# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000263
**Filing Date:** 2026-2
**Character Count:** 325411
**Document Hash:** fb73e572aee8958dfbb05e6d0d9a9f9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000263.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001084380-26-000263

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 26680718

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen International Bond Fund (Series ID: S000054622)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000171516 | Class I          | TIBNX           |
| C000171517 | Class R6         | TIBWX           |
| C000171518 | Premier Class    | TIBLX           |
| C000171519 | Class A          | TIBEX           |
| C000171520 | Retirement Class | TIBVX           |
| C000202768 | Class W          | TIBUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** Nuveen International Bond Fund

- **b. EDGAR series identifier (if any):** S000054622

- **c. LEI of Series:** 549300G6OT5H8V4S5S27

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2668649882.00

**Total Liabilities:** $1261823444.00

**Net Assets:** $1406826438.00

**Delayed Delivery Securities:** $1656793.00

**Cash Not Reported:** $2569285.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -901.57000000 | **1-Year:** -35030.27000000 | **5-Year:** -178883.61000000 | **10-Year:** -233397.03000000 | **30-Year:** -85824.96000000

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

- **3-Month:** -372.33000000 | **1-Year:** -12185.96000000 | **5-Year:** -73740.68000000 | **10-Year:** -154335.52000000 | **30-Year:** -106308.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171519 | 0.90%                | -0.11%               | -0.16%               |
| Class ID C000171516 | 0.89%                | 0.00%                | -0.18%               |
| Class ID C000171518 | 0.89%                | 0.00%                | -0.19%               |
| Class ID C000202768 | 1.00%                | -0.11%               | -0.13%               |
| Class ID C000171520 | 0.90%                | -0.11%               | -0.16%               |
| Class ID C000171517 | 0.89%                | -0.11%               | -0.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-651633.93              | $-7562698.62                               |
| Month 2  | $-4242123.78             | $1446164.48                                |
| Month 3  | $15758.34                | $5969487.68                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Spain Government Bond                                            | Spain Government Bond                                                       | CUSIP: ZF8346032<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7925000 | PA      | $9106432.32   | 0.65%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25660.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                 | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      900000 | PA      | $941051.21    | 0.07%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                            | Phoenix Guarantor Inc, Term Loan B                                          | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      498737 | PA      | $501742.26    | 0.04%             | 2031-02-21      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                    | New South Wales Treasury Corp                                               | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     5400000 | PA      | $3495327.22   | 0.25%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                          | Ireland Government Bond                                                     | CUSIP: AM0125113<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      225000 | PA      | $225812.50    | 0.02%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                            | Tesco Corporate Treasury Services plc                                       | CUSIP: YX1257303<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1321696.07   | 0.09%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34738.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                          | Japan Finance Organization for Municipalities                               | CUSIP: JV8452080<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    30000000 | PA      | $191370.06    | 0.01%             | 2026-02-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                              | Ghana Government International Bond                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      562650 | PA      | $551773.56    | 0.04%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NOK260108                                                                   | CUSIP: NOK260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4600.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni S.p.A                                                                   | CUSIP: ZP5396533<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     2400000 | PA      | $2570205.65   | 0.18%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-174237.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                             | Siemens Financieringsmaatschappij NV                                        | CUSIP: YO6688908<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1646923.75   | 0.12%             | 2029-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                  | ContourGlobal Power Holdings S.A.                                           | CUSIP: YS7922364<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      285000 | PA      | $342792.92    | 0.02%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3861.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BZ6363189<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      365000 | PA      | $424928.73    | 0.03%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                           | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2847601.09   | 0.20%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | RON260108                                                                   | CUSIP: RON260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11280.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM Mortgage Trust                                                         | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1405794 | PA      | $1368188.66   | 0.10%             | 2048-08-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-84607.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                  | Japan Government Five Year Bond                                             | CUSIP: ZH4376393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  5016000000 | PA      | $31226719.57  | 2.22%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                              | Province of British Columbia Canada                                         | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2725000 | PA      | $1951287.02   | 0.14%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                          | Indonesia Treasury Bond                                                     | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 98550000000 | PA      | $6099428.29   | 0.43%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-97801.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                            | Turkiye Government International Bond                                       | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1500000 | PA      | $1832616.65   | 0.13%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6287.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1030.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                               | Rwanda International Government Bond                                        | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     1225000 | PA      | $1135662.37   | 0.08%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: BR8688722<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    79500000 | PA      | $11854046.18  | 0.84%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp                                                | Triton Water Holdings, Inc, Term Loan B                                     | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      299244 | PA      | $300442.80    | 0.02%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: AN7110397<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1575000 | PA      | $1483278.28   | 0.11%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: BQ7821821<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4081000000 | PA      | $2294858.53   | 0.16%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                          | Pricoa Global Funding I                                                     | CUSIP: YN6845757<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2327122.86   | 0.17%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                            | Province of Ontario Canada                                                  | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $477803.36    | 0.03%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3745000 | PA      | $1761107.38   | 0.13%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                            | Dominican Republic International Bond                                       | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1500000 | PA      | $1502550.00   | 0.11%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-186695.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1110000 | PA      | $1273006.83   | 0.09%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-182926.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                  | QNB Finance Ltd                                                             | CUSIP: BN6735318<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    16000000 | PA      | $2292057.96   | 0.16%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                            | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-356125.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: ED3871594<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9175000 | PA      | $11854061.31  | 0.84%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA, Inc                                                                  | CUSIP: BO1068085<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      250000 | PA      | $293222.92    | 0.02%             | 2026-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-138132.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                                | Willis Engine Structured Trust IX                                           | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500997.55    | 0.04%             | 2050-12-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-11 Mortgage Loan Trust                                 | COLT Mortgage Loan Trust                                                    | CUSIP: 12676KAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2006608.40   | 0.14%             | 2070-11-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government Bond                                                    | CUSIP: BY4967448<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57650000 | PA      | $2131518.73   | 0.15%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                 | Wells Fargo & Co                                                            | CUSIP: EF9180763<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2563537.05   | 0.18%             | 2035-11-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16599.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26030.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       86000 | PA      | $67295.00     | 0.00%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                           | Fairfax Financial Holdings Ltd                                              | CUSIP: AR6731004<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $291613.21    | 0.02%             | 2028-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                  | MVW LLC                                                                     | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83413 | PA      | $80603.11     | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                              | EDP Servicios Financieros Espana SAU                                        | CUSIP: ZH1579908<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $608850.04    | 0.04%             | 2029-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group, Inc                                                    | CUSIP: BN6710287<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1623043.44   | 0.12%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24793.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: ZP4820368<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1100000 | PA      | $1197966.25   | 0.09%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                | NatWest Group plc                                                           | CUSIP: YV6173723<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $593558.46    | 0.04%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27505.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: AS9078385<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3775000 | PA      | $4226926.62   | 0.30%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                               | National Grid Electricity Distribution East Midlands plc                    | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2278343.36   | 0.16%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc                                                                   | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $667996.45    | 0.05%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6802.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61055.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32258.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                            | Tesco Corporate Treasury Services plc                                       | CUSIP: YO0374547<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1754787.20   | 0.12%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                              | Lseg Netherlands BV                                                         | CUSIP: YV8649936<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2239274.22   | 0.16%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                          | Lithuania Government International Bond                                     | CUSIP: YL8253772<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1300000 | PA      | $1504042.55   | 0.11%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust                                                      | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98160 | PA      | $97269.96     | 0.01%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                 | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1225000 | PA      | $1318786.00   | 0.09%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $92552.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AFLAC INC                                                        | Aflac, Inc                                                                  | CUSIP: 001055BE1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $602468.37    | 0.04%             | 2030-03-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-89321.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-71410.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development              | International Bank for Reconstruction & Development                         | CUSIP: YQ0344297<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  1310000000 | PA      | $2536973.60   | 0.18%             | 2026-06-11      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| FLUIDRA FINCO SL                                                 | Fluidra, S.A., Term Loan B                                                  | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |      500000 | PA      | $503375.00    | 0.04%             | 2029-01-29      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP S.A.                                                                    | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1700000 | PA      | $1823046.00   | 0.13%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                           | AXA S.A.                                                                    | CUSIP: BO8478089<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $523473.41    | 0.04%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                       | AbbVie, Inc                                                                 | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2416200.61   | 0.17%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                          | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1521141.75   | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                                                        | Airbus SE                                                                   | CUSIP: BJ8145242<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $585015.48    | 0.04%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | IDR260112                                                                   | CUSIP: IDR260112<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37773.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                   | Japan Government Ten Year Bond                                              | CUSIP: ZM2593279<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1942000000 | PA      | $11371709.30  | 0.81%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4382.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                           | Peruvian Government International Bond                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1410000 | PA      | $1440315.00   | 0.10%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                            | Dominican Republic Government International Bond                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $321900.00    | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: T6052B2X5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1118867.11   | 0.08%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                         | Credit Agricole Assurances S.A.                                             | CUSIP: BR6668346<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2626591.43   | 0.19%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                     | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $254654.43    | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                          | International Bank for Reconstruction & Development                         | CUSIP: ZM2756512<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 31200000000 | PA      | $1915367.42   | 0.14%             | 2028-01-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                    | Citigroup, Inc                                                              | CUSIP: ZB9408673<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2238617.64   | 0.16%             | 2028-05-14      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                           | Pertamina Persero PT                                                        | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $710412.52    | 0.05%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                 | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $216875.04    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                       | Province of Ontario Canada                                                  | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     8525000 | PA      | $6453360.72   | 0.46%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                            | HUB International Limited, Term Loan B                                      | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      498528 | PA      | $501675.77    | 0.04%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                             | Flutter Financing B.V., Term Loan B                                         | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      299248 | PA      | $299716.44    | 0.02%             | 2032-06-04      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5823.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque S.A.                                                             | CUSIP: YV8645322<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1775218.05   | 0.13%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                         | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1669297.42   | 0.12%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                            | Iberdrola Finanzas S.A.                                                     | CUSIP: YV9887378<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2221271.48   | 0.16%             | 2031-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4760.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                       | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1100000 | PA      | $968540.27    | 0.07%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      825000 | PA      | $871448.49    | 0.06%             | 2030-02-20      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | PLN260108                                                                   | CUSIP: PLN260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126046.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                             | Japan Government Five Year Bond                                             | CUSIP: BR9625400<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   268000000 | PA      | $1700847.80   | 0.12%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                        | Banco Mercantil del Norte S.A.                                              | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1450000 | PA      | $1423405.58   | 0.10%             | N/A             | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15416.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                | Japan Government Twenty Year Bond                                           | CUSIP: BI0184712<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4875000000 | PA      | $23220268.30  | 1.65%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                            | Ukraine Government International Bond                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $186875.00    | 0.01%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $268743.69    | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31022.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                             | International Business Machines Corp                                        | CUSIP: 459200LL3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2343911.21   | 0.17%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Paraguay Government International Bond                                      | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1800000 | PA      | $1928685.53   | 0.14%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152870.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                            | Bank of Ireland Group plc                                                   | CUSIP: BO3837669<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $700279.93    | 0.05%             | 2027-05-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                               | Serbia Government International Bond                                        | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1700000 | PA      | $1851804.27   | 0.13%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                         | Bundesrepublik Deutschland Bundesanleihe                                    | CUSIP: YS3267715<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2725000 | PA      | $3115018.66   | 0.22%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16960.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | HUF260108                                                                   | CUSIP: HUF260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52836.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | KRW260112                                                                   | CUSIP: KRW260112<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59943.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                      | Surgery Center Holdings, Inc., Term Loan B                                  | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      449123 | PA      | $451408.85    | 0.03%             | 2030-12-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                       | CUSIP: BJ8146422<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2100000 | PA      | $1973230.60   | 0.14%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                     | Glencore Capital Finance DAC                                                | CUSIP: ZB6532764<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     1500000 | PA      | $1816362.26   | 0.13%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                         | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      675000 | PA      | $662163.44    | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                        | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      500000 | PA      | $333895.00    | 0.02%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $190795.36    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8296.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                             | Flutter Financing B.V., Term Loan B                                         | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |      398982 | PA      | $399147.77    | 0.03%             | 2030-11-29      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                               | CUSIP: AP6181865<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1685000 | PA      | $1076086.98   | 0.08%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BT2450315<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1005949.63   | 0.07%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | Frontier Issuer LLC                                                         | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1391882.54   | 0.10%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1000000 | PA      | $1034499.60   | 0.07%             | 2042-07-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Lmdv Issuer Co LLC                                               | Lmdv Issuer Co LLC                                                          | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499850.00    | 0.04%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International S.A.                                    | CUSIP: YR7939691<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1737647.18   | 0.12%             | 2033-03-03      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | KRW260112                                                                   | CUSIP: KRW260112<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-563064.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications, Inc                                                 | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1924787.25   | 0.14%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bruegel                                                          | Bruegel 2021 DAC                                                            | CUSIP: BCC30XSY7<br>LEI: 549300P1CR5XGGQ0OD33 | Long             | ABS-MBS          | CORP              | IE        |     1111721 | PA      | $1292029.30   | 0.09%             | 2031-05-22      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Mitchell International Inc                                       | Mitchell International, Inc., First Lien Term Loan                          | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      249369 | PA      | $250492.10    | 0.02%             | 2031-06-17      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                          | Hungary Government Bond                                                     | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  2095600000 | PA      | $6180267.50   | 0.44%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-84009.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: BO9178522<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    34000000 | PA      | $6107520.30   | 0.43%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development              | International Bank for Reconstruction & Development                         | CUSIP: BT3827768<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    66300000 | PA      | $728426.67    | 0.05%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                   | Japan Government Two Year Bond                                              | CUSIP: YR1458995<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450000000 | PA      | $2865843.10   | 0.20%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd                                                  | CBQ Finance Ltd                                                             | CUSIP: ZD9989512<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $308950.11    | 0.02%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-61264.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                              | Korea Treasury Bond                                                         | CUSIP: YS9198294<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 27671000000 | PA      | $18740606.43  | 1.33%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13744.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                            | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36592.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                      | Heineken NV                                                                 | CUSIP: YK4399217<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2936722.21   | 0.21%             | 2028-10-03      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZD2171464<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    18600000 | PA      | $24952938.46  | 1.77%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5210.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | JPY260202                                                                   | CUSIP: JPY260202<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28189.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NOK260108                                                                   | CUSIP: NOK260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6979.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18729.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                     | CUSIP: BT3367682<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $1258777.69   | 0.09%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5356.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THALES SA                                                        | Thales S.A.                                                                 | CUSIP: ZK9158351<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $720760.61    | 0.05%             | 2029-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                             | Amcor UK Finance plc                                                        | CUSIP: 0234EVAC5<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $587340.40    | 0.04%             | 2029-11-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                           | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      500000 | PA      | $551173.45    | 0.04%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                     | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2000000 | PA      | $2098725.60   | 0.15%             | 2043-05-25      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2760000 | PA      | $1371731.98   | 0.10%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN S.A.                                                                  | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     1500000 | PA      | $1581111.29   | 0.11%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                         | Bundesrepublik Deutschland Bundesanleihe                                    | CUSIP: ZB2054722<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $1952976.49   | 0.14%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                            | Thermo Fisher Scientific Finance I BV                                       | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1521722.48   | 0.11%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                   | BOI Finance BV                                                              | CUSIP: BU2015792<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1206054.81   | 0.09%             | 2027-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                            | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313385RM0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4996587.50   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 US LLC                                     | Avolon TLB Borrower 1 (US) LLC, Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      456542 | PA      | $459769.27    | 0.03%             | 2030-06-24      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                        | Singapore Government Bond                                                   | CUSIP: YR8283321<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2975000 | PA      | $2440204.71   | 0.17%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                    | GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029)                       | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |      650000 | PA      | $647006.75    | 0.05%             | 2029-10-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                     | Connecticut Avenue Securities Trust                                         | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1800000 | PA      | $1861614.72   | 0.13%             | 2043-09-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $268361.64    | 0.02%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government International Bond                                      | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    55300000 | PA      | $2020642.87   | 0.14%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                    | Proximus SADP                                                               | CUSIP: BS3563688<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $702825.10    | 0.05%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $169256.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                                 | Bundesobligation                                                            | CUSIP: YN9615702<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    23525000 | PA      | $27319454.08  | 1.94%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                        | ProLogis Euro Finance LLC                                                   | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1908855.39   | 0.14%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                         | Canadian Government Bond                                                    | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    22475000 | PA      | $16749118.98  | 1.19%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74964.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                           | Highland Holdings Sarl                                                      | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1727315.09   | 0.12%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $69824.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                      | PepsiCo, Inc                                                                | CUSIP: 713448GE2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1152220.27   | 0.08%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50300000 | PA      | $9119917.86   | 0.65%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                               | Severn Trent Utilities Finance plc                                          | CUSIP: BU4408904<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1728337.57   | 0.12%             | 2033-02-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                        | Guatemala Government Bond                                                   | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1875000 | PA      | $1959375.00   | 0.14%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding, Inc                                                        | CUSIP: BK4245605<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      500000 | PA      | $586419.73    | 0.04%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BK4597278<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2625000 | PA      | $3023842.95   | 0.21%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                               | Cadent Finance plc                                                          | CUSIP: ZB2787628<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $589555.54    | 0.04%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                          | Inter-American Development Bank                                             | CUSIP: ZL9360419<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    33000000 | PA      | $372501.05    | 0.03%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays plc                                                                | CUSIP: YJ6168613<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2306018.46   | 0.16%             | 2036-10-31      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29832.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                       | USI, Inc., Term Loan D                                                      | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      199495 | PA      | $200171.24    | 0.01%             | 2029-11-23      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                         | Kia Corp                                                                    | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |      250000 | PA      | $246222.25    | 0.02%             | 2027-02-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                | Japan Government Twenty Year Bond                                           | CUSIP: ZQ2789928<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   380000000 | PA      | $1811616.26   | 0.13%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      441250 | PA      | $434966.60    | 0.03%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5560.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                        | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1742860.13   | 0.12%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                            | Sociedad Quimica y Minera de Chile S.A.                                     | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $506515.00    | 0.04%             | 2034-09-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                              | Egypt Government International Bond                                         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      975000 | PA      | $1081604.00   | 0.08%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium                                               | Kingdom of Belgium Government Bond                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BE        |     5760000 | PA      | $6659494.38   | 0.47%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40479.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                | CUSIP: BM1389774<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2600000 | PA      | $2924942.38   | 0.21%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12366.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta 2 Lux Sarl                                                 | Delta 2 (LUX) S.a.r.l., Term Loan B1                                        | CUSIP: BL4755676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      683333 | PA      | $686579.16    | 0.05%             | 2031-09-19      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                              | French Republic Government Bond OAT                                         | CUSIP: ZK2178539<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8500000 | PA      | $10059906.27  | 0.72%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | Raytheon Technologies Corp                                                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1698921.18   | 0.12%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays plc                                                                | CUSIP: ZN2142182<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $286500.17    | 0.02%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                            | Spain Government International Bond                                         | CUSIP: ZF2464195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      925000 | PA      | $1095139.16   | 0.08%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LA POSTE SA                                                      | La Poste S.A.                                                               | CUSIP: BN4539977<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $258697.74    | 0.02%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      309125 | PA      | $272493.69    | 0.02%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10571.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ELEC GLB SUKUK                                             | Saudi Electricity Global Sukuk Co 5                                         | CUSIP: ZO4346474<br>LEI: 549300WDKWTRF2HVF283 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $907828.00    | 0.06%             | 2030-09-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                             | Norway Government International Bond                                        | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    60000000 | PA      | $5138678.27   | 0.37%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc                                                          | UKG Inc., Term Loan B                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      400000 | PA      | $400882.00    | 0.03%             | 2031-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government International Bond                            | CUSIP: AW9463752<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      675000 | PA      | $491405.57    | 0.03%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: AZ6421871<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18900000 | PA      | $3425382.19   | 0.24%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: AX5202350<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      575000 | PA      | $705210.45    | 0.05%             | 2029-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34035.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                          | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |     3000000 | PA      | $3111796.50   | 0.22%             | 2043-03-25      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4238.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                           | Taco Bell Funding LLC                                                       | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      952500 | PA      | $954303.08    | 0.07%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CHF260108                                                                   | CUSIP: CHF260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9132.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                            | Suzano Netherlands BV                                                       | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |      775000 | PA      | $768319.50    | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: BR9216051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3807000000 | PA      | $13218043.51  | 0.94%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26532.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NOK260108                                                                   | CUSIP: NOK260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30118.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                           | Republic of Uganda Government Bonds                                         | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 12450000000 | PA      | $3068634.01   | 0.22%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                     | Connecticut Avenue Securities Trust                                         | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1350000 | PA      | $1359008.55   | 0.10%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CHF260108                                                                   | CUSIP: CHF260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14118.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                         | Adani Electricity Mumbai Ltd                                                | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $269763.96    | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                         | Israel Electric Corp Ltd                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      800000 | PA      | $790252.44    | 0.06%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6967.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP                                     | Crescendo Royalty Funding LP                                                | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $986210.00    | 0.07%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                               | Kingdom of Belgium Government Bond                                          | CUSIP: YO4762242<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3725000 | PA      | $4352795.66   | 0.31%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NOK260108                                                                   | CUSIP: NOK260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4653.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: ZM3378175<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2450000 | PA      | $3014988.37   | 0.21%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      500000 | PA      | $485837.85    | 0.03%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                  | BMW International Investment BV                                             | CUSIP: YS7121074<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $685979.06    | 0.05%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1550000 | PA      | $1630744.23   | 0.12%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander S.A.                                                        | CUSIP: YX5303665<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $2088294.63   | 0.15%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | Eskom Holdings SOC Ltd                                                      | CUSIP: BQ6082631<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1250000 | PA      | $1240750.64   | 0.09%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic Government International Bond                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2050000 | PA      | $1970460.00   | 0.14%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12687.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                              | Korea Treasury Bond                                                         | CUSIP: YP9354505<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 24337000000 | PA      | $15824929.53  | 1.12%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                            | Spain Government International Bond                                         | CUSIP: ZL1845482<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5475000 | PA      | $6617455.84   | 0.47%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Egypt Treasury Bills                                             | Egypt Treasury Bills                                                        | CUSIP: YP3671276<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    54000000 | PA      | $1059613.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                          | Cloverie plc for Zurich Insurance Co Ltd                                    | CUSIP: AV0889999<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |     2750000 | PA      | $3133404.92   | 0.22%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: BR7206518<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1175000000 | PA      | $773748.65    | 0.05%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                          | Brazilian Government International Bond                                     | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1000000 | PA      | $1015600.00   | 0.07%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                          | Ulker Biskuvi Sanayi AS.                                                    | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |      800000 | PA      | $842313.60    | 0.06%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG.                                                           | CUSIP: ZP3884472<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1746740.94   | 0.12%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BN4718670<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      975000 | PA      | $1096335.09   | 0.08%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-248020.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10617.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                         | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $297204.54    | 0.02%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                         | Queensland Treasury Corp                                                    | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3900000 | PA      | $2432372.75   | 0.17%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                    | Citigroup, Inc                                                              | CUSIP: ZB9408681<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1906850.89   | 0.14%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                        | Legal & General Group plc                                                   | CUSIP: YQ7138130<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $283045.30    | 0.02%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG.                                                             | CUSIP: YK8933078<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1492051.27   | 0.11%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                      | Pfizer Netherlands International Finance BV                                 | CUSIP: 71708LAA7<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2354522.20   | 0.17%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                         | Lloyds Banking Group plc                                                    | CUSIP: YO4694114<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1377468.28   | 0.10%             | 2031-10-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39673.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                          | Latam Airlines Group S.A.                                                   | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     1000000 | PA      | $1051770.00   | 0.07%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                           | Colombia Government International Bond                                      | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1950000 | PA      | $2179291.53   | 0.15%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52934.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63188.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2507287.25   | 0.18%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10542.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10670.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-143267.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                             | Sartorius Finance BV                                                        | CUSIP: ZI6854247<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $611426.18    | 0.04%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust                                                  | CUSIP: 924935AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1996167.80   | 0.14%             | 2070-11-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                             | Canada Housing Trust No                                                     | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    15825000 | PA      | $11686898.84  | 0.83%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | ZAR260108                                                                   | CUSIP: ZAR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-144985.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                              | Chile Government International Bond                                         | CUSIP: YW1328411<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      925000 | PA      | $1112844.98   | 0.08%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |      250544 | PA      | $251918.48    | 0.02%             | 2028-05-05      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                  | Japan Government Five Year Bond                                             | CUSIP: YX8917420<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   319000000 | PA      | $1983489.42   | 0.14%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BN5660517<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $569543.25    | 0.04%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd                                                 | Alinma Sukuk Ltd                                                            | CUSIP: YJ9970213<br>LEI: 549300UOBOJVBACQKT03 | Long             | DBT              | CORP              | KY        |     2750000 | PA      | $2754538.55   | 0.20%             | 2035-11-10      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10776.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                              | Anticimex Global AB                                                         | CUSIP: BL5276110<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |      200000 | PA      | $201250.00    | 0.01%             | 2031-11-21      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                     | Japan Treasury Discount Bill                                                | CUSIP: YR4709402<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  1560000000 | PA      | $9950326.15   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27757.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                 | Transnet SOC Ltd                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      500000 | PA      | $527795.68    | 0.04%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $137950.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67378.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                | Japan Government Thirty Year Bond                                           | CUSIP: ZF3175683<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   233000000 | PA      | $1008618.85   | 0.07%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NOK260108                                                                   | CUSIP: NOK260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $552.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: BT8260684<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   730000000 | PA      | $434006.00    | 0.03%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: BT5908418<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1495475.14   | 0.11%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    37750000 | PA      | $6046999.57   | 0.43%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $301305.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I plc                                                  | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $717112.46    | 0.05%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14409.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $283623.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                         | Uruguay Government International Bond                                       | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   137650000 | PA      | $3621342.65   | 0.26%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4968.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                          | Romanian Government International Bond                                      | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    27490000 | PA      | $6643251.35   | 0.47%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                         | Bidvest Group UK plc                                                        | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1732070.50   | 0.12%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                         | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAB5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $280469.24    | 0.02%             | 2042-10-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                       | Air Canada, Term Loan B                                                     | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      399239 | PA      | $402358.63    | 0.03%             | 2031-03-21      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22305.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                      | Federation des Caisses Desjardins du Quebec                                 | CUSIP: YK3269197<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $3496533.34   | 0.25%             | 2031-03-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                         | Canadian Government Bond                                                    | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1975000 | PA      | $1452582.97   | 0.10%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                               | Province of Quebec Canada                                                   | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $730268.48    | 0.05%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                             | Thaioil Treasury Center Co Ltd                                              | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      300000 | PA      | $272599.14    | 0.02%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Air Liquide Finance SA                                           | Air Liquide Finance S.A.                                                    | CUSIP: YJ7180872<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2333042.35   | 0.17%             | 2029-11-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                        | Garda World Security Corporation, Term Loan B                               | CUSIP: BL4987857<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      598995 | PA      | $602289.44    | 0.04%             | 2029-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9714.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                        | ProLogis Euro Finance LLC                                                   | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      600000 | PA      | $716281.88    | 0.05%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CHF260108                                                                   | CUSIP: CHF260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14302.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                 | Republic of Poland Government International Bond                            | CUSIP: YN8736699<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2650000 | PA      | $3097664.14   | 0.22%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      297152 | PA      | $312315.89    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                         | American Medical Systems Europe BV                                          | CUSIP: BU9242704<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1852054.38   | 0.13%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                            | BAMLL Trust                                                                 | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1503176.70   | 0.11%             | 2042-02-15      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31181.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                         | Ford Motor Credit Co LLC                                                    | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1726120.77   | 0.12%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-171021.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | NatWest Markets plc                                                         | CUSIP: YL6735689<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2331972.42   | 0.17%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                     | Traton Finance Luxembourg S.A.                                              | CUSIP: YS4482347<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $592778.29    | 0.04%             | 2028-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                            | Japan Government Ten Year Bond                                              | CUSIP: QZ4138504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   284000000 | PA      | $1803623.86   | 0.13%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $507750.84    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                | Hellenic Republic Government International Bond                             | CUSIP: ZB6605172<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      650000 | PA      | $745394.10    | 0.05%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                                      | JPY260209                                                                   | CUSIP: JPY260209<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27951.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                       | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      285000 | PA      | $295544.11    | 0.02%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39158.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7275000 | PA      | $8602783.33   | 0.61%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust                                                                    | CUSIP: 05594LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1003977.60   | 0.07%             | 2042-11-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $113371.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol S.A.                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $320382.68    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                 | Peruvian Government International Bond                                      | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    15351000 | PA      | $4548369.12   | 0.32%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                             | Amcor UK Finance plc                                                        | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1784205.12   | 0.13%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-111556.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                       | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      600000 | PA      | $814913.40    | 0.06%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                          | Thermo Fisher Scientific Finance I BV                                       | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $2231156.91   | 0.16%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                        | Canada Housing Trust No                                                     | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2405000 | PA      | $1738440.64   | 0.12%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Taurus 2025-2 UK DAC                                             | Taurus UK DAC                                                               | CUSIP: BCC3LBX18<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      897861 | PA      | $1213093.71   | 0.09%             | 2035-02-18      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                     | Connecticut Avenue Securities Trust                                         | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2000000 | PA      | $2035918.60   | 0.14%             | 2043-10-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                              | CUSIP: YJ9955677<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $3141365.86   | 0.22%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                             | UltraTech Cement Ltd                                                        | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |      225000 | PA      | $206198.56    | 0.01%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BM0807123<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3750000 | PA      | $2660800.44   | 0.19%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37671.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                              | Volkswagen International Finance NV                                         | CUSIP: BX3336597<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $597337.69    | 0.04%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | SGD260112                                                                   | CUSIP: SGD260112<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47055.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74906.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76811.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19349.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59681.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays plc                                                                | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $443022.73    | 0.03%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-170162.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                 | Cepsa Finance S.A.                                                          | CUSIP: ZB1504768<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $597086.51    | 0.04%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4156.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8053.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41180.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                   | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      585000 | PA      | $621650.25    | 0.04%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11234.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                           | Power Finance Corp Ltd                                                      | CUSIP: BN6685760<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     2050000 | PA      | $1924180.76   | 0.14%             | 2031-05-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                    | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1738164.20   | 0.12%             | 2034-04-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: QZ4675638<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   742700000 | PA      | $2923282.70   | 0.21%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BR2057668<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1100000 | PA      | $1157759.46   | 0.08%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10862.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39363.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                      | Federation des Caisses Desjardins du Quebec                                 | CUSIP: YK5594394<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1365561.56   | 0.10%             | 2030-10-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26830.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                             | Mexico Government International Bond                                        | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1300000 | PA      | $1521693.51   | 0.11%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                              | Alfa Desarrollo S.p.A                                                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      393791 | PA      | $316820.02    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21296.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                     | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2855000 | PA      | $2937145.20   | 0.21%             | 2043-07-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2977.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BZ6913918<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1300000 | PA      | $1592074.15   | 0.11%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                      | United States Treasury Bill                                                 | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4185000 | PA      | $4185000.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: AO2235429<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4675000 | PA      | $5356683.95   | 0.38%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5916.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1150000 | PA      | $1235967.66   | 0.09%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: AR6412506<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9475000 | PA      | $12079141.36  | 0.86%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16476.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                             | Singapore Government International Bond                                     | CUSIP: EI3830821<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     3625000 | PA      | $2945518.40   | 0.21%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26733.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: BG1378069<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2025000 | PA      | $1481869.51   | 0.11%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11143.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank S.A.                                                              | CUSIP: YV7036762<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2369482.10   | 0.17%             | 2032-09-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65805.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260209                                                                   | CUSIP: JPY260209<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $108507.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                              | Bangkok Bank PCL                                                            | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1330000 | PA      | $1210061.89   | 0.09%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: YR4041897<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   104420000 | PA      | $14620177.99  | 1.04%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $333076.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: AT5788530<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   256000000 | PA      | $1308402.35   | 0.09%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                            | Unilever Capital Corp                                                       | CUSIP: YJ6653382<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2684003.41   | 0.19%             | 2032-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30254.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | Danske Bank A.S.                                                            | CUSIP: ZP3178248<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1500000 | PA      | $1981719.77   | 0.14%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | THB260112                                                                   | CUSIP: THB260112<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-99181.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5150000 | PA      | $6944753.21   | 0.49%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered plc                                                      | CUSIP: BO6068908<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1971374.97   | 0.14%             | 2031-09-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                            | Uruguay Government International Bond                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2360000 | PA      | $2452158.00   | 0.17%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                              | French Republic Government Bond OAT                                         | CUSIP: YL7489823<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3950000 | PA      | $4613295.52   | 0.33%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: EH5295793<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1200000 | PA      | $1415885.21   | 0.10%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: ZJ7218432<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      750000 | PA      | $942824.76    | 0.07%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                     | Japan Treasury Discount Bill                                                | CUSIP: YJ8261663<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |   768000000 | PA      | $4898976.10   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-94085.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11565.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: ZI4385590<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13900000 | PA      | $2091421.71   | 0.15%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                           | Millicom International Cellular S.A.                                        | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $186290.98    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CZK260108                                                                   | CUSIP: CZK260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117605.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                 | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4000000 | PA      | $2247954.01   | 0.16%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                          | Ireland Government Bond                                                     | CUSIP: ZM2350704<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3825000 | PA      | $4192116.19   | 0.30%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics 2025-1 DAC                                     | Sequoia Logistics DAC                                                       | CUSIP: BCC3K74M4<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |     2000000 | PA      | $2361698.35   | 0.17%             | 2037-02-17      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                             | CUSIP: BCC3LCBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     1359470 | PA      | $1837293.95   | 0.13%             | 2037-05-17      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                    | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      328557 | NS      | $328557.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                               | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    76160000 | PA      | $3963618.89   | 0.28%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas S.A.                                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $530599.50    | 0.04%             | N/A             | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-108458.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8975000 | PA      | $7219295.05   | 0.51%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-477367.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16464.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                     | Alphabet, Inc                                                               | CUSIP: 02079KBC0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1744047.38   | 0.12%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                               | Republic of Poland Government International Bond                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      280000 | PA      | $268691.86    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jade Finance Designated Activity Co                              | Jade Finance Designated Activity Co                                         | CUSIP: BCC3PPRG7<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |     1500000 | PA      | $2025834.15   | 0.14%             | 2035-08-17      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7820.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: ZH3763864<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   143100000 | PA      | $21140434.75  | 1.50%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35573.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                          | Lineage Europe Finco BV                                                     | CUSIP: 5510AAA25<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2315761.74   | 0.16%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                           | Mercedes-Benz International Finance BV                                      | CUSIP: YX5582839<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $409259.69    | 0.03%             | 2027-07-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                 | Planet Fitness Master Issuer LLC                                            | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $502088.50    | 0.04%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10849.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                               | CUSIP: ZF3624193<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1778911.56   | 0.13%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BN3326749<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1150000 | PA      | $1024556.98   | 0.07%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                 | Organon Finance  LLC                                                        | CUSIP: 68622TAC5<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114109.67    | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                            | Province of Ontario Canada                                                  | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $896564.79    | 0.06%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                           | Protective Life Global Funding                                              | CUSIP: ZM2698375<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      500000 | PA      | $686341.47    | 0.05%             | 2028-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: AV1227504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   660000000 | PA      | $3437304.14   | 0.24%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International S.A.                                    | CUSIP: YR7939717<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1074712.96   | 0.08%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: ZP7360719<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      910000 | PA      | $466173.92    | 0.03%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                            | Ukraine Government International Bond                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      363440 | PA      | $205343.60    | 0.01%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                              | Chile Government International Bond                                         | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1880000 | PA      | $2208890.05   | 0.16%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                       | International Finance Corp                                                  | CUSIP: DA1965494<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       | 24200000000 | PA      | $1972893.37   | 0.14%             | 2026-11-13      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                              | Carrier Global Corp                                                         | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2474852.36   | 0.18%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: ZO8080129<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    73000000 | PA      | $255111.74    | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                           | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      250000 | PA      | $239390.45    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: AZ1293424<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4625000 | PA      | $5064607.44   | 0.36%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                               | Sunrise FinCo I BV                                                          | CUSIP: YO7478713<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2254016.47   | 0.16%             | 2032-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-459.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                              | Energuate Trust 2 0                                                         | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | RF                | KY        |      800000 | PA      | $799691.84    | 0.06%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12687.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66381.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                          | Temasek Financial I Ltd                                                     | CUSIP: ZQ5981167<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $203292.91    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17852.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP Capital Markets plc                                                      | CUSIP: ZS4387933<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     2050000 | PA      | $2179419.86   | 0.15%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                         | TK Elevator Midco GmbH, Term Loan B                                         | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |      497752 | PA      | $501413.47    | 0.04%             | 2030-04-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                            | CUSIP: YX4979077<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $688229.83    | 0.05%             | 2028-10-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6375.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale S.A.                                                       | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1746175.04   | 0.12%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                            | Uruguay Government International Bond                                       | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    42600000 | PA      | $1118038.66   | 0.08%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                          | Japan Finance Organization for Municipalities                               | CUSIP: JV4448934<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    21000000 | PA      | $134027.74    | 0.01%             | 2026-01-19      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $256000.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YW6730231<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12500000 | PA      | $15220411.70  | 1.08%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                         | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      900000 | PA      | $914036.40    | 0.06%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                              | Swiss Confederation Government Bond                                         | CUSIP: BP9778252<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     5975000 | PA      | $7505692.26   | 0.53%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41515.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                            | Ukraine Government International Bond                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       73700 | PA      | $41456.25     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                         | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      225000 | PA      | $193111.58    | 0.01%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                | CUSIP: YV4264995<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1761470.65   | 0.13%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                          | CUSIP: C242884W6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2341910.15   | 0.17%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: QZ0167556<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2575000 | PA      | $3004567.44   | 0.21%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                              | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   174850000 | PA      | $7459213.94   | 0.53%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                              | Erste Group Bank AG.                                                        | CUSIP: BM5824776<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $703501.74    | 0.05%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                            | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2445000000 | PA      | $2828488.96   | 0.20%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Toronto Dominion Bank                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16086.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                           | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1535014.87   | 0.11%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOODYEAR EUROPE BV                                               | Goodyear Europe BV                                                          | CUSIP: BR5232441<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |      295000 | PA      | $338375.52    | 0.02%             | 2028-08-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                      | Goldman Sachs Group, Inc                                                    | CUSIP: YS7112883<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2583024.84   | 0.18%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                | Japan Government Twenty Year Bond                                           | CUSIP: YM2016728<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   750000000 | PA      | $4483700.57   | 0.32%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30704.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                   | Abu Dhabi Commercial Bank PJSC                                              | CUSIP: YV5280164<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $203287.81    | 0.01%             | 2035-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: BT5984799<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1100000 | PA      | $1198961.59   | 0.09%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | JPY260220                                                                   | CUSIP: JPY260220<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33382.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atom Mortgage Securities                                         | Atom Mortgage Securities DAC                                                | CUSIP: BCC31RXV9<br>LEI: 635400S9JQ1OOL8ZRR06 | Long             | ABS-MBS          | CORP              | IE        |      837843 | PA      | $1081778.41   | 0.08%             | 2031-07-22      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BMS Ireland Capital Funding Designated Activity Co               | BMS Ireland Capital Funding Designated Activity Co                          | CUSIP: 05594KAA4<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | RF                | IE        |     1300000 | PA      | $1520020.54   | 0.11%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: ZR8283619<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4350000000 | PA      | $2817297.32   | 0.20%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo S.p.A                                                       | CUSIP: ZI5122240<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1700000 | PA      | $2181061.01   | 0.16%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | Cooperatieve Rabobank UA                                                    | CUSIP: ZK2163879<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $2061830.62   | 0.15%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                              | Caterpillar Financial Services Corp                                         | CUSIP: DA3586843<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2338842.40   | 0.17%             | 2028-11-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG.                                                           | CUSIP: YN2863077<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1174164.64   | 0.08%             | 2029-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                 | Duke Energy Corp                                                            | CUSIP: BW9551233<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2365570.85   | 0.17%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                           | Bimbo Bakeries USA, Inc                                                     | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256302.80    | 0.02%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                    | Citigroup, Inc                                                              | CUSIP: YJ1825134<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      800000 | PA      | $932443.06    | 0.07%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: YS3109495<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2525000 | PA      | $3461653.64   | 0.25%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |     1400000 | PA      | $1509382.56   | 0.11%             | 2042-09-25      | Variable      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NOK260108                                                                   | CUSIP: NOK260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6960.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                               | United Utilities Water Finance plc                                          | CUSIP: ZL9583671<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1252351.12   | 0.09%             | 2038-10-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CHF260108                                                                   | CUSIP: CHF260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3791.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57557.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm, Inc., Term Loan J                                                | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      523671 | PA      | $526229.02    | 0.04%             | 2031-02-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11562.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                              | Canadian Government International Bond                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | CORP              | CA        |     5200000 | PA      | $3534810.39   | 0.25%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                        | CUSIP: BW0135945<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2257841.36   | 0.16%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BAW8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $197939.24    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ORIX CORP                                                        | ORIX Corp                                                                   | CUSIP: BV8706426<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $586810.85    | 0.04%             | 2026-04-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                             | OI European Group BV                                                        | CUSIP: ZK6018079<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $302246.28    | 0.02%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                    | Sierra Receivables Funding Co                                               | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      894871 | PA      | $898201.65    | 0.06%             | 2044-08-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | PEN260112                                                                   | CUSIP: PEN260112<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6493.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                              | Boxer Parent Company Inc., Term Loan B                                      | CUSIP: BL4985299<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      497744 | PA      | $497034.45    | 0.04%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                          | Reckitt Benckiser Treasury Services plc                                     | CUSIP: YX7297238<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2647941.16   | 0.19%             | 2029-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5139.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: BJ7361725<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7475000 | PA      | $5507692.80   | 0.39%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                | CUSIP: YJ9421910<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2328088.71   | 0.17%             | 2030-11-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-84097.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | MXN260108                                                                   | CUSIP: MXN260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6960.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                          | SSE plc                                                                     | CUSIP: YQ2996433<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2372283.28   | 0.17%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: AT2820591<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1095000 | PA      | $1258907.44   | 0.09%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260217                                                                   | CUSIP: JPY260217<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $139131.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                | Hellenic Republic Government International Bond                             | CUSIP: ZF6609647<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     7825000 | PA      | $9247073.58   | 0.66%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2924.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                   | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     8300000 | PA      | $4341306.16   | 0.31%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                           | Fresenius SE & Co KGaA                                                      | CUSIP: YL9734192<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2326425.38   | 0.17%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25194.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                            | Hungary Government International Bond                                       | CUSIP: ZF4258702<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1220000 | PA      | $1468906.72   | 0.10%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YP6540759<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    17975000 | PA      | $21337975.80  | 1.52%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: BG6396942<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41300000 | PA      | $7007327.15   | 0.50%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                    | EnBW International Finance BV                                               | CUSIP: ZG2008172<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $615522.93    | 0.04%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                              | Nestle Holdings, Inc                                                        | CUSIP: ZI8420674<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $543780.89    | 0.04%             | 2026-09-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55772.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                                   | Cologix Data Centers US Issuer LLC                                          | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $982823.00    | 0.07%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                        | Ivory Coast Government International Bond                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1425000 | PA      | $1536578.60   | 0.11%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                   | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1400715.26   | 0.10%             | 2038-04-15      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2701327.40   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $206410.00    | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | McKesson Corp                                                               | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $782350.38    | 0.06%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                         | Broadstreet Partners, Inc., Term Loan B4                                    | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      398211 | PA      | $399985.52    | 0.03%             | 2031-06-16      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| India Government Bond                                            | India Government International Bond                                         | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   392000000 | PA      | $4486676.64   | 0.32%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2763985.12   | 0.20%             | 2034-01-25      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                       | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1002046.70   | 0.07%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                               | Serbia Government International Bond                                        | CUSIP: BO2494439<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      675000 | PA      | $661771.04    | 0.05%             | 2033-03-03      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                 | Volkswagen Financial Services Overseas AG.                                  | CUSIP: YX4978087<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $592616.92    | 0.04%             | 2026-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol S.A.                                                              | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       75000 | PA      | $76072.01     | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                        | Australia Government Bond                                                   | CUSIP: JV3198662<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7775000 | PA      | $5064015.22   | 0.36%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CHF260108                                                                   | CUSIP: CHF260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5644.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                               | Subway Funding LLC                                                          | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      990000 | PA      | $986464.71    | 0.07%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: EG9398371<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1575000 | PA      | $2089884.58   | 0.15%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France S.A.                                                  | CUSIP: AU6699071<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1902893.32   | 0.14%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo Sarl                                            | PG Investment Company 59 S.a r.l., Repriced Term Loan B                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      500000 | PA      | $502305.00    | 0.04%             | 2031-03-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                | Hellenic Republic Government Bond                                           | CUSIP: YS6039442<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      738000 | PA      | $880403.78    | 0.06%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SNB Funding Ltd                                                  | SNB Funding Ltd                                                             | CUSIP: YN3694075<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     2675000 | PA      | $2753348.08   | 0.20%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                  | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: ZF0736594<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1145353.09   | 0.08%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: AZ4612356<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      645000 | PA      | $697910.62    | 0.05%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                  | Gruma SAB de C.V.                                                           | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $501622.50    | 0.04%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1371.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7229.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                           | CUSIP: YX4985991<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2377465.94   | 0.17%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                      | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   107675000 | PA      | $6757971.89   | 0.48%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc           | Windfall Mining Group, Inc                                                  | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $835527.16    | 0.06%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: EF3295013<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   131800000 | PA      | $843977.73    | 0.06%             | 2026-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                              | Benin Government International Bond                                         | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      750000 | PA      | $786827.30    | 0.06%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                          | Japan Finance Organization for Municipalities                               | CUSIP: JK9352085<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    14000000 | PA      | $89089.21     | 0.01%             | 2026-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                   | British Telecommunications plc                                              | CUSIP: YX7286876<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2853733.27   | 0.20%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                   | NE Property BV                                                              | CUSIP: BT5130062<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $278201.46    | 0.02%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale S.A.                                                       | CUSIP: ZN2757146<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $723537.20    | 0.05%             | 2027-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                  | National Grid North America, Inc                                            | CUSIP: YV4272311<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1763433.29   | 0.13%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                               | Republic of Poland Government International Bond                            | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    28525000 | PA      | $8328735.70   | 0.59%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                                      | Statnett SF                                                                 | CUSIP: ZK8299164<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $118146.53    | 0.01%             | 2033-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: YR0755938<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10875000 | PA      | $14682254.88  | 1.04%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tata Capital Ltd                                                 | Tata Capital Ltd                                                            | CUSIP: YS5587979<br>LEI: 335800TXSHN87ZZ57925 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $203955.18    | 0.01%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: BQ3977775<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2560000 | PA      | $1269195.80   | 0.09%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8872.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2300000 | PA      | $2576686.96   | 0.18%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      315000 | PA      | $333627.50    | 0.02%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander S.A.                                                        | CUSIP: ZH4396912<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $2274162.23   | 0.16%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                  | QazaqGaz NC JSC                                                             | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $199327.11    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36180.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                         | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |      650000 | PA      | $645913.41    | 0.05%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3592.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                                          | WEX Inc., Term Loan B2                                                      | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      448864 | PA      | $450477.30    | 0.03%             | 2028-04-03      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      350000 | PA      | $353939.25    | 0.03%             | 2030-01-31      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                             | Petronas Capital Ltd                                                        | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      740000 | PA      | $769574.73    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YU6597550<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     9975000 | PA      | $11835927.93  | 0.84%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8129.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Securities                                             | Last Mile Securities                                                        | CUSIP: BCC2R5UF9<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |     1079778 | PA      | $1270344.27   | 0.09%             | 2031-08-17      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                         | Liberty Mutual Group, Inc                                                   | CUSIP: YK0772680<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1614442.87   | 0.11%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Paraguay Government International Bond                                      | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      225000 | PA      | $244444.24    | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                              | Momentive Performance Materials, Inc                                        | CUSIP: 60877UBH9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $998249.20    | 0.07%             | 2028-10-22      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | Liberty Mutual Group, Inc                                                   | CUSIP: ZN5738408<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2232794.93   | 0.16%             | 2030-12-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2467.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                 | Japan Government Forty Year Bond                                            | CUSIP: BP8093554<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   657000000 | PA      | $1925096.74   | 0.14%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A                                   | SV VANIR LOGISTICS FINANCE S.A                                              | CUSIP: BCC3QX383<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |     1000000 | PA      | $1178022.82   | 0.08%             | 2037-07-23      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                             | Mexico Government International Bond                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1275000 | PA      | $1224637.50   | 0.09%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                        | CUSIP: YN0901978<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2473902.43   | 0.18%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61149.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20059.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1200000 | PA      | $1254599.40   | 0.09%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government International Bond                            | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    18000000 | PA      | $5353819.67   | 0.38%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: YM0865548<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    91400000 | PA      | $12208533.49  | 0.87%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15075.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-172217.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque S.A.                                                             | CUSIP: YJ6167987<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1729029.60   | 0.12%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                      | CUSIP: BO9736303<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3550000 | PA      | $3387439.20   | 0.24%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NatWest Markets plc                                                         | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $409035.15    | 0.03%             | 2026-06-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AGLN                  | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94990HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $1752872.45   | 0.12%             | 2037-07-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                          | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |     1670000 | PA      | $1739447.28   | 0.12%             | 2043-04-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Government International Bond                          | Hong Kong Government International Bond                                     | CUSIP: YN0521644<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     1000000 | PA      | $1190951.17   | 0.08%             | 2033-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-214491.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal S.A.                                                          | CUSIP: YT8621195<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $589808.40    | 0.04%             | 2028-12-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                              | Canadian Government International Bond                                      | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $1080168.30   | 0.08%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23262.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                   | Albion Financing  SARL                                                      | CUSIP: YO4261591<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      600000 | PA      | $726978.34    | 0.05%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust                                                      | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98160 | PA      | $96497.87     | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                              | Malaysia Government Bond                                                    | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    29175000 | PA      | $7756206.18   | 0.55%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                        | Province of Quebec Canada                                                   | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3925000 | PA      | $3031047.68   | 0.22%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                              | Ghana Government International Bond                                         | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1884100 | PA      | $1721326.18   | 0.12%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                     | Hydro-Quebec                                                                | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1350000 | PA      | $873774.73    | 0.06%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                         | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     2150000 | PA      | $2189968.50   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | Deutsche Bank AG.                                                           | CUSIP: BO0399549<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1926966.02   | 0.14%             | 2028-12-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50410.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                         | Malaysia Government Bond                                                    | CUSIP: YX0304643<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8975000 | PA      | $2298846.26   | 0.16%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                             | Colgate-Palmolive Co                                                        | CUSIP: 194162AU7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2479206.21   | 0.18%             | 2035-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                       | FedEx Corp                                                                  | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      500000 | PA      | $582210.01    | 0.04%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75673.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA S.A.                                                                    | CUSIP: ZF2097722<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $504318.10    | 0.04%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                          | Ireland Government Bond                                                     | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5025000 | PA      | $3856258.75   | 0.27%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                     | Statkraft AS.                                                               | CUSIP: ZG5722027<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $591353.98    | 0.04%             | 2026-12-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      575000 | PA      | $658138.60    | 0.05%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust                                              | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      101263 | PA      | $98936.94     | 0.01%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CHF260108                                                                   | CUSIP: CHF260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2073.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: ZK7111469<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   198200000 | PA      | $30098657.42  | 2.14%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | HUF260108                                                                   | CUSIP: HUF260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7742.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust                                                    | CUSIP: 03466KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1302349.62   | 0.09%             | 2070-12-25      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZH3058893<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      760000 | PA      | $1042624.19   | 0.07%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                | Bharti Airtel Ltd                                                           | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $189268.39    | 0.01%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                            | Spain Government Bond                                                       | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10875000 | PA      | $12673325.58  | 0.90%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50232.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie S.A.                                                                  | CUSIP: YL8987973<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2335211.01   | 0.17%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | JPY260109                                                                   | CUSIP: JPY260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $102323.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36627.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc                                                                   | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2876208.46   | 0.20%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                            | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9292.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                               | United Utilities Water Finance plc                                          | CUSIP: AZ3423995<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1631542.69   | 0.12%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN S.A.                                                                  | CUSIP: BP5482412<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      250000 | PA      | $281749.50    | 0.02%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      660000 | PA      | $834540.95    | 0.06%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YS4668580<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1193747.00   | 0.08%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                   | Japan Government Ten Year Bond                                              | CUSIP: BN3610597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   897400000 | PA      | $5331605.51   | 0.38%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                              | Canadian Government International Bond                                      | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9850000 | PA      | $7069135.91   | 0.50%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28411.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      950000 | PA      | $978311.90    | 0.07%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4514.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-PURE                           | BX Commercial Mortgage Trust                                                | CUSIP: 74625PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | CA        |      287773 | PA      | $210971.86    | 0.01%             | 2041-11-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                         | United Overseas Bank Ltd                                                    | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      800000 | PA      | $785481.02    | 0.06%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                  | Philip Morris International, Inc                                            | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2448013.34   | 0.17%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                 | Banco Bradesco S.A.                                                         | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $315576.00    | 0.02%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| BARCLAYS BANK PLC WHOLESALE                                      | MYR260112                                                                   | CUSIP: MYR260112<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81208.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65396.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: BN5127343<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8610000 | PA      | $8824134.39   | 0.63%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands           | Banco Nacional de Comercio Exterior SNC                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1137070.00   | 0.08%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10725000 | PA      | $9896463.92   | 0.70%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                    | UBS AG.                                                                     | CUSIP: BO7978899<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1543440.43   | 0.11%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                          | The Procter & Gamble Company                                                | CUSIP: AV2317205<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $483301.35    | 0.03%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-361671.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | Skandinaviska Enskilda Banken AB                                            | CUSIP: YR1542921<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $581780.90    | 0.04%             | 2032-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15623.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                 | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2550000 | PA      | $1475428.38   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                 | Republic of Poland Government International Bond                            | CUSIP: ZF1455780<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      700000 | PA      | $801044.14    | 0.06%             | 2044-01-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: BJ9478998<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7200000 | PA      | $6070800.37   | 0.43%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                 | Duke Energy Corp                                                            | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      400000 | PA      | $476010.21    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BM3107737<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      450000 | PA      | $495495.57    | 0.04%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                             | Bank Leumi Le-Israel BM                                                     | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      300000 | PA      | $299130.00    | 0.02%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CHF260108                                                                   | CUSIP: CHF260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5388.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                   | CUSIP: LW0609567<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1721967.80   | 0.12%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                               | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 14960000000 | PA      | $3244738.75   | 0.23%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                            | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2500000 | PA      | $2581592.78   | 0.18%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                             | Mexico Government International Bond                                        | CUSIP: YS9976863<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1650000 | PA      | $1958680.92   | 0.14%             | 2037-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: YP9308550<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   149850000 | PA      | $21325760.00  | 1.52%             | 2030-04-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: AL0832686<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3895000 | PA      | $3870318.13   | 0.28%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale S.A.                                                       | CUSIP: BN3325683<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $554414.56    | 0.04%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                      | CFE FIBRA E                                                                 | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      991669 | PA      | $989753.47    | 0.07%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                   | Pacific Life Global Funding II                                              | CUSIP: ZG3792220<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1110196.38   | 0.08%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                 | NMEF Funding LLC                                                            | CUSIP: 62919WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1006187.30   | 0.07%             | 2033-01-18      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                                    | Mexican Bonos                                                               | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | CORP              | MX        |    75040000 | PA      | $4203073.43   | 0.30%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-OMG                                                | BX Trust                                                                    | CUSIP: 05619HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000674.80   | 0.07%             | 2042-10-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                              | French Republic Government Bond OAT                                         | CUSIP: ZH2111115<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6250000 | PA      | $7443610.83   | 0.53%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                           | AXA S.A.                                                                    | CUSIP: YX3884930<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2347748.33   | 0.17%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-10                        | Chase Home Lending Mortgage Trust                                           | CUSIP: 16160BCK1<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-CBDO         | USGSE             | US        |     2391843 | PA      | $2431767.67   | 0.17%             | 2056-07-25      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42636.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                        | Australia Government Bond                                                   | CUSIP: EK8211675<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7775000 | PA      | $4388868.53   | 0.31%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CZK260108                                                                   | CUSIP: CZK260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12907.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                | Swiss RE Subordinated Finance plc                                           | CUSIP: YQ5958315<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2367411.74   | 0.17%             | 2033-03-26      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Pemex Project Funding Master Trust                                          | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1423384.49   | 0.10%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                 | Fixed Income Clearing Corporation                                           | CUSIP: RPER0WZK0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |    20961000 | PA      | $20961000.00  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                            | ProLogis International Funding II S.A.                                      | CUSIP: AV3878585<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $567467.26    | 0.04%             | 2030-11-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24093.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                         | Turk Telekomunikasyon AS.                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     1075000 | PA      | $1098478.00   | 0.08%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20070.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   143000000 | PA      | $581629.00    | 0.04%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                           | Banco de Credito Social Cooperativo S.A.                                    | CUSIP: YN0902133<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2346420.05   | 0.17%             | 2031-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    27300000 | PA      | $1574956.40   | 0.11%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie S.A.                                                                  | CUSIP: ZG4247943<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1543659.50   | 0.11%             | 2026-12-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp                                       | Parexel International Corporation, Repriced Term Loan B                     | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |      330217 | PA      | $331731.14    | 0.02%             | 2031-12-12      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                   | Open Text Corporation, Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |      522838 | PA      | $523886.33    | 0.04%             | 2030-01-31      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                         | Canadian Government Bond                                                    | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12225000 | PA      | $8137678.96   | 0.58%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | GBP260108                                                                   | CUSIP: GBP260108<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15720.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                            | CAD260108                                                                   | CUSIP: CAD260108<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-89894.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | MXN260108                                                                   | CUSIP: MXN260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36339.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                              | Swiss Confederation Government Bond                                         | CUSIP: EJ2364390<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1850000 | PA      | $2557951.53   | 0.18%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                                | Green Infrastructure Partners Inc, Term Loan B                              | CUSIP: BL5231651<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      500000 | PA      | $501875.00    | 0.04%             | 2032-09-24      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  7970000000 | PA      | $693584.95    | 0.05%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower, LP, Term Loan B                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      104577 | PA      | $105004.94    | 0.01%             | 2028-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                                | Verus Securitization Trust                                                  | CUSIP: 92540TAD2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | USGSE             | US        |     1215000 | PA      | $1235331.20   | 0.09%             | 2070-01-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                 | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     7065000 | PA      | $2681724.13   | 0.19%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |     1735000 | PA      | $2121012.18   | 0.15%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                            | JPY260202                                                                   | CUSIP: JPY260202<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2710.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                   | European Bank for Reconstruction & Development                              | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   124700000 | PA      | $1386509.69   | 0.10%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: BH4726262<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2125000 | PA      | $2402519.52   | 0.17%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                         | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |      274830 | PA      | $236246.62    | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-142769.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                             | Canada Housing Trust No                                                     | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     3050000 | PA      | $2194964.48   | 0.16%             | 2026-12-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14788.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                           | Chubb INA Holdings, Inc                                                     | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $2010668.70   | 0.14%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22268.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: YT3047206<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    61600000 | PA      | $8946943.94   | 0.64%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                          | CIP Commercial Mortgage Trust                                               | CUSIP: 12576AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $2207898.88   | 0.16%             | 2037-10-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                   | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1382920.00   | 0.10%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics 2024-1 DAC                                     | Thunder Logistics DAC                                                       | CUSIP: BCC3HF8V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     1495989 | PA      | $1759480.04   | 0.13%             | 2036-11-17      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1300000 | PA      | $1368384.06   | 0.10%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: AZ6944724<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   185000000 | PA      | $889548.75    | 0.06%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                           | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      501286 | PA      | $502539.02    | 0.04%             | 2030-09-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                            | Australia Government Bond                                                   | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    18640000 | PA      | $10610563.35  | 0.75%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                | Iron Mountain, Inc                                                          | CUSIP: YL8988187<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2285763.98   | 0.16%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                           | ICBC Standard Bank plc                                                      | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  3000000000 | PA      | $728546.19    | 0.05%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                           | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      800000 | PA      | $776109.87    | 0.06%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                             | Egypt Treasury Bills                                                        | CUSIP: YQ7962182<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    80000000 | PA      | $1572879.85   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: AT7624253<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1940000000 | PA      | $1207148.47   | 0.09%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NZD260109                                                                   | CUSIP: NZD260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                       | Vmed O2 UK Financing I plc                                                  | CUSIP: ZB0006997<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1654060.84   | 0.12%             | 2032-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                         | Empresa Nacional del Petroleo                                               | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      825000 | PA      | $760425.02    | 0.05%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5850000 | PA      | $6823448.58   | 0.49%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Cassia S.r.l.                                                    | Cassia SRL                                                                  | CUSIP: BCC35W5M5<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |      860922 | PA      | $1019514.68   | 0.07%             | 2034-05-22      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                            | Bank of Ireland Group plc                                                   | CUSIP: ZJ3118511<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     2320000 | PA      | $2924738.87   | 0.21%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                               | Compass Datacenters Issuer III LLC                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $505765.15    | 0.04%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                         | Coty, Inc                                                                   | CUSIP: BP9627566<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      267857 | PA      | $315083.07    | 0.02%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: BN3324462<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     3050000 | PA      | $3140684.10   | 0.22%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                           | Barbados Government International Bond                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     2125000 | PA      | $2233375.00   | 0.16%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                           | Brazilian Government International Bond                                     | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      475000 | PA      | $479987.50    | 0.03%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                               | Fiserv Funding ULC                                                          | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     2100000 | PA      | $2462177.72   | 0.18%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                           | Cia Cervecerias Unidas S.A.                                                 | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $181430.56    | 0.01%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                   | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1139520 | PA      | $1096857.74   | 0.08%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | RON260108                                                                   | CUSIP: RON260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42820.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                       | Mizuho Financial Group, Inc                                                 | CUSIP: YV2870843<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $595573.57    | 0.04%             | 2030-08-27      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Canadian Treasury Bill                                           | Canadian Treasury Bill                                                      | CUSIP: 1350Z7EB6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |     4200000 | PA      | $3057488.62   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                           | Bimbo Bakeries USA, Inc                                                     | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209095.55    | 0.01%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                            | CUSIP: YR5943257<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $682712.97    | 0.05%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                  | Antofagasta plc                                                             | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1132450.00   | 0.08%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                 | CUSIP: ZD4770776<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     2025000 | PA      | $2392691.62   | 0.17%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | AUD260109                                                                   | CUSIP: AUD260109<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50160.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                         | Queensland Treasury Corp                                                    | CUSIP: BG2284225<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1217182.39   | 0.09%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                      | Bank Mandiri Persero Tbk PT                                                 | CUSIP: YQ4311813<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $202386.80    | 0.01%             | 2028-03-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting