA      | $569690.81    | 0.16%             | 2023-10-31      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec                           | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     310000 | PA      | $207608.42    | 0.06%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                      | Unifin Financiera SAB de CV                                                      | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     250000 | PA      | $6250.00      | 0.00%             | 2029-01-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC                                  | Ovintiv Inc                                                                      | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10973.57     | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |      75000 | PA      | $70580.81     | 0.02%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                   | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     215000 | PA      | $232869.42    | 0.06%             | 2027-05-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                          | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4891.31      | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                         | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 4868600000 | PA      | $857421.24    | 0.24%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                       | Engie Energia Chile SA                                                           | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     305000 | PA      | $249029.98    | 0.07%             | 2030-01-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     425000 | PA      | $367114.75    | 0.10%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                          | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      65000 | PA      | $53902.58     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                              | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      85000 | PA      | $62748.81     | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                        | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     485000 | PA      | $451467.26    | 0.13%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                       | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      16054 | NS      | $6936772.86   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32856.54     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                     | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $55569.86     | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     130000 | PA      | $134935.57    | 0.04%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                     | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $159882.00    | 0.04%             | 2031-07-01      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1062802.38   | 0.30%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                     | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      54904 | NS      | $5483537.85   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO                     | Korea East-West Power Co Ltd                                                     | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $184438.87    | 0.05%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                           | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     235000 | PA      | $200059.99    | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     404000 | PA      | $296218.36    | 0.08%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                           | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    4200000 | PA      | $333894.25    | 0.09%             | 2031-05-12      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                 | SK Hynix Inc                                                                     | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     300000 | PA      | $219949.44    | 0.06%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                        | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $74808.36     | 0.02%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                             | Societe Generale SA                                                              | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     260000 | PA      | $249559.40    | 0.07%             | 2025-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD Prime Svcs                                | TD Prime Svcs                                                                    | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |     200000 | PA      | $200000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                         | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |     215000 | PA      | $197401.95    | 0.06%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                        | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     885000 | PA      | $1062885.00   | 0.30%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BIOMARIN PHARMACEUTICAL                      | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53728.04     | 0.01%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                            | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      35000 | PA      | $28773.85     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                       | Brazilian Government International Bond                                          | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     340000 | PA      | $315028.57    | 0.09%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                                                        | CUSIP: 03835VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     100000 | PA      | $93267.28     | 0.03%             | 2028-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                         | TC Ziraat Bankasi AS                                                             | CUSIP: 90014TAG6<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $225707.50    | 0.06%             | 2026-03-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                          | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     245000 | PA      | $235719.40    | 0.07%             | 2024-03-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                          | NatWest Markets PLC                                                              | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $185295.03    | 0.05%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                  | Ashland LLC                                                                      | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |     160000 | PA      | $127883.33    | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                 | Kookmin Bank                                                                     | CUSIP: 50050GAP3<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     315000 | PA      | $280397.41    | 0.08%             | 2026-05-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                  | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4953.72      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                          | Canadian Government Bond                                                         | CUSIP: 135087K94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     915000 | PA      | $619436.08    | 0.17%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28528.44     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $11048.23     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   24011500 | PA      | $1114535.79   | 0.31%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                             | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAE4<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $79533.90     | 0.02%             | 2023-11-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                             | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      85000 | PA      | $69887.00     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4878.20      | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                       | Anglo American Capital PLC                                                       | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $162536.99    | 0.05%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6865.59      | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                      | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      65000 | PA      | $70135.85     | 0.02%             | 2024-03-18      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                          | Nomura Holdings Inc                                                              | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     245000 | PA      | $204138.43    | 0.06%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                             | Antares Holdings LP                                                              | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     255000 | PA      | $251371.03    | 0.07%             | 2023-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3802.49      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                           | Dominican Republic International Bond                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $192483.68    | 0.05%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     240000 | PA      | $220767.64    | 0.06%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8299.73      | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                     | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     285000 | PA      | $50448.41     | 0.01%             | 2031-01-11      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                     | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      80000 | PA      | $64784.80     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                               | EDP Finance BV                                                                   | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     205000 | PA      | $169190.03    | 0.05%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                      | Korea National Oil Corp                                                          | CUSIP: 50066PAS9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     240000 | PA      | $211601.44    | 0.06%             | 2027-04-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                     | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104930.10    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19892.53     | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     845000 | PA      | $836346.15    | 0.23%             | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      35000 | PA      | $26950.00     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avon Products Inc                            | Avon Products Inc                                                                | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38296.00     | 0.01%             | 2043-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      35936 | NS      | $9538133.12   | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                      | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9775.00      | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                       | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      85000 | PA      | $70693.10     | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                         | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      59376 | NS      | $2141518.48   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd    | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     396000 | NS      | $5771560.81   | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29854.18     | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      85000 | PA      | $58343.75     | 0.02%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                         | Edison International                                                             | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19668.03     | 0.01%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                         | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAA9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     350000 | PA      | $349657.00    | 0.10%             | 2023-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15051.63     | 0.00%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                             | Zillow Group Inc                                                                 | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10075.00     | 0.00%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $11886.57     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                       | Brazilian Government International Bond                                          | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     290000 | PA      | $277674.21    | 0.08%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $570555.41    | 0.16%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                       | Anglo American Capital PLC                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198547.20    | 0.06%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                         | Tencent Holdings Ltd                                                             | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195130.85    | 0.05%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                          | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     215000 | PA      | $255934.91    | 0.07%             | 2024-09-07      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      40000 | PA      | $44160.00     | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                     | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17688.00     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     295000 | PA      | $244251.15    | 0.07%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     880000 | PA      | $746521.87    | 0.21%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                       | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $184365.61    | 0.05%             | 2027-10-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mettler-Toledo International Inc             | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       4707 | NS      | $6803733.15   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                     | MTN Mauritius Investments Ltd                                                    | CUSIP: 55377XAA4<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $388920.00    | 0.11%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                          | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     350000 | PA      | $326448.50    | 0.09%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0% 2031                            | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     405000 | PA      | $334139.62    | 0.09%             | 2031-10-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                          | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  500000000 | PA      | $384842.93    | 0.11%             | 2023-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                  | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8787.20      | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Securities,Inc.                         | HSBC Securities,Inc.                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |     200000 | PA      | $200000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $109444.50    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177327.30    | 0.05%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $-1499.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2B PTT                       | American Airlines 2017-2 Class B Pass Through Trust                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65403 | PA      | $58768.00     | 0.02%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                        | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     950000 | PA      | $651037.75    | 0.18%             | 2023-04-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     350000 | PA      | $286361.92    | 0.08%             | 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        |     300000 | NS      | $300000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA 2015-2A PTT                       | Air Canada 2015-2 Class A Pass Through Trust                                     | CUSIP: 009088AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     120148 | PA      | $98386.78     | 0.03%             | 2027-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $163198.10    | 0.05%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                         | Colombia Government International Bond                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $176990.56    | 0.05%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |      60000 | PA      | $57525.00     | 0.02%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                   | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     135000 | PA      | $113913.00    | 0.03%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-24544.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                     | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     360000 | PA      | $338968.80    | 0.09%             | 2025-02-28      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                      | Air Canada 2017-1 Class AA Pass Through Trust                                    | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     182896 | PA      | $156134.04    | 0.04%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                | CommScope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      65000 | PA      | $46466.47     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| S&P Global Inc                               | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      31329 | NS      | $10493335.26  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25338.25     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134514.68    | 0.04%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  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    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                 | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44328.25     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BK INDIA                       | Export-Import Bank of India                                                      | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     310000 | PA      | $243553.98    | 0.07%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41190.00     | 0.01%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                          | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     125000 | PA      | $158104.08    | 0.04%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                         | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    1120000 | PA      | $816461.10    | 0.23%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                              | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $56350.00     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      45917 | NS      | $6157469.70   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     355000 | PA      | $321564.24    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      92040 | NS      | $7731360.00   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                        | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      12423 | NS      | $1747163.73   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1258.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29100.00     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      95000 | PA      | $91608.47     | 0.03%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                        | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $164808.00    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                              | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $196158.96    | 0.05%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FIGXX FID INST GOVT LEX                      | FIGXX FID INST GOVT LEX                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     250000 | NS      | $250000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7736.70      | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                  | Equinor ASA                                                                      | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     355000 | PA      | $291772.66    | 0.08%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                            | TSMC Arizona Corp                                                                | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     330000 | PA      | $313419.98    | 0.09%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                     | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $193573.77    | 0.05%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     265000 | PA      | $236151.49    | 0.07%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                  | Nutanix Inc                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      55000 | PA      | $46007.50     | 0.01%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                            | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     235000 | PA      | $172454.75    | 0.05%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                         | JetBlue Airways Corp                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      35000 | PA      | $25517.70     | 0.01%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2401.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                     | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     895000 | PA      | $786767.87    | 0.22%             | 2030-04-01      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                            | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86257.07     | 0.02%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      40000 | PA      | $29845.58     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                            | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163674.19    | 0.05%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34513.81     | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18818.40     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                          | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     110000 | PA      | $103443.44    | 0.03%             | 2025-02-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Halma PLC                                    | Halma PLC                                                                        | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      88062 | NS      | $2104208.40   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                      | American Airlines 2016-3 Class B Pass Through Trust                              | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139521 | PA      | $124436.70    | 0.03%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                          | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $79533.23     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                                    | CUSIP: 00131LAB1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $191775.67    | 0.05%             | 2025-03-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                        | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     110000 | PA      | $97613.82     | 0.03%             | 2028-02-06      | Fixed         | 0.38%                 | 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